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arxiv: 0911.0610 · v3 · pith:YUWFWB64new · submitted 2009-11-03 · 🧮 math.PR · math.DS

Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions

classification 🧮 math.PR math.DS
keywords alpharandomfieldsgroupnullstationaryactionscharacterization
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We establish characterization results for the ergodicity of stationary symmetric $\alpha$-stable (S$\alpha$S) and $\alpha$-Frechet random fields. We show that the result of Samorodnitsky [Ann. Probab. 33 (2005) 1782-1803] remains valid in the multiparameter setting, that is, a stationary S$\alpha$S ($0<\alpha<2$) random field is ergodic (or, equivalently, weakly mixing) if and only if it is generated by a null group action. Similar results are also established for max-stable random fields. The key ingredient is the adaption of a characterization of positive/null recurrence of group actions by Takahashi [Kodai Math. Sem. Rep. 23 (1971) 131-143], which is dimension-free and different from the one used by Samorodnitsky.

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