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A Fubini-type limit theorem for the integrated hyperuniform infinitely divisible moving averages

Probability 2024-07-10 v1

Abstract

This short note shows a limiting behavior of integrals of some centered antipersistent stationary infinitely divisible moving averages as the compact integration domain in d1d\ge 1 dimensions extends to the whole positive quadrant R+d\mathbb{R}^d_+. Namely, the weak limit of their finite dimensional distributions is again a moving average with the same infinitely divisible purely jump integrator measure (i.e., possessing no Gaussian component), but with an integrated kernel function. The results apply equally to time series (d=1d=1) as well as to random fields (d>1d>1). Apart from the existence of the expectation, no moment assumptions on the moving average are imposed allowing it to have an infinite variance as e.g. in the case of α\alpha-stable moving averages with α(1,2)\alpha\in(1,2) . If the field is additionally square integrable, its covariance integrates to zero (hyperuniformity).

Keywords

Cite

@article{arxiv.2407.06806,
  title  = {A Fubini-type limit theorem for the integrated hyperuniform infinitely divisible moving averages},
  author = {Evgeny Spodarev},
  journal= {arXiv preprint arXiv:2407.06806},
  year   = {2024}
}
R2 v1 2026-06-28T17:34:15.965Z