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arxiv: math/0509317 · v2 · submitted 2005-09-14 · 🧮 math.PR · math.ST· stat.TH

Stationary processes whose filtrations are standard

classification 🧮 math.PR math.STstat.TH
keywords filtrationstandardassociatedprocessstationarywhoseconstructcoupling
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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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