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 :
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