A class of generalized Ornstein transformations with the weak mixing property
نویسندگان
چکیده
منابع مشابه
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The generalized Ornstein-Uhlenbeck process is derived from a bivariate Lévy process and is suggested as a continuous time version of a stochastic recurrence equation [1]. In this paper we consider the generalized Ornstein-Uhlenbeck process and provide sufficient conditions under which the process is exponentially ergodic and hence holds the exponentially β-mixing property. Our results can cover...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincare (B) Probability and Statistics
سال: 2000
ISSN: 0246-0203
DOI: 10.1016/s0246-0203(00)01056-6