Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
Abstract
We establish characterization results for the ergodicity of stationary symmetric -stable (SS) and -Frechet random fields. We show that the result of Samorodnitsky [Ann. Probab. 33 (2005) 1782-1803] remains valid in the multiparameter setting, that is, a stationary SS () random field is ergodic (or, equivalently, weakly mixing) if and only if it is generated by a null group action. Similar results are also established for max-stable random fields. The key ingredient is the adaption of a characterization of positive/null recurrence of group actions by Takahashi [Kodai Math. Sem. Rep. 23 (1971) 131-143], which is dimension-free and different from the one used by Samorodnitsky.
Keywords
Cite
@article{arxiv.0911.0610,
title = {Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions},
author = {Yizao Wang and Parthanil Roy and Stilian A. Stoev},
journal= {arXiv preprint arXiv:0911.0610},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/11-AOP732 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)