Abstract
Grenander and Maruyama independently proved that a stationary Gaussian process on the line or the integers with continuous covariance function is ergodic if and only if its spectral measure has no atoms. In this paper this theorem is extended to processes parameterized by locally compact Abelian groups.
Citation
Julius R. Blum. Bennett Eisenberg. "Conditions for Metric Transitivity for Stationary Gaussian Processes on Groups." Ann. Math. Statist. 43 (5) 1737 - 1741, October, 1972. https://doi.org/10.1214/aoms/1177692412
Information