• Title of article

    Ergodic properties of max-infinitely divisible processes

  • Author/Authors

    Kabluchko، نويسنده , , Zakhar and Schlather، نويسنده , , Martin، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2010
  • Pages
    15
  • From page
    281
  • To page
    295
  • 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.
  • Keywords
    Max-infinitely divisible processes , Max-stable processes , Ergodicity , Mixing , Codifference
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2010
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578245

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1578245