General erased-word processes: product-type filtrations, ergodic laws and Martin boundaries

DOI10.1016/J.SPA.2019.10.003zbMATH Open1462.60038arXiv1712.00384OpenAlexW2980860631WikidataQ114130797 ScholiaQ114130797MaRDI QIDQ2175331FDOQ2175331

Julian Gerstenberg

Publication date: 29 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We study the dynamics of erasing randomly chosen letters from words by introducing a certain class of discrete-time stochastic processes, general erased-word processes(GEWPs), and investigating three closely related topics: Representation, Martin boundary and filtration theory. We use de Finetti's theorem and the random exchangeable linear order to obtain a de Finetti-type representation of GEWPs involving induced order statistics. Our studies expose connections between exchangeability theory and certain poly-adic filtrations that can be found in other exchangeable random objects as well. We show that ergodic GEWPs generate backward filtrations of product-type and by that generalize a result by S.Laurent.

Full work available at URL: https://arxiv.org/abs/1712.00384

zbMATH Keywords

exchangeabilitysimplexMartin boundarycoupling methodinduced order statisticspoly-adic filtration

Mathematics Subject Classification ID

Convex sets in topological vector spaces (aspects of convex geometry) (52A07) Boundary theory for Markov processes (60J50) Exchangeability for stochastic processes (60G09) Stochastic processes (60G99)

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Cited In (2)

• Empirical process of concomitants for partly categorial data and applications in statistics
• Exchangeable interval hypergraphs and limits of ordered discrete structures

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