When are increment-stationary random point sets stationary?

Antoine Gloria (Université Libre de Bruxelles & Inria Lille-Nord Europe)


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.

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Pages: 1-14

Publication Date: May 18, 2014

DOI: 10.1214/ECP.v19-3288


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