Ergodic properties of random measures on stationary sequences of sets

DOI10.1016/0304-4149(93)90006-PMaRDI QIDQ2368167zbMATH OpenFDO

Publication date 21 April 1994

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

Full work available at URL https://doi.org/10.1016/0304-4149(93)90006-P

infinitely divisible invertible measure- preserving transformation mixing automorphisms spectral representation weakly mixing automorphisms

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Stationary stochastic processes (60G10) Random measures (60G57)

Review text

In this paper ergodic properties of a class of stationary sequences having spectral representation \((M(\tau^ nA))_{n \in Z}\) are studied. Let \(A\) be a set of finite measures in a measure space \((E,{\mathcal E},\mu)\), \(\tau\) be an invertible measure-preserving transformation (automorphism) on \((E,{\mathcal E},\mu)\) and \(M\) be a random measure on \((E,{\mathcal E},\mu)\) such that (i) \(M\) is an independently scattered random (signed) measure on \((E,{\mathcal E},\mu)\); (ii) \(M\) is stationary; (iii) \(M\) is nondegenerate. Let \({\mathcal E}_{(f)}\) denote the sets in \({\mathcal E}\) with finite measure. Assume that (iv) there is a set \(A \in{\mathcal E}_{(f)}\) which generates \((E,{\mathcal E})\) under \(\tau\), in the sense that \(\bigcup\tau^ nA=E\) and \(\sigma \{\tau^ nA:n \in Z\}={\mathcal E}\). The authors explore the relationship between the ergodic properties of the considered sequence and the properties of \(\tau\) and construct examples of weakly mixing and mixing automorphisms by using a stacking method on the half-line \([0,\infty)\).

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