Ergodic Properties of Max-Infinitely Divisible Processes

Zakhar Kabluchko; Martin Schlather

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arXiv · 0905.4196

Ergodic Properties of Max-Infinitely Divisible Processes

Zakhar Kabluchko·Martin Schlather

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Abstract

We prove that a stationary max--infinitely divisible process is mixing (ergodic) iff its dependence function converges to 0 (is Cesaro summable to 0). These criteria are applied to some classes of max--infinitely divisible processes.

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Zakhar Kabluchko, Martin Schlather. 2009-05-26. Ergodic Properties of Max-Infinitely Divisible Processes. https://arxiv.org/abs/0905.4196

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