Accession Number : ADA185281

Title :   Ergodic Properties of Stationary Stable Processes.

Descriptive Note : Rept. for Sep 86-Sep 87,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Cambanis, Stamatis ; Hardin, Clyde D , Jr ; Weron, Aleksander

PDF Url : ADA185281

Report Date : Jan 1987

Pagination or Media Count : 19

Abstract : Spectral necessary and sufficient conditions are derived for stationary symmetric stable processes to be metrically transitive and mixing. Then consider some important classes of stationary stable processes: Sub-Gaussian stationary processes and stationary stable processes with a harmonic spectral representation are never metrically transitive, the latter in sharp contrast with the Gaussian case. Stable processes with a harmonic spectral representation satisfy a strong law of large numbers even though they are not generally stationary. For doubly stationary stable processes, sufficient conditions are derived for metric transitivity and mixing, and necessary and sufficient conditions for a strong law of large numbers.

Descriptors :   *ERGODIC PROCESSES, SPECTRUM ANALYSIS, GAUSSIAN QUADRATURE, FOURIER TRANSFORMATION, REPRINTS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE