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A note on ergodic symmetric stable processes

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  • Podgórski, Krzysztof

Abstract

Cambanis, Hardin and Weron (1987) have characterized the ergodic symmetric stable processes in terms of their spectral representation. In this note we present another such characterization which contains only the one condition. We apply it to prove that notions of ergodicity and weak mixing coincide for this class of processes. Some examples of ergodic and non-ergodic processes are given.

Suggested Citation

  • Podgórski, Krzysztof, 1992. "A note on ergodic symmetric stable processes," Stochastic Processes and their Applications, Elsevier, vol. 43(2), pages 355-362, December.
    • Handle: RePEc:eee:spapps:v:43:y:1992:i:2:p:355-362
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