Further comments on the representation problem for stationary processes

DOI10.1016/j.spl.2009.12.015zbMath1187.60024OpenAlexW2074086598MaRDI QIDQ962016

Stéphane Laurent

Publication date: 1 April 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://orbi.uliege.be/handle/2268/77758

zbMATH Keywords

coding of stochastic processesVershik's theory of filtrations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) General theory of stochastic processes (60G07) Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30) Zero-one laws (60F20)

Related Items

On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory ⋮ Uniform Entropy Scalings of Filtrations ⋮ Around Tsirelson's equation, or: the evolution process may not explain everything

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