On the Existence of Balancing Allocations and

arXiv:2303.05137v1 [math.PR] 9 Mar 2023

Factor Point Processes

Ali Khezeli ∗†, Samuel Mellick ‡

March 10, 2023

Abstract
In this article, we show that every stationary random measure on Rd
that is essentially free (i.e., has no symmetries a.s.) admits a point process
as a factor. As a result, we improve the results of Last and Thorisson
(2022) on the existence of a factor balancing allocation between ergodic
pairs of stationary random measures Φ and Ψ with equal intensities. In
particular, we prove that such an allocation exists if Φ is diffuse and
either (Φ, Ψ) is essentially free or Φ assigns zero measure to every (d −
1)-dimensional affine hyperplane. The main result is deduced from an
existing result in descriptive set theory, that is, the existence of lacunary
sections. We also weaken the assumption of being essentially free to the
case where a discrete group of symmetries is allowed.

1 Introduction
A balancing allocation between measures ϕ and ψ on Rd is a map T : Rd → Rd
such that T∗ ϕ = ψ. More generally, a balancing transport is a Markovian kernel
on Rd that transports ϕ to ψ. For stationary random measures Φ and Ψ, one
is interested in the existence of balancing allocations and transports that are
translation-invariant factors of (Φ, Ψ). This goes back to the shift-coupling
theorem of Thorisson [13], extra head schemes for the Poisson point process [4]
and fair tessellations for stationary point processes [5]. In general, it is proved
that invariant balancing transports exist if and only if Φ and Ψ have equal
sample intensities [11]. If (Φ, Ψ) is ergodic, this boils down to the equality of
the intensities of Φ and Ψ. An explicit construction of an invariant transport is
provided in [3], which is a generalization of [4].
The existence of invariant allocations is more complicated. An invariant
allocation between some multiple of the Lebesgue measure and a point process
∗ Inria
Paris, ali.khezeli@inria.fr
† Department of Applied Mathematics, Faculty of Mathematical Sciences, Tarbiat Modares
University, P.O. Box 14115-134, Tehran, Iran, khezeli@modares.ac.ir
‡ McGill University, samuel.mellick@mcgill.ca

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Ψ is equivalent to an invariant fair tessellation; i.e., assigning cells of equal
volume to the points of Ψ invariantly, such that a tessellation of the space is
obtained a.s. Indeed, a fair tessellation always exists for every stationary point
process (see [5]). This is used to construct an extra head scheme for the Poisson
point process; i.e., a point x ∈ Ψ as a function of Ψ such that (Ψ \ {x}) − x
has the same distribution as Ψ (see [5] and [4]). More generally, if Ψ is an
arbitrary ergodic random measure, an invariant allocation between a multiple
of the Lebesgue measure and Ψ results in a non-randomized shift-coupling of Ψ
and its Palm version; i.e., a point x ∈ Rd as a function of Ψ such that Ψ − x
has the same distribution as the Palm version of Ψ (see [5]).
For the existence of invariant allocations in the general case, it is conve-
nient to assume that Φ is diffuse; i.e., has no atoms (otherwise, combinatorial
complexities appear). In [12], it is proved that if Φ is diffuse and there exists
an auxiliary nonempty point process P as a factor of Φ and Ψ (e.g., when Ψ
has atoms), then an invariant balancing allocation exists (under the necessary
conditions mentioned above). This had also been proved in [10] under the extra
assumption that Φ assigns zero measure to every (d − 1)-dimensional Lipschitz
manifold. This gives rise naturally to the question of the existence of factor
point processes, which is asked in [10] (see also [12]). In this paper, we answer
the problem affirmatively by proving the following theorem:
Theorem 1.1. Let Φ and Ψ be arbitrary random measures on Rd . There exists
a point process as a translation-invariant factor of (Φ, Ψ) (resp. of Φ) that is
nonempty a.s. if and only if (Φ, Ψ) (resp. Φ) has no invariant direction a.s.
Here, an invariant direction of (Φ, Ψ) is a vector t ∈ Rd \ {0} such that
Φ + λt = Φ and Ψ + λt = Ψ for all λ ∈ R. Note that if (Φ, Ψ) is essentially free;
i.e., has no translation-symmetry a.s., then there is no invariant direction. Note
also that the set of all invariant directions (plus the origin) is a vector space,
which is called the subspace of invariant directions of (Φ, Ψ).
Using the above theorem, we will prove the following result on the existence
of factor allocations.
Theorem 1.2. Let Φ and Ψ be stationary random measures on Rd with equal
sample intensities. Assume that Φ is diffuse a.s. If at least one of the following
conditions holds, then there exists an invariant balancing allocation between Φ
and Ψ that is a factor of (Φ, Ψ):
(i) (Φ, Ψ) is essentially free.
(ii) (Φ, Ψ) has no invariant direction.
(iii) Φ assigns zero measure to every (d − 1)-dimensional affine subspace.
(iv) Φ assigns zero measure to every translate of the space of invariant direc-
tions of (Φ, Ψ).
Theorem 1.1 is deduced immediately from a theorem in descriptive set the-
ory, that is, the existence of lacunary sections [8]. This will be discussed in

