Bartlett spectrum and mixing properties of infinitely divisible random measures

Authors
Citation
Roy, Emmanuel, Bartlett spectrum and mixing properties of infinitely divisible random measures, Advances in applied probability , 39(2), 2007, pp. 893-897
ISSN journal
00018678
Volume
39
Issue
2
Year of publication
2007
Pages
893 - 897
Database
ACNP
SICI code
Abstract
We prove that the Bartlett spectrum of a stationary, infinitely divisible (ID) random measure determines ergodicity, weak mixing, and mixing. In this context, the Bartlett spectrum plays the same role as the spectral measure of a stationary Gaussian process.