Stable transports between stationary random measures

DOI10.1214/16-EJP4237MaRDI QIDQ303574zbMATHFDO

Authors Mir-Omid Haji-Mirsadeghi, Ali Khezeli

Publication date 22 August 2016

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

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

zbMATH Keywords

allocationmass transportstable matchingcapacity constrained transport kernelPalm distributionshift-couplingstationary random measuresVoronoi transport kernel

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10) Random measures (60G57)

Abstract: We give an algorithm to construct a translation-invariant transport kernel between ergodic stationary random measures $Phi$ and $Psi$ on $mathbb{R}^d$, 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.

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• Transportation of diffuse random measures on \(\mathbb{R}^d\)
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• Construction and characterization of stationary and mass-stationary random measures on \(\mathbb{R}^d\)
• Invariant transports of stationary random measures and mass-stationarity
• Central limit theorem for exponentially quasi-local statistics of spin models on Cayley graphs

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