Brillinger-mixing point processes need not to be ergodic
- Recently, it has been proved that a stationary Brillinger-mixing point process is mixing (of any order) if its moment measures determine the distribution uniquely. In this paper we construct a family of non-ergodic stationary point processes as mixture of two distinct Brillinger-mixing Neyman–Scott processes having the same moment measures.
| Author: | Lothar Heinrich |
|---|---|
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/102347 |
| ISSN: | 0167-7152OPAC |
| Parent Title (English): | Statistics & Probability Letters |
| Publisher: | Elsevier BV |
| Place of publication: | Amsterdam |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 2018 |
| Release Date: | 2023/02/28 |
| Tag: | Statistics, Probability and Uncertainty; Statistics and Probability |
| Volume: | 138 |
| First Page: | 31 |
| Last Page: | 35 |
| DOI: | https://doi.org/10.1016/j.spl.2018.02.029 |
| Institutes: | Mathematisch-Naturwissenschaftlich-Technische Fakultät |
| Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik | |
| Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik / Lehrstuhl für Stochastik und ihre Anwendungen |
