Stable transports between stationary random measures

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Publication:303574

DOI10.1214/16-EJP4237zbMATH Open1346.60068arXiv1504.02965MaRDI QIDQ303574FDOQ303574


Authors: Mir-Omid Haji-Mirsadeghi, Ali Khezeli Edit this on Wikidata


Publication date: 22 August 2016

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We give an algorithm to construct a translation-invariant transport kernel between ergodic stationary random measures Phi and Psi on mathbbRd, given that they have equal intensities. As a result, this yields a construction of a shift-coupling of an ergodic stationary random measure and its Palm version. This algorithm constructs the transport kernel in a deterministic manner given realizations varphi and psi of the measures. The (non-constructive) existence of such a transport kernel was proved in [8]. Our algorithm is a generalization of the work of [3], in which a construction is provided for the Lebesgue measure and an ergodic simple point process. In the general case, we limit ourselves to what we call constrained densities and transport kernels. We give a definition of stability of constrained densities and introduce our construction algorithm inspired by the Gale-Shapley stable marriage algorithm. For stable constrained densities, we study existence, uniqueness, monotonicity w.r.t. the measures and boundedness.


Full work available at URL: https://arxiv.org/abs/1504.02965




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