• 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