Strong mixing properties of max-infinitely divisible random fields
Let η=(η(t))t∈T be a sample continuous max-infinitely random field on a locally compact metric space T. For a closed subset S⊂T, we denote by ηS the restriction of η to S. We consider β(S1,S2), the absolute regularity coefficient between ηS1 and ηS2, where S1,S2 are two disjoint closed subsets of T. Our main result is a simple upper bound for β(S1,S2) involving the exponent measure μ of η: we prove that β(S1,S2)≤2∫P[η≮S1f,η≮S2f]μ(df), where f≮Sg means that there exists s∈S such that f(s)≥g(s).
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 122 (2012)
Issue (Month): 11 ()
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description|
|Order Information:|| Postal: http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kabluchko, Zakhar & Schlather, Martin, 2010. "Ergodic properties of max-infinitely divisible processes," Stochastic Processes and their Applications, Elsevier, vol. 120(3), pages 281-295, March.
When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:122:y:2012:i:11:p:3790-3811. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.