Ergodic Properties of Max-Infinitely Divisible Processes

Details Ergodic Properties of Max-Infinitely Divisible Processes Ergodic Properties of Max-Infinitely Divisible Processes

2009-05-26

arxiv.org/abs/0905.4196v1

Mathematics

Probability

15 pages

Scientific paper

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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