Noise as a Boolean algebra of -fields

Boolean algebras (Boolean rings) (06E99) Probabilistic measure theory (60A10) Generalized stochastic processes (60G20) Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Stochastic processes (60G99)

Abstract: A noise is a kind of homomorphism from a Boolean algebra of domains to the lattice of

s i g m a

-fields. Leaving aside the homomorphism we examine its image, a Boolean algebra of

s i g m a

-fields. The largest extension of such Boolean algebra of

s i g m a

-fields, being well-defined always, is a complete Boolean algebra if and only if the noise is classical, which answers an old question of J. Feldman.

Review text

Noises in the author's sense may also be viewed in terms Boolean algebras of \(\sigma\)-subfields of a probability space (the decissive property is that the complement operation in this Boolean algebra sends a \(\sigma\)-subfields to another one that is independente of the first). Classicality of the noise means that the associated \(L^2\)-spaces have enough factorizing vectors. The author shows (among other useful insights) a conjecture by Feldman that the Boolean algebra is complete if and only of the noise is classical.

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