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
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
Journal title :
Stochastic Processes and their Applications