Ergodic properties of random measures on stationary sequences of sets

Aaron Gross and James B. Robertson

Stochastic Processes and their Applications, 1993, vol. 46, issue 2, 249-265

Abstract: We study a class of stationary sequences having spectral representation (M([tau]nA))n[epsilon], where A is a set in a measure space (E, , [mu]), [tau] is an invertible measure-preserving transformation on (E, , [mu]), and M is a random measure on (E, , [mu]). We explore the relationship between the ergodic properties of the sequence and the properties of [tau], and construct examples with various ergodic properties using a stacking method on the half-line [0, [infinity]).

Keywords: mixing; spectral; representation; infinitely; divisible; stacking; method (search for similar items in EconPapers)
Date: 1993
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