Standardness as an invariant formulation of independence

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Publication:280792

DOI10.1007/S10688-015-0114-ZzbMATH Open1383.28001arXiv1511.06985OpenAlexW2963146645MaRDI QIDQ280792FDOQ280792

A. M. Vershik

Publication date: 10 May 2016

Published in: Functional Analysis and Its Applications (Search for Journal in Brave)

Abstract: The notion of a homogeneous standard filtration of sigma-algebras was introduced by the author in 1970. The main theorem asserted that a homogeneous filtration is standard, i.e., generated by a sequence of independent random variables, if and only if the standardness criterion is satisfied. In this paper we give detailed definitions and characterizations of Markov standard filtrations. The notion of standardness is essential for applications of probabilistic, combinatorial, and algebraic nature. At the end of the paper we present new notions of {it shadow metric-measure space} related to nonstandard filtrations.


Full work available at URL: https://arxiv.org/abs/1511.06985




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