Title of article :
Simple conditions for mixing of infinitely divisible processes
Author/Authors :
Rosi?ski، نويسنده , , Jan and ?ak، نويسنده , , Tomasz، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Pages :
12
From page :
277
To page :
288
Abstract :
Let (Xt)tϵT be a real-valued, stationary, infinitely divisible stochastic process. We show that (Xt)tϵT is mixing if and only if Eei(Xt − X0) → |EeiX0|2, provided the Lévy measure of X0 has no atoms in 2πZ. We also show that if (Xt)tϵT is given by a stochastic integral with respect to an infinitely divisible measure then the mixing of (Xt)tϵT is equivalent to the essential disjointness of the supports of the representing functions.
Keywords :
Infinitely divisible process , weak mixing , Stationary process , Mixing
Journal title :
Stochastic Processes and their Applications
Serial Year :
1996
Journal title :
Stochastic Processes and their Applications
Record number :
1575853
Link To Document :
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