Classes of mixing stable processes
Rosinski, Jan ; Samorodnitsky, Gennady
Bernoulli, Tome 2 (1996) no. 3, p. 365-377 / Harvested from Project Euclid
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Every measurable stationary α-stable process with 0<α<2 can be related to a non-singular flow on a σ-finite measure space. We establish the relationship between properties of the flow and mixing of the stationary stable process. We provide the first example of a mixing stationary stable process corresponding to a conservative flow. We show further the connection between the expected return time of the flow to sets of finite positive measure and the mixing properties of the process.
Publié le : 1996-12-14
Classification:  asymptotic singularity,  dissipative and conservative flows,  ergodicity,  expected return time,  mixing,  non-singular flow,  positive and null recurrence,  spectral representation,  stable processes,  stationary processes 
@article{1178291836,
     author = {Rosinski, Jan and Samorodnitsky, Gennady},
     title = {Classes of mixing stable processes},
     journal = {Bernoulli},
     volume = {2},
     number = {3},
     year = {1996},
     pages = { 365-377},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1178291836}
}

Rosinski, Jan; Samorodnitsky, Gennady. Classes of mixing stable processes. Bernoulli, Tome 2 (1996) no. 3, pp.  365-377. http://gdmltest.u-ga.fr/item/1178291836/