The Filtration of the split-words process

Details The Filtration of the split-words process The Filtration of the split-words process

2011-01-10

arxiv.org/abs/1101.1930v2

Mathematics

Probability

28 pages

Scientific paper

M. Smorodinsky and S. Laurent have initiated the study of the filtrations of split-word processes, in the framework of discrete negative time. For these filtrations, we show that Laurent's sufficient condition for non standardness is also necessary, thus yielding a practical standardness criterion. In turn, this criterion enables us to exhibit a non standard filtration which becomes standard when time is accelerated by omitting infinitely many instants of time.

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