Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions

preprint2013arXivOpen access

Abstract

We establish characterization results for the ergodicity of stationary symmetric αα-stable (SααS) and αα-Frechet random fields. We show that the result of Samorodnitsky [Ann. Probab. 33 (2005) 1782-1803] remains valid in the multiparameter setting, that is, a stationary SααS (0<α<20<α<2) random field is ergodic (or, equivalently, weakly mixing) if and only if it is generated by a null group action. Similar results are also established for max-stable random fields. The key ingredient is the adaption of a characterization of positive/null recurrence of group actions by Takahashi [Kodai Math. Sem. Rep. 23 (1971) 131-143], which is dimension-free and different from the one used by Samorodnitsky.

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