On Standardness and I-cosiness

DOI10.1007/978-3-642-15217-7_5zbMath1230.60035MaRDI QIDQ3086796

Stéphane Laurent

Publication date: 30 March 2011

Published in: Séminaire de Probabilités XLIII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-15217-7_5

zbMATH Keywords

\(\sigma\)-algebra; filtration; standardness; cosiness; backward filtration; Rosenblatt's joining condition; self-joining of a filtration; split-word processes.; Vershik's first level criterion; Vershik's joining condition; Vershik's standardness criterion

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60B05: Probability measures on topological spaces

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

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60G05: Foundations of stochastic processes

Related Items

Filtrations of the Erased-Word Processes, The theory of filtrations of subalgebras, standardness, and independence, The filtration of the split-words process, Further comments on the representation problem for stationary processes, Filtrations at the threshold of standardness, Vershik’s Intermediate Level Standardness Criterion and the Scale of an Automorphism

Cites Work

• The filtration of the split-words process
• Four definitions of the scale of an automorphism
• On the invariance principle for sums of independent identically distributed random variables
• Bernoullis are standard when entropy is not an obstruction
• Processes with no standard extension
• Triple points: From non-Brownian filtrations to harmonic measures
• On certain almost Brownian filtrations
• Continuum of pairwise nonisomorphic dyadic sequences
• Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I
• On Vershikian and I-Cosy Random Variables and Filtrations
• Foundations of Modern Probability
• Decreasing sequences of measurable partitions: product type, standard and prestandard
• Addendum to our paper ‘Decreasing sequences of sigma fields: product type, standard, and substandard’
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item