Mixing properties of multivariate infinitely divisible random fields

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Title: Mixing properties of multivariate infinitely divisible random fields
Authors: Passeggeri, R
Veraart, A
Item Type: Journal Article
Abstract: In this work we present different results concerning mixing properties of multivariate infinitely divis- ible (ID) stationary random fields. First, we derive some necessary and sufficient conditions for mixing of stationary ID multivariate random fields in terms of their spectral representation. Second, we prove that (linear combinations of independent) mixed moving average fields are mixing. Further, using a sim- ple modification of the proofs of our results we are able to obtain weak mixing versions of our results. Finally, we prove the equivalence of ergodicity and weak mixing for multivariate ID stationary random fields.
Date of Acceptance: 18-Sep-2018
URI: http://hdl.handle.net/10044/1/64971
ISSN: 0894-9840
Publisher: Springer Verlag
Journal / Book Title: Journal of Theoretical Probability
Keywords: 0104 Statistics
0101 Pure Mathematics
Statistics & Probability
Publication Status: Accepted
Appears in Collections:Mathematics
Statistics
Faculty of Natural Sciences



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