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Let \((r_n)_{n\leq 0}\) be a sequence of integers with \(r_n\geq 2\), and let \(A\) denote an alphabet containing at least 2 letters. Set \(l_0=1\) and \(l_{n-1}=r_n l_n,\;n\leq 0\). Let \((X_n,V_n)_{n\leq 0}\) be a sequence of pairs of random variables satisfying for any \(n\leq 0\) the properties (i) \(X_n\) is uniformly distributed on \(A^{l_n}\); (ii) \(V_n\) is uniformly distributed on \(\{1,\dots ,r_n\}\) and independent of the \(\sigma\)-algebra \(F_{n-1}=\sigma(X_{m},V_{m}:m\leq n-1)\); (iii) if the word \(X_{n-1}\) (with length \(l_{n-1}=r_n l_n)\) is spitted into \(r_n\) subwords of length \(l_n\), then \(X_n\) is the \(V_n\)-th among these subwords. Such a sequence is called a split-word process. The main result of this rather narrative and somewhat negligently written paper asserts that there exists a sequence \((U_n)_{n\leq 0}\) of independent random variables whose filtration \((\sigma(U_m:m\leq n))_{n\leq 0}\) coincides with \((F_n)_{n\leq 0}\) if and only if \(\sum_{n\leq 0}\log(r_n)/l_n=\infty\). | |||
Property / review text: Let \((r_n)_{n\leq 0}\) be a sequence of integers with \(r_n\geq 2\), and let \(A\) denote an alphabet containing at least 2 letters. Set \(l_0=1\) and \(l_{n-1}=r_n l_n,\;n\leq 0\). Let \((X_n,V_n)_{n\leq 0}\) be a sequence of pairs of random variables satisfying for any \(n\leq 0\) the properties (i) \(X_n\) is uniformly distributed on \(A^{l_n}\); (ii) \(V_n\) is uniformly distributed on \(\{1,\dots ,r_n\}\) and independent of the \(\sigma\)-algebra \(F_{n-1}=\sigma(X_{m},V_{m}:m\leq n-1)\); (iii) if the word \(X_{n-1}\) (with length \(l_{n-1}=r_n l_n)\) is spitted into \(r_n\) subwords of length \(l_n\), then \(X_n\) is the \(V_n\)-th among these subwords. Such a sequence is called a split-word process. The main result of this rather narrative and somewhat negligently written paper asserts that there exists a sequence \((U_n)_{n\leq 0}\) of independent random variables whose filtration \((\sigma(U_m:m\leq n))_{n\leq 0}\) coincides with \((F_n)_{n\leq 0}\) if and only if \(\sum_{n\leq 0}\log(r_n)/l_n=\infty\). / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Aurel Spătaru / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60A99 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6062612 / rank | |||
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Property / zbMATH Keywords | |||
split-word process | |||
Property / zbMATH Keywords: split-word process / rank | |||
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Property / zbMATH Keywords | |||
filtration | |||
Property / zbMATH Keywords: filtration / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W1967557034 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1101.1930 / rank | |||
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Property / cites work | |||
Property / cites work: Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 12:57, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | The filtration of the split-words process |
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Statements
The filtration of the split-words process (English)
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31 July 2012
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Let \((r_n)_{n\leq 0}\) be a sequence of integers with \(r_n\geq 2\), and let \(A\) denote an alphabet containing at least 2 letters. Set \(l_0=1\) and \(l_{n-1}=r_n l_n,\;n\leq 0\). Let \((X_n,V_n)_{n\leq 0}\) be a sequence of pairs of random variables satisfying for any \(n\leq 0\) the properties (i) \(X_n\) is uniformly distributed on \(A^{l_n}\); (ii) \(V_n\) is uniformly distributed on \(\{1,\dots ,r_n\}\) and independent of the \(\sigma\)-algebra \(F_{n-1}=\sigma(X_{m},V_{m}:m\leq n-1)\); (iii) if the word \(X_{n-1}\) (with length \(l_{n-1}=r_n l_n)\) is spitted into \(r_n\) subwords of length \(l_n\), then \(X_n\) is the \(V_n\)-th among these subwords. Such a sequence is called a split-word process. The main result of this rather narrative and somewhat negligently written paper asserts that there exists a sequence \((U_n)_{n\leq 0}\) of independent random variables whose filtration \((\sigma(U_m:m\leq n))_{n\leq 0}\) coincides with \((F_n)_{n\leq 0}\) if and only if \(\sum_{n\leq 0}\log(r_n)/l_n=\infty\).
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split-word process
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filtration
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