Stationary processes whose filtrations are standard

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dc.creatorBressaud, X.
dc.creatorMaass, A.
dc.creatorMartinez, S.
dc.creatorMartin, J. San
dc.date2005-09-14
dc.date2006-09-25
dc.date.accessioned2026-07-07T08:07:17Z
dc.date.available2026-07-07T08:07:17Z
dc.descriptionWe 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0509317
dc.identifierhttp://arxiv.org/abs/math/0509317
dc.identifierAnnals of Probability 2006, Vol. 34, No. 4, 1589-1600
dc.identifierdoi:10.1214/009117906000000151
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130892
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60A10, 60G10 (Primary)
dc.titleStationary processes whose filtrations are standard
dc.typetext

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