Scaled entropy of filtrations of $σ$-fields
| dc.creator | Vershik, A. | |
| dc.creator | Gorbulsky, A. | |
| dc.date | 2007-06-19 | |
| dc.date.accessioned | 2026-07-07T08:11:03Z | |
| dc.date.available | 2026-07-07T08:11:03Z | |
| dc.description | We study the notion of the scaled entropy of a filtration of $σ$-fields (= decreasing sequence of $σ$-fields) introduced by the first author ({V4}). We suggest a method for computing this entropy for the sequence of $σ$-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 $σ$-fields of pasts of random walks over the trajectories of Bernoulli actions of lattices (groups ${\Bbb Z}^d$) 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. | |
| dc.description | 22 p.,Ref. 31 | |
| dc.identifier | https://arxiv.org/abs/0706.2758 | |
| dc.identifier | http://arxiv.org/abs/0706.2758 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/132005 | |
| dc.subject | Probability | |
| dc.subject | Dynamical Systems | |
| dc.subject | 28D20, 37A35, 60G10 | |
| dc.title | Scaled entropy of filtrations of $σ$-fields | |
| dc.type | text |