Stochastics · 2011 · 15 citations · 9 references
EngineeringMathematicsProbability TheoryStochastic ProcessesErgodic TheoryMarkov ChainsMarkov ProcessesPoint ProcessesBernoulli ShiftErgodic ProcessesErgodic PropertiesErgodicityGeometric TessellationPointwise Ergodic TheoremsTessellation ModelsTessellations
Let be the STIT tessellation process. We show that for all polytopes W with nonempty interior and all a>1, the renormalized random sequence induced in W is a finitary factor of a Bernoulli shift. As a corollary, we get that the renormalized continuous time process induced in W is a Bernoulli flow.
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Markov Processes and Potential Theory
J. L. Doob, Joshua Chover · Technometrics · 1969 · 558 citations
Bernoulli shifts with the same entropy are isomorphic
Donald Ornstein · Advances in Mathematics · 1970 · 482 citations