Im aI am working with an article, where it says:
"that the discrete time stationary sequence $\{Y_j\}_{j\in Z}$ is mixing and hence ergodic."
Wherewhere $T_t$$Y_t$ is defined as $Y_t = \int_{-\infty}^{t} h_k(t-s)dL_s$ and $L$ is a Lévy process.
I have been unable to find a definition of mixing and ergodic process. I can only find a definitions in (opens a PDF):
http://math.byu.edu/~tfisher/documents/classes/2008/winter/635/Lecture12.pdf
Page 1 & 2. But this is not for processes and I am not sure if this relates in any way to processes.
In this link I have found a theorem that says mixing implies ergodic. The proof of this is also not for process, but can you use this theorem anyway?