Stationarity of multivariate particle systems
Probability
2013-11-05 v3
Abstract
A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in R^d and in some cases provide a full characterisation of the stationarity property. In particular, a full characterisation of stationary multivariate Brown-Resnick processes is given.
Keywords
Cite
@article{arxiv.1201.4765,
title = {Stationarity of multivariate particle systems},
author = {Ilya Molchanov and Kaspar Stucki},
journal= {arXiv preprint arXiv:1201.4765},
year = {2013}
}
Comments
An error in Theorem 4.16 is corrected