Stationary processes whose filtrations are standard

DOI10.1214/009117906000000151MaRDI QIDQ850982zbMATH OpenOpenAlexFDO

Authors Xavier Bressaud, Alejandro Maass, Salomé Martínez, Jaime San Martín

Publication date 8 November 2006

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0509317

zbMATH Keywords

couplingstandard filtrationssummable memory decay

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Probabilistic measure theory (60A10)

Abstract: We study the standard property of the natural filtration associated to a 0--1 valued stationary process. In our main result we show that if the process has summable memory decay, then the associated filtration is standard. We prove it by coupling techniques. For a process whose associated filtration is standard, we construct a product type filtration extending it, based upon the usual couplings and the Vershik's criterion for standardness.

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Cited in

(10)

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• The filtration of the split-words process
• Filtration of stationary processes with rational spectral density
• Classification of backward filtrations and factor filtrations: examples from cellular automata
• Standardness and nonstandardness of next-jump time filtrations
• On standardness and \(I\)-cosiness
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• Further comments on the representation problem for stationary processes
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