On Invariant Measures, Minimal Sets and a Lemma of Margulies.
In a 1987 paper, Cambanis, Hardin and Weron defined doubly stationary stable processes as those stable processes which have a spectral representation which is itself stationary, and they gave an example of a stationary symmetric stable process which they claimed was not doubly stationary. Here we show that their process actually had a moving average representation, and hence was doubly stationary. We also characterize doubly stationary processes in terms of measure-preserving regular set isomorphisms...
The author investigates non ergodic versions of several well known limit theorems for strictly stationary processes. In some cases, the assumptions which are given with respect to general invariant measure, guarantee the validity of the theorem with respect to ergodic components of the measure. In other cases, the limit theorem can fail for all ergodic components, while for the original invariant measure it holds.
Given a set X, a countable group H acting on it and a σ-finite H-invariant measure m on X, we study conditions which imply that each selector of H-orbits is nonmeasurable with respect to any H-invariant extension of m.