Scaled Entropy of Filtrations of \sigma-Fields

DOI10.1137/S0040585X97983122zbMATH Open1161.28005arXiv0706.2758MaRDI QIDQ3532124FDOQ3532124

A. Gorbul'skij, A. M. Vershik

Publication date: 3 November 2008

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

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.

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

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zbMATH Keywords

random walksfiltration\(\sigma\)-field of pastsscaled entropy

Mathematics Subject Classification ID

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

Cited In (13)

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

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