A characterization of mixing processes of type G

Piotr S. Kokoszka
Murad S. Taqqu

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 distributions are variance mixtures of the normal distribution.