Title of article :
Stationarity of multivariate particle systems
Author/Authors :
Molchanov، نويسنده , , Ilya and Stucki، نويسنده , , Kaspar، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
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 R d 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 :
Brown–Resnick process , Gaussian process , Stationarity , Convolution equation , Point process
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications