{"paper":{"title":"Ergodic Description of STIT Tessellations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Servet Mart\\'inez, Werner Nagel","submitted_at":"2010-11-09T07:21:48Z","abstract_excerpt":"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 (a^n Y_{a^n}: n integer) induced in W, is a finitary factor of a Bernoulli shift. As a corollary we get that the renormalized continuous time process (a^t Y_{a^t}: t real) induced in W is a Bernoulli flow."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1011.1989","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}