Proceedings of the American Mathematical Society · 2010 · 24 citations · 9 references
Natural SciencesMathematicsMathematical PhysicsProbability TheoryStochastic ProcessesErgodic TheoryMarkov ProcessesStationary ProcessesStochastic StabilityErgodic PropertiesRandom FieldsStationary PointsStationary Random FieldsStationary Random ProcessesStationary States
This paper deals with measurable stationary symmetric stable random fields indexed by <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="double-struck upper R Superscript d"> <mml:semantics> <mml:msup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="double-struck">R</mml:mi> </mml:mrow> <mml:mi>d</mml:mi> </mml:msup> <mml:annotation encoding="application/x-tex">\mathbb {R}^d</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and their relationship with the ergodic theory of nonsingular <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="double-struck upper R Superscript d"> <mml:semantics> <mml:msup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="double-struck">R</mml:mi> </mml:mrow> <mml:mi>d</mml:mi> </mml:msup> <mml:annotation encoding="application/x-tex">\mathbb {R}^d</mml:annotation> </mml:semantics> </mml:math> </inline-formula> -actions. Based on the phenomenal work of Rosiński (2000), we establish extensions of some structure results of stationary <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper S alpha upper S"> <mml:semantics> <mml:mrow> <mml:mi>S</mml:mi> <mml:mi> α </mml:mi> <mml:mi>S</mml:mi> </mml:mrow> <mml:annotation encoding="application/x-tex">S\alpha S</mml:annotation> </mml:semantics> </mml:math> </inline-formula> processes to <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper S alpha upper S"> <mml:semantics> <mml:mrow> <mml:mi>S</mml:mi> <mml:mi> α </mml:mi> <mml:mi>S</mml:mi> </mml:mrow> <mml:annotation encoding="application/x-tex">S\alpha S</mml:annotation> </mml:semantics> </mml:math> </inline-formula> fields. Depending on the ergodic theoretical nature of the underlying action, we observe different behaviors of the extremes of the field.
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Ergodic properties of Poissonian ID processes
Emmanuel Roy · The Annals of Probability · 2007 · 60 citations · Full text