scientific article; zbMATH DE number 806335

MaRDI QIDQ4851876zbMATH OpenFDO

Authors Stamatis Cambanis, Krzysztof Podgórski, Aleksander Weron

Publication date 20 November 1995

Full work available at URL https://eudml.org/doc/216202

zbMATH Keywords

ergodicity and mixinginfinitely divisible processesstationary processesstochastic representation

Mathematics Subject Classification ID

One-parameter continuous families of measure-preserving transformations (28D10) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10)

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Cited in

(24)

• Some mixing conditions for stationary symmetric stable stochastic processes
• The modified Yule-Walker method for \(\alpha\)-stable time series models
• Modeling process asymmetries with Laplace moving average
• Ergodic properties of Lévy flights coexisting with subdiffusion and related models
• Codifference as a practical tool to measure interdependence
• Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach
• A characterization of mixing processes of type G
• Simple conditions for mixing of infinitely divisible processes
• Duality of fractional systems
• Nonparametric estimation of the kernel function of symmetric stable moving average random functions
• Ergodic properties of max-infinitely divisible processes
• Regularity of infinitely divisible processes
• Ergodic properties of random measures on stationary sequences of sets
• Ergodic properties of Poissonian ID processes
• Asymptotic properties of Brownian motion delayed by inverse subordinators
• A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
• Random spectral measure for non Gaussian moving averages
• Asymptotic theory for the detection of mixing in anomalous diffusion
• Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
• Confined random motion with Laplace and Linnik statistics
• The equivalence of ergodicity and weak mixing for infinitely divisible processes
• Ergodic properties of anomalous diffusion processes
• Correlation cascades, ergodic properties and long memory of infinitely divisible processes
• A class of non-Gaussian second order random fields

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