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Section 3. In order to be self-contained and to present the result to proba-
bilists, a direct proof of Theorem 1.1 will also be given in Section 4. This proof
is a simplification of the existence of lacunary sections in the special case of
random measures on Rd . Also, this theorem can be generalized to the more
general setting of actions of groups. This is closely related to the result of [1]
showing that every essentially free probability-measure-preserving action of a
non-discrete locally compact second-countable group G is isomorphic to a point
process of finite intensity on G.
Remark 1.3. A few days before publishing this preprint, an independent
preprint [7] is published which proves the existence of factor balancing allo-
cations under stronger conditions. This work assumes that Φ assigns zero mea-
sure to every (d − 1)-dimensional Lipschitz manifold, which is stronger than
the assumptions of Theorem 1.2 (it is claim in [7] that the condition is sharp,
but Theorem 1.2 shows that this is not the case). The method of the proof is
by using optimal transport and an extension of Monge’s theorem to stationary
random measures provided in [6]. So this work does not prove Theorem 1.1 on
the existence of factor point processes.

2 Definitions
Let M be the set of locally-finite Borel measures on Rd . This space is equipped
with the Prokhorov metric dP and is a Polish space. A measure ϕ ∈ M is
diffuse if it has no atoms; i.e., ϕ({x}) = 0, ∀x ∈ Rd . For t ∈ Rd and ϕ ∈ M ,
define ϕ + t by (ϕ + t)(A) := ϕ(A − t) for A ⊆ Rd . A stationary random
measure is a random element Φ of M such that its distribution is invariant
under translations; i.e., Φ + t has the same distribution as Φ for all t ∈ Rd .
Similarly, a pair of random measures (Φ, Ψ) is called (jointly-) stationary if the
joint distribution is invariant under translations.
Given a measure ϕ ∈ M, the group of translation-symmetries of ϕ is H :=
H(ϕ) := {t ∈ Rd : ϕ − t = ϕ}. Since H is a closed subgroup of Rd , it can
be decomposed into the sum of a linear subspace V := V (ϕ) ⊆ Rd and a
lattice in the orthogonal complement of V . The subspace V is the subspace
of invariant directions of ϕ. Similar definitions can be provided for a pair
(ϕ, ψ) of measures. A stationary random measure is called essentially free if
H(Φ) = {0} a.s. It has no invariant direction a.s. if V (Φ) = 0 a.s.
Let I be the σ-field of invariant events in M; i.e., those event that are
invariant under all translations. Φ is called ergodic if every event in I has
probability zero or one. Ergodicity of (Φ, Ψ) is defined similarly. The intensity
of Φ is defined by E [Φ(C)], where C ⊆ Rd is an arbitrary Borel set with unit
volume. The sample intensity of Φ is the random variable E [Φ(C) |I ].
A point process P is called a (invariant) factor of Φ if P is equal to a
measurable and translation-equivariant function of Φ; i.e., P (Φ + t) = P (Φ) + t
for every t ∈ Rd and for every sample of Φ. An allocation τ : Rd → Rd is a factor
of Φ if it is translation-equivariant function of Φ and the map (x, Φ) 7→ τ (x)
(defined on Rd × M) is measurable.

