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

DOI10.1016/J.SPA.2019.10.003MaRDI QIDQ2175331zbMATH OpenOpenAlexWikidataFDO

Authors Julian Gerstenberg

Publication date 29 April 2020

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

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)

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.

Recommendations

• Filtrations of the erased-word processes
• An ergodic-type theorem for generalized Ornstein-Uhlenbeck processes
• Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes
• On the ergodicity of \(TAR(1)\) processes
• Ergodic properties for \(\alpha\)-CIR models and a class of generalized Fleming-Viot processes
• Ergodic theorems for the multitype contact process
• Ergodic behavior of Markov processes. With applications to limit theorems
• Ergodicity of a certain Markov process of Poisson type
• Ergodic properties of generalized Ornstein-Uhlenbeck processes

Cites work

• scientific article; zbMATH DE number 3960788 (Why is no real title available?)
• scientific article; zbMATH DE number 42272 (Why is no real title available?)
• scientific article; zbMATH DE number 3804533 (Why is no real title available?)
• scientific article; zbMATH DE number 1889829 (Why is no real title available?)
• Doob-Martin boundary of Rémy's tree growth chain
• Doob-Martin compactification of a Markov chain for growing random words sequentially
• Equipped graded graphs, projective limits of simplices, and their boundaries
• Exchangeable interval hypergraphs and limits of ordered discrete structures
• Filtrations of the erased-word processes
• Foundations of Modern Probability
• Graph limits and exchangeable random graphs
• Limits of permutation sequences
• On exchangeable random variables and the statistics of large graphs and hypergraphs
• Poly-adic filtrations, standardness, complementability and maximality
• Probabilistic Symmetries and Invariance Principles
• Radix sort trees in the large
• Sufficient statistics and extreme points
• The filtration of the split-words process
• Vershik's intermediate level standardness criterion and the scale of an automorphism

Cited in

(3)

• Exchangeable interval hypergraphs and limits of ordered discrete structures
• Empirical process of concomitants for partly categorial data and applications in statistics
• Filtrations of the erased-word processes

This page was built for publication: General erased-word processes: product-type filtrations, ergodic laws and Martin boundaries

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2175331)