Standardness as an invariant formulation of independence

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

Authors: 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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zbMATH Keywords

filtrationintrinsic metricstandardnessvirtual metric space with measure

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05)

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Cited In (9)

• The theory of filtrations of subalgebras, standardness, and independence
• Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space
• The filtration of the split-words process
• Universal adic approximation, invariant measures and scaled entropy
• Standardness and nonstandardness of next-jump time filtrations
• Asymptotic theory of path spaces of graded graphs and its applications
• Further comments on the representation problem for stationary processes
• Vershik's intermediate level standardness criterion and the scale of an automorphism
• Sufficient conditions for the filtration of a stationary processes to be standard

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