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3 Proof of Theorem 1.1 Using Lacunary Sec-
tions
The following definition and result are borrowed from [9]. Let X be a Polish
space equipped with a Borel action of a topological group G. A Borel subset
S ⊆ X is called a complete section if it intersects every orbit of the action. It
is called a lacunary section if there is a neighborhood U of the identity of G
such that for every s ∈ S, one has (U · s) ∩ S = {s}. The following is a special
case of Theorem 3.10 of [9], which is given originally in [8]:
Theorem 3.1 ([8]). Under the above assumptions, if G is a locally-compact
Polish group, then there exists a complete lacunary section.
We will deduce Theorem 1.1 from the above theorem.
Proof of Theorem 1.1. For simplicity of notations, we prove Theorem 1.1 for
factors of Φ only. The proof for factors of (Φ, Ψ) is identical.
Let H be the group of translation-symmetries of Φ and V be the subspace
of invariant directions. Observe that if V 6= {0} with positive probability, then
there exists no nonempty factor point process (otherwise, the point process
should also have invariant directions, which is impossible). This proves the if
side of the claim.
For the other side, we will use Theorem 3.1. Consider the action of G := Rd
on M by translations. By Theorem 3.1 above, there exists a complete lacunary
section S ⊆ M∗ for this action. Define P := P (Φ) := {t ∈ Rd : Φ − t ∈ S}.
Since S is a complete section, P is nonempty. In general, P need not be a point
process since it contains translated copies of H. However, if H is a discrete, it is
straightforward to show that P is also a discrete set (since S is lacunary). This
is equivalent to the condition that V is trivial; i.e., Φ has no invariant direction.
Note that in this case, P is a translation-invariant factor point process of Φ. So
the claim is proved.

4 Direct Proof of Theorem 1.1

In this section, we provide a direct proof of Theorem 1.1 in order to be self-
contained and to show the idea more clearly. In the case of essential freeness,
this proof is a simplification of the proof of [2] in the special case of random
measures. The proof is slightly generalized to cover the case where Φ is not
essentially free.
As in Section 3, we prove Theorem 1.1 for factors of Φ only. The necessity
of the condition is also trivial and is shown in Section 3. So we prove sufficiency
here.
Direct Proof of Theorem 1.1. Let us start by an outline the strategy of the
proof. We first produce a factor of Φ that is an invariant random open set
of Rd such that it is non-empty with positive probability and its connected

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components are bounded. It is then simple to refine this factor open set to a
point process. Then, a sort of measurable Zorn’s lemma argument shows that
Φ must admit point process factors which are almost surely nonempty.
Let H be the group of translation-symmetries of Φ and V be the subspace
of invariant directions. Assume V = {0} a.s. This implies that H is a discrete
lattice in Rd . Hence, there exists a smallest natural number N = N (Φ) such
that B2/N (0) ∩ H = {0}, where Br (0) is the closed ball of radius r centered at
0. Consider the shell K := K(Φ) := {t ∈ Rd : N1 ≤ |t| ≤ N2 }. Given a measure
ϕ ∈ M, define θK ϕ := {ϕ + t : t ∈ K(ϕ)} ⊆ M. The definition of N gives that
Φ 6∈ θK Φ a.s. Since θK Φ is a closed subset of M, one obtains dP (Φ, θK Φ) > 0
a.s. Hence, by choosing ǫ > 0 sufficiently small, one can assume P [Φ ∈ Aǫ ] > 0,
where
Aǫ := {ϕ ∈ M : dP (ϕ, θK ϕ) > ǫ}.
Observe that Aǫ is an open subset of M. We may therefore fix some open subset
B ⊆ Aǫ of diameter less than ǫ such that P [Φ ∈ B] > 0 (simply express Aǫ as a
countable union of balls of radius less than ǫ, and then pick one that contains
Φ with positive probability). Define

U := U (Φ) := {t ∈ Rd : Φ − t ∈ B}.

Observe that U is an open subset of Rd which is an equivariant factor of Φ;

i.e., U (ϕ + s) = U (ϕ) + s, ∀ϕ ∈ M, ∀s ∈ Rd . It is also nonempty with positive
probability, for instance, 0 ∈ U if Φ ∈ B.
The key property of U is the following: If t, s ∈ U , then Φ − t and Φ − s
belong to B, and hence, dP (Φ − t, Φ − s) < ǫ (since B has diameter less than
ǫ). Therefore, t − s 6∈ K by the definition of Aǫ . That is, either |t − s| < N1
or |t − s| > N2 . As a result, the following defines an equivalence relation on U :
t ∼ s if |t − s| < N1 . Also, every equivalence class has diameter at most N1 , and
hence, is bounded.
Now, one may produce a factor point process P in many ways1 . For instance,
for each of the (countably many) equivalence classes C of U , choose the least
element of the closure C according to the lexicographic order. Note that this
process is an invariant factor of Φ and is uniformly separated.
Observe that P is nonempty if and only if Φ ∈ θRd B. Note that θRd B is
invariant, open and has positive probability. If Φ were ergodic, then this would
be an almost sure event and we would be done. In the general case, let p ≤ 1
denote the supremum of P [Φ ∈ E], where E ⊆ M ranges over all open and Rd -
invariant sets such that there exists a factor point process which is nonempty
on E. It can be seen that the supremum is attained (if P [Φ ∈ En ] → p, let
Pn be a factor point process which is nonempty on En and define P := Pn if
Φ ∈ En \(E1 ∪. . .∪En−1 )). Also, if E is any such event such that P [Φ ∈ E] < 1,
then one can enlarge E a little bit (it is enough to repeat the proof by replacing
M with M \ E). These two facts imply that the supremum is attained and
p = 1, which implies the claim of the theorem.
1 This step is specialized to Rd and its proof is more involved for the actions of other groups.

