Further comments on the representation problem for stationary processes

DOI10.1016/J.SPL.2009.12.015MaRDI QIDQ962016zbMATH OpenOpenAlexFDO

Authors Stéphane Laurent

Publication date 1 April 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://orbi.uliege.be/handle/2268/77758

zbMATH Keywords

coding of stochastic processesVershik's theory of filtrations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Zero-one laws (60F20) Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30) General theory of stochastic processes (60G07)

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Cited in

(6)

• Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space
• Stationary processes whose filtrations are standard
• On Vershikian and I-cosy random variables and filtrations
• Uniform entropy scalings of filtrations
• On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory
• Around Tsirelson's equation, or: the evolution process may not explain everything

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