Filtrations at the threshold of standardness

DOI10.1007/S00440-013-0496-XMaRDI QIDQ2447299zbMATH OpenOpenAlexFDO

Authors Gaël Ceillier, Christophe Leuridan

Publication date 25 April 2014

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.0110

zbMATH Keywords

filtrationssplit-words processesstandardness

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: A. Vershik discovered that filtrations indexed by the non-positive integers may have a paradoxical asymptotic behaviour near the time $-infty$, called non-standardness. For example, two dyadic filtrations with trivial tail $sigma$-field are not necessarily isomorphic. Yet, any essentially separable filtration indexed by the non-positive integers becomes standard when sufficiently many integers are skipped. In this paper, we focus on the non standard filtrations which become standard if (and only if) infinitely many integers are skipped. We call them filtrations at the threshold of standardness, since they are as close to standardardness as they can be although they are non-standard. Two class of filtrations are studied, first the filtrations of the split-words processes, second some filtrations inspired by an unpublished example of B. Tsirelson. They provide examples which disproves some naive intuitions. For example, it is possible to have a standard filtration extracted from a non-standard one with no intermediate (for extraction) filtration at the threshold of standardness. It is also possible to have a filtration which provides a standard filtration on the even times but a non-standard filtration on the odd times.

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Cites work

• A property of the entropy of a decreasing sequence of measurable partitions
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• scientific article; zbMATH DE number 1619466 (Why is no real title available?)
• scientific article; zbMATH DE number 721673 (Why is no real title available?)
• scientific article; zbMATH DE number 3804533 (Why is no real title available?)
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• On Vershikian and I-cosy random variables and filtrations
• Processes with no standard extension
• The filtration of the split-words process

Cited in

(17)

• Semistandard filtrations in highest weight categories.
• Filtrations of infinitesimal generators
• The rank filtration via a filtered bar construction
• Poly-adic filtrations, standardness, complementability and maximality
• The May-Milgram filtration and \(\mathcal{E}_k\)-cells
• Standardness as an invariant formulation of independence
• Postulation number of good filtrations
• The filtration of the split-words process
• Complementability and maximality in different contexts: ergodic theory, Brownian and poly-adic filtrations
• Uniform entropy scalings of filtrations
• Sufficient conditions for the filtration of a stationary processes to be standard
• Filtrations of the erased-word processes
• Sandwiched filtrations and Lévy processes
• The theory of filtrations of subalgebras, standardness, and independence
• Confined extensions and non-standard dynamical filtrations
• Standardness and nonstandardness of next-jump time filtrations
• Further comments on the representation problem for stationary processes

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