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December 1996 Classes of mixing stable processes
Jan Rosinski, Gennady Samorodnitsky
Bernoulli 2(4): 365-377 (December 1996).

Abstract

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.

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Jan Rosinski. Gennady Samorodnitsky. "Classes of mixing stable processes." Bernoulli 2 (4) 365 - 377, December 1996.

Information

Published: December 1996
First available in Project Euclid: 4 May 2007

zbMATH: 0870.60032
MathSciNet: MR1440274

Rights: Copyright © 1996 Bernoulli Society for Mathematical Statistics and Probability

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Vol.2 • No. 4 • December 1996
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