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Ergodic properties of max-infinitely divisible processes |
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| Authors: | Zakhar Kabluchko Martin Schlather |
| Institution: | Institute for Mathematical Stochastics, Goldschmidtstraße 7, 37077 Göttingen, Germany |
| Abstract: | We prove that a stationary max-infinitely divisible process is mixing (ergodic) iff its dependence function converges to 0 (is Cesàro summable to 0). These criteria are applied to some classes of max-infinitely divisible processes. |
| Keywords: | 60G70 60G10 |
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