| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156754 | Stochastic Processes and their Applications | 2013 | 14 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Ilya Molchanov, Kaspar Stucki,