Ergodic Description of STIT Tessellations

Details Ergodic Description of STIT Tessellations Ergodic Description of STIT Tessellations

2010-11-09

arxiv.org/abs/1011.1989v1

Mathematics

Probability

This is a preprint of an article submitted for consideration in the journal Stochastics: An International Journal of Probabili

Scientific paper

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_{a^n}: n integer) 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_{a^t}: t real) induced in W is a Bernoulli flow.

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