Mixing for stationary processes with finite-order multiple Wiener-Itô integral representation

DOI10.1017/S0143385700010191MaRDI QIDQ4714432zbMATH OpenFDO

Authors Eric V. Slud, Daniel W. Chambers

Publication date 3 March 1997

Published in Ergodic Theory and Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

auto-correlations tending to zero for large lagsmultiple Wiener-Itô integral processesnot mixingsquare-integrable Gaussian-subordinated processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

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Cites work

• Multiple Wiener integral
• Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing
• On an independence criterion for multiple Wiener integrals
• On independence and conditioning on Wiener space
• The moment problem for polynomial forms in normal random variables

Cited in

(3)

• Mixing ``in the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II
• Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures
• Multiple integrals with respect to L-mixing processes

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