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Ergodic Description of STIT Tessellations (1011.1989v1)
Published 9 Nov 2010 in math.PR
Abstract: Let (Y_t: t > 0) be the STIT tessellation process. We show that for all polytopes W with nonempty interior and all a>1, the renormalized random sequence (an Y_{an}: n integer) induced in W, is a finitary factor of a Bernoulli shift. As a corollary we get that the renormalized continuous time process (at Y_{at}: t real) induced in W is a Bernoulli flow.
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