Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space (Q690869): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space |
scientific article |
Statements
Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space (English)
0 references
29 November 2012
0 references
The author studies stationary processes \(X=(X_n)_{n\in \mathbb{Z}}\) with values in a finite set \(A\). An important property of filtrations is standardness; a filtration \(F^x\) is standard if, modulo an enlargement of the probability space, one can immerse \(F^x\) in a filtration generated by an i.i.d. process. The authors goal in this note is to provide sufficient conditions for standardness.
0 references
stationary process
0 references
filtration
0 references
standardness
0 references
