English

Stable transports between stationary random measures

Probability 2017-04-04 v2

Abstract

We give an algorithm to construct a translation-invariant transport kernel between ergodic stationary random measures Φ\Phi and Ψ\Psi on Rd\mathbb R^d, given that they have equal intensities. As a result, this yields a construction of a shift-coupling of an ergodic stationary random measure and its Palm version. This algorithm constructs the transport kernel in a deterministic manner given realizations φ\varphi and ψ\psi of the measures. The (non-constructive) existence of such a transport kernel was proved in [8]. Our algorithm is a generalization of the work of [3], in which a construction is provided for the Lebesgue measure and an ergodic simple point process. In the general case, we limit ourselves to what we call constrained densities and transport kernels. We give a definition of stability of constrained densities and introduce our construction algorithm inspired by the Gale-Shapley stable marriage algorithm. For stable constrained densities, we study existence, uniqueness, monotonicity w.r.t. the measures and boundedness.

Keywords

Cite

@article{arxiv.1504.02965,
  title  = {Stable transports between stationary random measures},
  author = {Mir-Omid Haji-Mirsadeghi and Ali Khezeli},
  journal= {arXiv preprint arXiv:1504.02965},
  year   = {2017}
}

Comments

In the second version, we change the way of presentation of the main results in Section 4. The main results and their proofs are not changed significantly. We add Section 3 and Subsection 4.6. 25 pages and 2 figures

R2 v1 2026-06-22T09:14:42.088Z