English

Ergodicity and weak mixing for group-indexed infinitely divisible stationary processes

Probability 2026-01-27 v1 Dynamical Systems

Abstract

We prove that for an arbitrary indexing group, every ergodic infinitely divisible stationary process that is separable in probability is weakly mixing. This shows that, as in the well-known case of Gaussian stationary processes, ergodicity implies weak mixing is intrinsic to infinite divisibility, removing all structural assumptions on the group from prior results. The main ingredient is a general construction of stochastically continuous extensions for separable in probability stationary processes, reducing the problem to stochastically continuous processes indexed by Polish groups and then to countable groups, where we combine the Maruyama representation with an ergodicity criterion for Poisson suspensions.

Keywords

Cite

@article{arxiv.2601.17988,
  title  = {Ergodicity and weak mixing for group-indexed infinitely divisible stationary processes},
  author = {Nachi Avraham-Re'em and Emmanuel Roy},
  journal= {arXiv preprint arXiv:2601.17988},
  year   = {2026}
}

Comments

19 pages