When are increment-stationary random point sets stationary?

DOI10.1214/ECP.V19-3288zbMATH Open1315.60016arXiv1409.1156MaRDI QIDQ743385FDOQ743385

Antoine Gloria

Publication date: 24 September 2014

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

Abstract: In a recent work, Blanc, Le Bris, and Lions defined a notion of increment-stationarity for random point sets, which allowed them to prove the existence of a thermodynamic limit for two-body potential energies on such point sets (under the additional assumption of ergodicity), and to introduce a variant of stochastic homogenization for increment-stationary coefficients. Whereas stationary random point sets are increment-stationary, it is not clear a priori under which conditions increment-stationary random point sets are stationary. In the present contribution, we give a characterization of the equivalence of both notions of stationarity based on elementary PDE theory in the probability space. This allows us to give conditions on the decay of a covariance function associated with the random point set, which ensure that increment-stationary random point sets are stationary random point sets up to a random translation with bounded second moment in dimensions $d>2$. In dimensions $d=1$ and $d=2$, we show that such sufficient conditions cannot exist.

Full work available at URL: https://arxiv.org/abs/1409.1156

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zbMATH Keywords

stochastic homogenizationrandom geometrythermodynamic limitrandom point sets

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Difference operators (39A70) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (2)

• On null-homology and stationary sequences
• Title not available (Why is that?)

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