arXiv · 0911.0610
Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
Abstract
We establish characterization results for the ergodicity of stationary symmetric $\alpha$-stable (S$\alpha$S) and $\alpha$-Frechet random fields. We show that the result of Samorodnitsky [Ann. Probab. 33 (2005) 1782-1803] remains valid in the multiparameter setting, that is, a stationary S$\alpha$S ($0<\alpha<2$) random field is ergodic (or, equivalently, weakly mixing) if and only if it is generated by a null group action. Similar results are also established for max-stable random fields. The key ingredient is the adaption of a characterization of positive/null recurrence of group actions by Takahashi [Kodai Math. Sem. Rep. 23 (1971) 131-143], which is dimension-free and different from the one used by Samorodnitsky.
Explore related subjects
Keep this discovery
Yizao Wang, Parthanil Roy, Stilian A. Stoev. 2009-11-03. Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions. https://doi.org/10.1214/11-aop732
Cite the original work for its findings. Save a collection to share your selection of sources.