Imperial College London
Alternate

ProfessorAlmutVeraart

Faculty of Natural Sciences, Department of Mathematics

Head of the Statistics Section, Professor of Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8545a.veraart Website

 
 
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Location

 

551Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Passeggeri:2019:10.1007/s10959-018-0864-7,
author = {Passeggeri, R and Veraart, A},
doi = {10.1007/s10959-018-0864-7},
journal = {Journal of Theoretical Probability},
pages = {1845--1879},
title = {Mixing properties of multivariate infinitely divisible random fields},
url = {http://dx.doi.org/10.1007/s10959-018-0864-7},
volume = {32},
year = {2019}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - In this work we present different results concerning mixing properties of multivariate infinitely divis-ible (ID) stationary random fields.  First, we derive some necessary and sufficient conditions for mixingof stationary ID multivariate random fields in terms of their spectral representation.  Second, we provethat (linear combinations of independent) mixed moving average fields are mixing. Further, using a sim-ple modification of the proofs of our results we are able to obtain weak mixing versions of our results.Finally, we prove the equivalence of ergodicity and weak mixing for multivariate ID stationary randomfields.
AU  - Passeggeri,R
AU  - Veraart,A
DO  - 10.1007/s10959-018-0864-7
EP  - 1879
PY  - 2019///
SN  - 0894-9840
SP  - 1845
TI  - Mixing properties of multivariate infinitely divisible random fields
T2  - Journal of Theoretical Probability
UR  - http://dx.doi.org/10.1007/s10959-018-0864-7
UR  - https://link.springer.com/article/10.1007%2Fs10959-018-0864-7
UR  - http://hdl.handle.net/10044/1/64971
VL  - 32
ER  -
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