Abstract

Let (Y-t : t > 0) be a STIT tessellation process and a > 1. We prove that the random sequence (a(n) Y-a(n) : n is an element of Z) is a non-anticipating factor of a Bernoulli shift. We deduce that the continuous time process (a(t)Y(a)(t) : t is an element of R) is a Bernoulli flow. We use the techniques and results in Martinez and Nagel [Ergodic description of STIT tessellations. Stochastics 84(1) (2012), 113-134]. We also show that the filtration associated to the nonanticipating factor is standard in Vershik's sense.