A note on ergodic symmetric stable processes

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.

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Year of publication:	1992
Authors:	Podgórski, Krzysztof
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 43.1992, 2, p. 355-362
Publisher:	Elsevier
Keywords:	stable processes ergodic theory stationary processes spectral representations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874107