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<H1>A characterization of mixing processes of type G
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<P><STRONG>Piotr S. Kokoszka
<BR> Murad S. Taqqu
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<H3>Abstract:</H3>
<EM>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.
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