Simple conditions for mixing of infinitely divisible processes

DOI10.1016/0304-4149(95)00083-6MaRDI QIDQ1915836zbMATH OpenOpenAlexFDO

Authors Jan Rosiński, Tomasz Żak

Publication date 1 July 1996

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

Full work available at URL https://doi.org/10.1016/0304-4149(95)00083-6

zbMATH Keywords

mixingstationary processweak mixinginfinitely divisible process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 3423366 (Why is no real title available?)
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• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 3799981 (Why is no real title available?)
• A characterization of mixing processes of type G
• Some mixing conditions for stationary symmetric stable stochastic processes
• Spectral representations of infinitely divisible processes

Cited in

(24)

• Asymptotic theory for the detection of mixing in anomalous diffusion
• A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence
• Lévy mixing
• Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows
• Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
• Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes
• scientific article; zbMATH DE number 4186753 (Why is no real title available?)
• A characterization of mixing processes of type G
• The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy
• Some extensions of linear approximation and prediction problems for stationary processes
• Mixing of linear operators under infinitely divisible measures on Banach spaces
• Ergodic properties of Poissonian ID processes
• Asymptotic behaviour of time averages for non-ergodic Gaussian processes
• Asymptotic properties of Brownian motion delayed by inverse subordinators
• Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
• Ergodic properties of anomalous diffusion processes
• Mixing properties of multivariate infinitely divisible random fields
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
• Random rewards, fractional Brownian local times and stable self-similar processes
• Long memory and self-similar processes
• Correlation cascades, ergodic properties and long memory of infinitely divisible processes
• Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
• Ergodic properties of max-infinitely divisible processes
• Least energy approximation for processes with stationary increments

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