Stationarity of multivariate particle systems

Ilya Molchanov and Kaspar Stucki

Stochastic Processes and their Applications, 2013, vol. 123, issue 6, 2272-2285

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 Rd 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: Point process; Gaussian process; Brown–Resnick process; Stationarity; Convolution equation (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:123:y:2013:i:6:p:2272-2285

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DOI: 10.1016/j.spa.2013.02.007

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