Bartlett spectrum and mixing properties of infinitely divisible random measures - Archive ouverte HAL
Article Dans Une Revue Advances in Applied Probability Année : 2007

Bartlett spectrum and mixing properties of infinitely divisible random measures

Résumé

We prove that the Bartlett spectrum of a stationary, infinitely divisible (ID) random measure determines ergodicity, weak mixing, and mixing. In this context, the Bartlett spectrum plays the same role as the spectral measure of a stationary Gaussian process.

Dates et versions

hal-03875917 , version 1 (28-11-2022)

Identifiants

Citer

Emmanuel Roy. Bartlett spectrum and mixing properties of infinitely divisible random measures. Advances in Applied Probability, 2007, 39 (4), pp.893-897. ⟨10.1239/aap/1198177231⟩. ⟨hal-03875917⟩
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