Stationary processes whose filtrations are standard (Q850982)

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    Stationary processes whose filtrations are standard
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      Stationary processes whose filtrations are standard (English)
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      8 November 2006
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      This paper studies the standard property of the natural filtration associated to a 0-1 valued stationary process. It is shown that if the process has summable memory decay, then the associated filtration is standard. This is proven using coupling techniques. For a process whose associated filtration is standard, it is constructed a product type filtration extending it, based on the usual couplings and the Vershik's criterion for standardness.
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      standard filtrations
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      summable memory decay
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      coupling
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