A Mecke-type formula and Markov properties for STIT tessellation processes
Probability
2017-11-06 v2
Abstract
An analogue of the classical Mecke formula for Poisson point processes is proved for the class of space-time STIT tessellation processes. From this key identity the Markov property of a class of associated random processes is derived. This in turn is used to determine the distribution of the number of internal vertices of the typical maximal tessellation segment.
Cite
@article{arxiv.1612.03078,
title = {A Mecke-type formula and Markov properties for STIT tessellation processes},
author = {Werner Nagel and Linh Ngoc Nguyen and Christoph Thaele and Viola Weiss},
journal= {arXiv preprint arXiv:1612.03078},
year = {2017}
}