This short note shows a limiting behavior of integrals of some centered antipersistent stationary infinitely divisible moving averages as the compact integration domain in d≥ 1 dimensions extends to the whole positive quadrant Rᵈ₊. Namely, the weak limit of their finite dimensional distributions is again a moving average with the same infinitely divisible purely jump integrator measure (i.e., possessing no Gaussian component), but with an integrated kernel function. The results apply equally to time series ($d=1$) as well as to random fields ($d>1$). Apart from the existence of the expectation, no moment assumptions on the moving average are imposed allowing it to have an infinite variance as e.g. in the case of α-stable moving averages with α∈(1,2) . If the field is additionally square integrable, its covariance integrates to zero (hyperuniformity).
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Evgeny Spodarev (2024) studied this question.
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