Stationarity of multivariate particle systems

Details Stationarity of multivariate particle systems Stationarity of multivariate particle systems

2012-01-23

arxiv.org/abs/1201.4765v1

Mathematics

Probability

Scientific paper

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. It is shown how the characterisation problem relates to solutions of two-sided convolution equations.

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