Stationarity of multivariate particle systems

Molchanov, Ilya; Stucki, Kaspar (2013). Stationarity of multivariate particle systems. Stochastic Processes and Their Applications, 123(6), pp. 2272-2285. Elsevier 10.1016/j.spa.2013.02.007

[img]
Preview
Text
stationarity multivariate.pdf - Submitted Version
Available under License Publisher holds Copyright.
eingereicht bei arXiv

Download (190kB) | Preview

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 RdRd 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.

Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Molchanov, Ilya and Stucki, Kaspar

Subjects:

300 Social sciences, sociology & anthropology > 360 Social problems & social services
500 Science > 510 Mathematics

ISSN:

0304-4149

Publisher:

Elsevier

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

28 Feb 2014 09:36

Last Modified:

22 Apr 2020 15:39

Publisher DOI:

10.1016/j.spa.2013.02.007

BORIS DOI:

10.7892/boris.41517

URI:

https://boris.unibe.ch/id/eprint/41517

Actions (login required)

Edit item Edit item
Provide Feedback