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

DOI10.1017/S0143385700010191zbMATH Open0857.60034MaRDI QIDQ4714432FDOQ4714432

Authors: Eric V. Slud, Daniel W. Chambers 

Publication date: 3 March 1997

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

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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)

Cites Work

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

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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