Scaled Entropy of Filtrations of \sigma-Fields

DOI10.1137/S0040585X97983122MaRDI QIDQ3532124zbMATH OpenFDO

Authors A. Gorbul'skij, A. M. Vershik

Publication date 3 November 2008

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0706.2758

zbMATH Keywords

\(\sigma\)-field of pastsfiltrationrandom walksscaled entropy

Mathematics Subject Classification ID

Entropy and other invariants (28D20) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Stationary stochastic processes (60G10)

Abstract: We study the notion of the scaled entropy of a filtration of $sigma$-fields (= decreasing sequence of $sigma$-fields) introduced by the first author ({V4}). We suggest a method for computing this entropy for the sequence of $sigma$-fields of pasts of a Markov process determined by a random walk over the trajectories of a Bernoulli action of a commutative or nilpotent countable group (Theorems~5,~6). Since the scaled entropy is a metric invariant of the filtration, it follows that the sequences of $sigma$-fields of pasts of random walks over the trajectories of Bernoulli actions of lattices (groups ${BbbZ}^d$) are metrically nonisomorphic for different dimensions $d$, and for the same $d$ but different values of the entropy of the Bernoulli scheme. We give a brief survey of the metric theory of filtrations, in particular, formulate the standardness criterion and describe its connections with the scaled entropy and the notion of a tower of measures.

Recommendations

• Uniform entropy scalings of filtrations
• scientific article; zbMATH DE number 2214055
• Entropy and dyadic equivalence of random walks on a random scenery
• Scaling entropy sequence: invariance and examples
• Scaled entropy for dynamical systems

Cited in

(13)

• Geometry and dynamics of admissible metrics in measure spaces
• Combinatorial invariants of metric filtrations and automorphisms; the universal adic graph
• On the possible growth rate of a scaling entropy sequence
• On the subadditivity of a scaling entropy sequence
• Variational principles for amenable metric mean dimensions
• Standardness as an invariant formulation of independence
• Asymptotic theory of path spaces of graded graphs and its applications
• Asymptotic behavior of the scaling entropy of the Pascal adic transformation
• Universal adic approximation, invariant measures and scaled entropy
• Uniform entropy scalings of filtrations
• The theory of filtrations of subalgebras, standardness, and independence
• Slow entropy of some combinatorial constructions
• Scaling entropy sequence: invariance and examples

This page was built for publication: Scaled Entropy of Filtrations of $\sigma$-Fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3532124)