Ergodic properties of Poissonian ID processes

DOI10.1214/009117906000000692zbMath1146.60031arXiv0707.3746OpenAlexW2012833952MaRDI QIDQ2371948

Emmanuel Roy

Publication date: 9 July 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.3746

zbMATH Keywords

ergodic theoryinfinite-measure preserving transformationsinfinitely divisible stationary processesPoisson suspensions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Dynamical aspects of measure-preserving transformations (37A05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonsingular (and infinite-measure preserving) transformations (37A40)

Related Items (27)

Ergodic decompositions of stationary max-stable processes in terms of their spectral functions ⋮ Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows ⋮ Mixing actions of the Heisenberg group ⋮ On special representations of automorphisms of \(\sigma\)-finite measure spaces using Poincaré recurrence theorem and Hopf decomposition ⋮ Symmetric stable processes on amenable groups ⋮ 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 ⋮ Maharam extension and stationary stable processes ⋮ Ergodic properties of the ideal gas model for infinite billiards ⋮ Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ Mixing constructions with infinite invariant measure and spectral multiplicities ⋮ Nonsingular group actions and stationary S$\alpha $S random fields ⋮ Poisson suspensions and entropy for infinite transformations ⋮ The zero-type property and mixing of Bernoulli shifts ⋮ Ergodic properties of max-infinitely divisible processes ⋮ Nearly finite Chacon transformation ⋮ Maximal moments and uniform modulus of continuity for stable random fields ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments ⋮ Mixing of Poisson random measures under interacting transformations ⋮ Stable random fields indexed by finitely generated free groups ⋮ Poisson suspensions and infinite ergodic theory ⋮ Joining primeness and disjointness from infinitely divisible systems ⋮ Decomposability for stable processes ⋮ Ergodic Poisson splittings ⋮ Mixing properties of multivariate infinitely divisible random fields

Cites Work

• The equivalence of ergodicity and weak mixing for infinitely divisible processes
• Poisson process over \(\sigma\)-finite Markov chains
• Classes of mixing stable processes
• Power weak mixing does not imply multiple recurrence in infinite measure and other counterexamples
• Decomposition of stationary \(\alpha\)-stable random fields.
• Stable stationary processes related to cyclic flows.
• On the structure of stationary stable processes
• Simple conditions for mixing of infinitely divisible processes
• Null flows, positive flows and the structure of stationary symmetric stable processes
• Ergodic automorphisms whose weak closure of off-diagonal measures consists of ergodic self-joinings
• On mixing in infinite measure spaces
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