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
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