Simple conditions for mixing of infinitely divisible processes

DOI10.1016/0304-4149(95)00083-6zbMath0849.60031OpenAlexW2036485754MaRDI QIDQ1915836

Jan Rosiński, Tomasz Żak

Publication date: 1 July 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00083-6

zbMATH Keywords

mixingstationary processweak mixinginfinitely divisible process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10)

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Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows ⋮ Ergodic properties of Poissonian ID processes ⋮ The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy ⋮ Random rewards, fractional Brownian local times and stable self-similar processes ⋮ Asymptotic behaviour of time averages for non-ergodic Gaussian processes ⋮ Asymptotic properties of Brownian motion delayed by inverse subordinators ⋮ A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ Mixing of linear operators under infinitely divisible measures on Banach spaces ⋮ Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations ⋮ Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows ⋮ Long memory and self-similar processes ⋮ Least energy approximation for processes with stationary increments ⋮ Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes ⋮ Ergodic properties of max-infinitely divisible processes ⋮ Some extensions of linear approximation and prediction problems for stationary processes ⋮ Ergodic properties of anomalous diffusion processes ⋮ Correlation cascades, ergodic properties and long memory of infinitely divisible processes ⋮ Asymptotic theory for the detection of mixing in anomalous diffusion ⋮ Mixing properties of multivariate infinitely divisible random fields

Cites Work

• Spectral representations of infinitely divisible processes
• Some mixing conditions for stationary symmetric stable stochastic processes
• A characterization of mixing processes of type G
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