Ergodic properties of max-infinitely divisible processes |
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Authors: | Zakhar Kabluchko Martin Schlather |
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Affiliation: | Institute for Mathematical Stochastics, Goldschmidtstraße 7, 37077 Göttingen, Germany |
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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. |
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Keywords: | 60G70 60G10 |
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