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
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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) |
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Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Molchanov, Ilya, 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: |
05 Dec 2022 14:28 |
Publisher DOI: |
10.1016/j.spa.2013.02.007 |
BORIS DOI: |
10.7892/boris.41517 |
URI: |
https://boris.unibe.ch/id/eprint/41517 |
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