Article ID Journal Published Year Pages File Type
1156077 Stochastic Processes and their Applications 2010 15 Pages PDF
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)
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