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 An alternative constructive proof of the last step is by covering Aǫ by open
sets B1 , B2 , . . . ⊆ Aǫ such that each Bi has diameter less than ǫ. Then, modify
the proof by choosing the smallest i such that Φ ∈ θRd Bi . Also, choose ǫ as
an invariant function of Φ; e.g., the largest number of the form ǫ = 1/M such
that Φ ∈ θRd Aǫ and P [Aǫ ] > 0. This way, the constructed point process P is
nonempty a.s. and the theorem is proved.

5 Proof of Theorem 1.2

In this section, we prove Theorem 1.2 using Theorem 1.1.
Proof of Theorem 1.2. (i). If (Φ, Ψ) is essentially free, then it has no invariant
direction a.s. So the claim is implied by part (ii) proved below.
(ii). If there is no invariant direction a.s., then Theorem 1.1 implies that
there exists a point process that is nonempty a.s. and is a translation-invariant
factor of (Φ, Ψ). Using this as an auxiliary point process, Theorem 1.1 of [12]
constructs a balancing factor allocation.
(iii). The claim is implied by part (iv), which will be proved below. The
only remaining case is when the subspace of invariant directions is the whole
Rd . In this case, both Φ and Ψ are multiples of the Lebesgue measure and the
claim is trivial.
(iv). Let V be the subspace of invariant directions. First, assume that
(Φ, Ψ) is ergodic2 . In this case, V is almost surely equal to a deterministic
subspace (since it is a translation-invariant function of (Φ, Ψ)). Let W be the
orthogonal complement of V . The measures Φ and Ψ induce measures on W .
More precisely, given an arbitrary Borel set C in V with unit volume, for A ⊆ W ,
define Φ′ (A) := Φ(A ⊕ C) and Ψ′ (A) := Ψ(A ⊕ C), where A ⊕ C := {x + y :
x ∈ A, y ∈ C} is the Minkowski sum of A and C. Now, Φ′ and Ψ′ are ergodic
stationary random measures on W and their intensities are equal to those of
Φ and Ψ (and hence, are equal). Also, (Φ′ , Ψ′ ) has no invariant direction. In
addition, the assumption of (iv) implies that Φ′ is diffuse. Therefore, part (ii)
implies that there exists a balancing allocation between Φ′ and Ψ′ which is a
factor of (Φ′ , Ψ′ ). If τ ′ denotes this allocation (note that τ ′ : W → W ), define
the allocation τ on Rd by τ (v + w) := v + τ ′ (w), ∀v ∈ V, ∀w ∈ W . Then, τ is a
factor allocation which balances between Φ and Ψ as desired.
In the general case where (Φ, Ψ) might be non-ergodic, the spaces V and
W might be random and some care is needed to choose the allocation as a
measurable factor of (Φ, Ψ) (a naive ergodic decomposition is not sufficient).
In this case, construct V, W, Φ′ and Ψ′ as above. Then, let k := dim(W ) and
choose an orthonormal basis (e1 , . . . , ek ) for W as a measurable function of W
(e.g., consider the orthogonal projection of the standard unit vectors of Rd on W
and use the Gram–Schmidt algorithm). This defines a linear map L : W → Rk .
Let Φ′′ := L∗ Φ′ and Ψ′′ := L∗ Ψ′ . By part (ii), construct a factor balancing
2 In the ergodic case, (iv) is deduced from part (ii) in [10]. For being self-contained, we

include the proof here.

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allocation τ ′′ between Φ′′ and Ψ′′ . Then, define the allocation τ ′ between Φ′
and Ψ′ by τ ′ := L−1 ◦ τ ′′ ◦ L, and finally, construct τ similarly to the previous
paragraph. In this construction, every constructed item is a Borel measurable
function of the previously constructed items. This implies that τ is a measurable
factor of (Φ, Ψ) and the claim is proved.

Acknowledgments
This work was supported by the ERC NEMO grant, under the European Union’s
Horizon 2020 research and innovation programme, grant agreement number
788851 to INRIA. We also thank Mir-Omid Haji-Mirsadeghi for suggesting the
alternate proof of the last step of the proof of Theorem 1.1.

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