Stationarity of multivariate particle systems
نویسندگان
چکیده
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 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.
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