Stationary processes whose filtrations are standard (Q850982)
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scientific article; zbMATH DE number 5071288
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| English | Stationary processes whose filtrations are standard |
scientific article; zbMATH DE number 5071288 |
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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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0.8812762498855591
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0.8567776679992676
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0.8290156126022339
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0.8122870922088623
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