Nonsingular group actions and stationary S$\alpha$S random fields
HTML articles powered by AMS MathViewer
- by Parthanil Roy
- Proc. Amer. Math. Soc. 138 (2010), 2195-2202
- DOI: https://doi.org/10.1090/S0002-9939-10-10250-0
- Published electronically: February 2, 2010
- PDF | Request permission
Abstract:
This paper deals with measurable stationary symmetric stable random fields indexed by $\mathbb {R}^d$ and their relationship with the ergodic theory of nonsingular $\mathbb {R}^d$-actions. Based on the phenomenal work of Rosiński (2000), we establish extensions of some structure results of stationary $S\alpha S$ processes to $S\alpha S$ fields. Depending on the ergodic theoretical nature of the underlying action, we observe different behaviors of the extremes of the field.References
- Jon Aaronson, An introduction to infinite ergodic theory, Mathematical Surveys and Monographs, vol. 50, American Mathematical Society, Providence, RI, 1997. MR 1450400, DOI 10.1090/surv/050
- Stefan Banach, Théorie des opérations linéaires, Chelsea Publishing Co., New York, 1955 (French). MR 0071726
- Donald L. Cohn, Measurable choice of limit points and the existence of separable and measurable processes, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 22 (1972), 161–165. MR 305444, DOI 10.1007/BF00532735
- Sławomir Kolodyński and Jan Rosiński, Group self-similar stable processes in ${\Bbb R}^d$, J. Theoret. Probab. 16 (2003), no. 4, 855–876 (2004). MR 2033189, DOI 10.1023/B:JOTP.0000011997.14357.fd
- Ulrich Krengel, Darstellungssätze für Strömungen und Halbströmungen. II, Math. Ann. 182 (1969), 1–39 (German). MR 296254, DOI 10.1007/BF01350160
- Ulrich Krengel, Ergodic theorems, De Gruyter Studies in Mathematics, vol. 6, Walter de Gruyter & Co., Berlin, 1985. With a supplement by Antoine Brunel. MR 797411, DOI 10.1515/9783110844641
- Jan Rosiński, On the structure of stationary stable processes, Ann. Probab. 23 (1995), no. 3, 1163–1187. MR 1349166
- Jan Rosiński, Decomposition of stationary $\alpha$-stable random fields, Ann. Probab. 28 (2000), no. 4, 1797–1813. MR 1813849, DOI 10.1214/aop/1019160508
- Emmanuel Roy, Ergodic properties of Poissonian ID processes, Ann. Probab. 35 (2007), no. 2, 551–576. MR 2308588, DOI 10.1214/009117906000000692
- P. Roy (2007): Ergodic theory, abelian groups, and point processes induced by stable random fields. Preprint, available at http://arxiv.org/abs/0712.0688. To appear in Annals of Probability.
- Parthanil Roy and Gennady Samorodnitsky, Stationary symmetric $\alpha$-stable discrete parameter random fields, J. Theoret. Probab. 21 (2008), no. 1, 212–233. MR 2384479, DOI 10.1007/s10959-007-0107-9
- Gennady Samorodnitsky, Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes, Ann. Probab. 32 (2004), no. 2, 1438–1468. MR 2060304, DOI 10.1214/009117904000000261
- Gennady Samorodnitsky, Maxima of continuous-time stationary stable processes, Adv. in Appl. Probab. 36 (2004), no. 3, 805–823. MR 2079915, DOI 10.1239/aap/1093962235
- Gennady Samorodnitsky, Null flows, positive flows and the structure of stationary symmetric stable processes, Ann. Probab. 33 (2005), no. 5, 1782–1803. MR 2165579, DOI 10.1214/009117905000000305
- Gennady Samorodnitsky and Murad S. Taqqu, Stable non-Gaussian random processes, Stochastic Modeling, Chapman & Hall, New York, 1994. Stochastic models with infinite variance. MR 1280932
- Donatas Surgailis, Jan Rosiński, V. Mandrekar, and Stamatis Cambanis, Stable mixed moving averages, Probab. Theory Related Fields 97 (1993), no. 4, 543–558. MR 1246979, DOI 10.1007/BF01192963
- D. Surgailis, J. Rosiński, V. Mandrekar and S. Cambanis (1998): On the mixing structure of stationary increment and self-similar $S\alpha S$ processes. Preprint.
Bibliographic Information
- Parthanil Roy
- Affiliation: Department of Statistics and Probability, Michigan State University, East Lansing, Michigan 48824-1027
- Email: roy@stt.msu.edu
- Received by editor(s): December 30, 2008
- Received by editor(s) in revised form: October 9, 2009
- Published electronically: February 2, 2010
- Additional Notes: The author was supported in part by NSF grant DMS-0303493 and NSF training grant “Graduate and Postdoctoral Training in Probability and Its Applications” at Cornell University, the RiskLab of the Department of Mathematics, ETH Zurich, and a start-up grant from Michigan State University.
- Communicated by: Richard C. Bradley
- © Copyright 2010
American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication. - Journal: Proc. Amer. Math. Soc. 138 (2010), 2195-2202
- MSC (2010): Primary 60G60; Secondary 60G70, 60G52, 37A40
- DOI: https://doi.org/10.1090/S0002-9939-10-10250-0
- MathSciNet review: 2596059