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arXiv:math/0509317 [math.PR]AbstractReferencesReviewsResources

Stationary processes whose filtrations are standard

X. Bressaud, A. Maass, S. Martinez, J. San Martin

Published 2005-09-14, updated 2006-09-25Version 2

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.

Comments: Published at http://dx.doi.org/10.1214/009117906000000151 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2006, Vol. 34, No. 4, 1589-1600
Categories: math.PR, math.ST, stat.TH
Subjects: 60A10, 60G10
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