Ergodic Properties of Max-Infinitely Divisible Processes
Probability
2009-05-27 v1
Abstract
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.
Keywords
Cite
@article{arxiv.0905.4196,
title = {Ergodic Properties of Max-Infinitely Divisible Processes},
author = {Zakhar Kabluchko and Martin Schlather},
journal= {arXiv preprint arXiv:0905.4196},
year = {2009}
}
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15 pages