ERGODIC PROPERTIES OF RANDOM MEASURES ON STATIONARY-SEQUENCES OF SETS

作     者：GROSS, A ROBERTSON, JB 

作者机构：Department of Statistics and Applied Probability University of California Santa Barbara USA 

出 版 物：《STOCHASTIC PROCESSES AND THEIR APPLICATIONS》 (随机过程及其应用)

年 卷 期：1993年第46卷第2期

页      面：249-265页

核心收录：

学科分类：07[理学] 0714[理学-统计学（可授理学、经济学学位）] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：MIXING SPECTRAL REPRESENTATION INFINITELY DIVISIBLE STACKING METHOD 

摘      要：We study a class of stationary sequences having spectral representation (M(tau(n)A))n is-an-element-of z, where A is a set in a measure space (E, E, mu), tau is an invertible measure-preserving transformation on (E, E, mu), and M is a random measure on (E, E, mu). We explore the relationship between the ergodic properties of the sequence and the properties of tau, and construct examples with various ergodic properties using a stacking method on the half-line [0, infinity).