A note on ergodic symmetric stable processes

Krzysztof Podgórski

Stochastic Processes and their Applications, 1992, vol. 43, issue 2, 355-362

Abstract: Cambanis, Hardin and Weron (1987) have characterized the ergodic symmetric stable processes in terms of their spectral representation. In this note we present another such characterization which contains only the one condition. We apply it to prove that notions of ergodicity and weak mixing coincide for this class of processes. Some examples of ergodic and non-ergodic processes are given.

Keywords: stable; processes; ergodic; theory; stationary; processes; spectral; representations (search for similar items in EconPapers)
Date: 1992
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