Abstract
A stationary Gaussian process is mixing if and only if its covariance function tends to zero as the lag increases to infinity. We give an analogous characterization for a large class of symmetric infinitely divisible processes, known as processes of type G, whose marginal distribution are variance mixtures of the normal distribution.
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The first author is also associated with the Hugo Steinhaus Center for Stochastic Methods, Poland. The second author was partially supported by the ONR Grant N00014-90-J-1287 at Boston University and by a grant of the United States-Israel Binational Science Foundation.
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Kokoszka, P.S., Taqqu, M.S. A characterization of mixing processes of type G1 . J Theor Probab 9, 3–17 (1996). https://doi.org/10.1007/BF02213732
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DOI: https://doi.org/10.1007/BF02213732