English

Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions

Probability 2013-02-07 v3 Dynamical Systems

Abstract

We establish characterization results for the ergodicity of stationary symmetric α\alpha-stable (Sα\alphaS) and α\alpha-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 Sα\alphaS (0<α<20<\alpha<2) 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)