Stationary processes whose filtrations are standard

Details Stationary processes whose filtrations are standard Stationary processes whose filtrations are standard

2005-09-14

arxiv.org/abs/math/0509317v2

Annals of Probability 2006, Vol. 34, No. 4, 1589-1600

Mathematics

Probability

Published at http://dx.doi.org/10.1214/009117906000000151 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117906000000151

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.

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