Some mixing conditions for stationary symmetric stable stochastic processes

Aaron Gross

Stochastic Processes and their Applications, 1994, vol. 51, issue 2, 277-295

Abstract: We derive some necessary and sufficient conditions for mixing of non-Gaussian stationary symmetric stable processes in terms of the spectral representation, and derive additional conditions for the special case where the spectral representation itself is stationary. We also define equivalence relations on symmetric stable processes, and then show that the mixing property respects the equivalence relations.

Keywords: weak; mixing; Ergodicity; Regular; set; isomorphism (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (5)

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