IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v126y2016i3p906-929.html
   My bibliography  Save this article

Random locations, ordered random sets and stationarity

Author

Listed:
  • Shen, Yi

Abstract

Intrinsic location functional is a large class of random locations closely related to stationary processes. In this paper the author firstly identifies a subclass of intrinsic location functional and proves that it characterizes stationary increment processes. Then a generalization of intrinsic location functional is introduced and its relationship with intrinsic location functional is discussed. Finally we develop representation results using ordered random sets and piecewise linear functions. It is proved that each random location corresponds to the maximal element in a random set according to certain order, and the locations change in a specific way when the path is translated.

Suggested Citation

  • Shen, Yi, 2016. "Random locations, ordered random sets and stationarity," Stochastic Processes and their Applications, Elsevier, vol. 126(3), pages 906-929.
    • Handle: RePEc:eee:spapps:v:126:y:2016:i:3:p:906-929
    DOI: 10.1016/j.spa.2015.10.004
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414915002525
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2015.10.004?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shen, Jie & Shen, Yi & Wang, Ruodu, 2019. "Random locations of periodic stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 129(3), pages 878-901.
    2. Bo Li & Yimin Xiao & Xiaochuan Yang, 2019. "On the Favorite Points of Symmetric Lévy Processes," Journal of Theoretical Probability, Springer, vol. 32(4), pages 1943-1972, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:126:y:2016:i:3:p:906-929. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.