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arxiv: 0905.4196 · v1 · submitted 2009-05-26 · 🧮 math.PR

Ergodic Properties of Max-Infinitely Divisible Processes

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keywords divisibleergodicmax--infinitelyprocessesappliedcesaroclassesconverges
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We prove that a stationary max--infinitely divisible process is mixing (ergodic) iff its dependence function converges to 0 (is Cesaro summable to 0). These criteria are applied to some classes of max--infinitely divisible processes.

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