A short memory condition for infinitely divisible random fields

Abstract

This small note yields a sufficient condition for the short range dependence of measurable stationary infinitely divisible moving average random fields with d--dimensional index space. Here, the short/long range dependence concept in borrowed from the paper of Kulik and Spodarev (2021). In the special case of symmetric stable moving averages, our new condition coincides with the one from the paper of Makogin et al. (2021).

0

Turn this paper into a full lesson

ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…