Ergodic theorems for linear operators on with strict topology
We consider strictly stationary infinitely divisible processes and first extend the mixing conditions given in Maruyama [Theory Probab. Appl. 15 (1970) 1–22] and Rosiński and Żak [Stoc. Proc. Appl. 61 (1996) 277–288] from the univariate to the d-dimensional case. Thereafter, we show that multivariate Lévy-driven mixed moving average processes satisfy these conditions and hence a wide range of well-known processes such as superpositions of Ornstein − Uhlenbeck (supOU) processes or (fractionally integrated)...
We describe two methods of obtaining analytic flows on the torus which are disjoint from dynamical systems induced by some classical stationary processes.
Let ũ denote the conjugate Poisson integral of a function . We give conditions on a region Ω so that , the Hilbert transform of f at x, for a.e. x. We also consider more general Calderón-Zygmund singular integrals and give conditions on a set Ω so that is a bounded operator on , 1 < p < ∞, and is weak (1,1).