Ergodic Properties of Max-Infinitely Divisible Processes

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dc.creatorKabluchko, Zakhar
dc.creatorSchlather, Martin
dc.date2009-05-26
dc.date.accessioned2026-07-07T13:18:13Z
dc.date.available2026-07-07T13:18:13Z
dc.descriptionWe 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.
dc.description15 pages
dc.identifierhttps://arxiv.org/abs/0905.4196
dc.identifierhttp://arxiv.org/abs/0905.4196
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/231363
dc.subjectProbability
dc.subject60G70; 60G10
dc.titleErgodic Properties of Max-Infinitely Divisible Processes
dc.typetext

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