Artículo de revista
Ergodic description of STIT tessellations
Fecha
2012Registro en:
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES Volume: 84 Issue: 1 Pages: 113-134 Published: 2012
DOI: 10.1080/17442508.2011.570446
Autor
Martínez Aguilera, Servet
Nagel, Werner
Institución
Resumen
Let (Y-t : t > 0) be the STIT tessellation process. We show that for all polytopes W with nonempty interior and all a > 1, the renormalized random sequence (a(n)Y(an) : n is an element of Z) induced in W is a finitary factor of a Bernoulli shift. As a corollary, we get that the renormalized continuous time process (a(t)Y(at) : t is an element of R) induced in W is a Bernoulli flow.