Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156077 | Stochastic Processes and their Applications | 2010 | 15 Pages |
Abstract
We prove that a stationary max-infinitely divisible process is mixing (ergodic) iff its dependence function converges to 0 (is Cesàro summable to 0). These criteria are applied to some classes of max-infinitely divisible processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Zakhar Kabluchko, Martin Schlather,