Stationarity of multivariate particle systems
| Data(s) |
01/06/2013
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|---|---|
| Resumo |
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. |
| Formato |
application/pdf |
| Identificador |
http://boris.unibe.ch/41517/1/stationarity%20multivariate.pdf 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 <http://dx.doi.org/10.1016/j.spa.2013.02.007> doi:10.7892/boris.41517 info:doi:10.1016/j.spa.2013.02.007 urn:issn:0304-4149 |
| Idioma(s) |
eng |
| Publicador |
Elsevier |
| Relação |
http://boris.unibe.ch/41517/ http://www.sciencedirect.com/science/article/pii/S0304414913000550 |
| Direitos |
info:eu-repo/semantics/openAccess |
| Fonte |
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 <http://dx.doi.org/10.1016/j.spa.2013.02.007> |
| Palavras-Chave | #360 Social problems & social services #510 Mathematics |
| Tipo |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion PeerReviewed |
