The Annals of Probability · 2013 · 34 citations · 37 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesErgodic TheoryMarkov ProcessesStationary ProcessesStochastic StabilityErgodic ProcessesErgodic PropertiesErgodicityNull RecurrencePositive RecurrenceStationary Random FieldsStationary Random ProcessesWeak Mixing
We establish characterization results for the ergodicity of stationary symmetric $\alpha$-stable ($\mathrm{S}\alpha\mathrm{S}$) and $\alpha$-Fréchet 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 $\mathrm{S}\alpha\mathrm{S}$ ($0<\alpha<2$) 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 [Kōdai Math. Sem. Rep. 23 (1971) 131–143], which is dimension-free and different from the one used by Samorodnitsky.
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A Spectral Representation for Max-stable Processes
Laurens de Haan · The Annals of Probability · 1984 · 536 citations · Full text
Infinitely Divisible Processes
Gisirô Maruyama · Theory of Probability and Its Applications · 1970 · 121 citations