activity
20092021
most citedInvariant transports of stationary random measures and mass-stationarity

46 citations · 67 across the 7 of their papers we have counts for

collaborators

8 papers

math.PR2021

Transportation of diffuse random measures on

Günter Last, Hermann Thorisson

We consider two jointly stationary and ergodic random measures and on with equal finite intensities, assuming to be diffuse. An allocation is a random ma…

math.PR2016★ 4 cited

Transporting random measures on the line and embedding excursions into Brownian motion

Günter Last, Wenpin Tang, Hermann Thorisson

We consider two jointly stationary and ergodic random measures and on the real line with equal intensities. An allocation is an equivariant random mapping from…

math.PR2015

Convergence in Density in Finite Time Windows and the Skorohod Representation

Hermann Thorisson

According to the Dudley-Wichura extension of the Skorohod representation theorem, convergence in distribution to a limit in a separable set is equivalent to the existence of a coup…

math.PR2015★ 1 cited

On the Limiting Ratio of Current Age to Total Life for Null Recurrent Renewal Processes

Jose Blanchet, Peter Glynn, Hermann Thorisson

If the inter-arrival time distribution of a renewal process is regularly varying with index (i.e. the inter-arrival times have infinite mean) and if $A\lef…

math.PR2014★ 1 cited

Construction and Characterisation of Stationary and Mass-Stationary Random Measures on

Guenter Last, Hermann Thorisson

Mass-stationarity means that the origin is at a typical location in the mass of a random measure. It is an intrinsic characterisation of Palm versions with respect to stationary ra…

math.PR2011★ 15 cited

Unbiased shifts of Brownian motion

Günter Last, Peter Mörters, Hermann Thorisson

Let be a two-sided standard Brownian motion. An unbiased shift of is a random time , which is a measurable function of , such that $(B_{T+t}…