Ergodic description of STIT tessellations
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Publication:4648578
DOI10.1080/17442508.2011.570446zbMath1262.60014arXiv1011.1989OpenAlexW2044748439MaRDI QIDQ4648578
Publication date: 9 November 2012
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.1989
Geometric probability and stochastic geometry (60D05) Continuous-time Markov processes on general state spaces (60J25) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35)
Related Items (4)
Stit Tessellations have Trivial Tail σ-Algebra ⋮ A Mecke-type formula and Markov properties for STIT tessellation processes ⋮ The largest order statistics for the inradius in an isotropic STIT tessellation ⋮ Regenerative processes for Poisson zero polytopes
Cites Work
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- A class of finitary codes
- Bernoulli schemes of the same entropy are finitarily isomorphic
- Bernoulli shifts with the same entropy are isomorphic
- Two Bernoulli shifts with infinite entropy are isomorphic
- Factors of Bernoulli shifts are Bernoulli shifts
- Mixing properties for STIT tessellations
- Stochastic and Integral Geometry
- Crack STIT tessellations: characterization of stationary random tessellations stable with respect to iteration
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