Ergodic Properties of Max-Infinitely Divisible Processes

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We prove that a stationary max--infinitely divisible process is mixing (ergodic) iff its dependence function converges to 0 (is Cesaro summable to 0). These criteria are applied to some classes of max--infinitely divisible processes.
15 pages

Keywords

Probability, 60G70; 60G10

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/231363

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0905.4196
 http://arxiv.org/abs/0905.4196

Collections

arXiv