Further comments on the representation problem for stationary processes

DOI10.1016/J.SPL.2009.12.015zbMATH Open1187.60024OpenAlexW2074086598MaRDI QIDQ962016FDOQ962016

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

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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) Zero-one laws (60F20) Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30) General theory of stochastic processes (60G07)

Cites Work

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Cited In (4)

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

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