I'm Lucy, and I'd be happy to answer your questions today. I'm sorry to hear that this is happening.
The only way to find out WHY someone is following you is to ask them. That's not public information we'd be able to access. If you know that the people who are following you are undercover police officers, you can call the police station, file a Complaint with a superior officer, and see if they'll give you any more information. While it is generally legal for a police officer to follow someone when they are out in public, it could also be a waste of police time and taxpayer money if they're just watching you instead of out solving crimes.
The fact that you're going through a divorce suggests that the people following you could be private investigators, not on-duty police officers. It's entirely possible that your spouse wants to know if you're seeing someone else, especially if you're asking for alimony. Or if you have minor children, your spouse might be looking for information that would help in a custody dispute. Your spouse might also be trying to figure out if you have hidden assets somewhere. That's something they might be able to establish by tracking your spending patterns. And if that's the case, you could report them for stalking if they're following you around in a way that's putting you in fear of your safety. It's OK to watch someone in a public place, but not if you're scaring them and making them think you're going to hurt them.
Neither police nor private investigators have a right to come inside your home without your permission. Police need a warrant, PIs could be charged with trespassing if they force themselves into your home.
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