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Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space - MaRDI portal

Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space (Q690869)

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Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space
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    Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space (English)
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    29 November 2012
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    The author studies stationary processes \(X=(X_n)_{n\in \mathbb{Z}}\) with values in a finite set \(A\). An important property of filtrations is standardness; a filtration \(F^x\) is standard if, modulo an enlargement of the probability space, one can immerse \(F^x\) in a filtration generated by an i.i.d. process. The authors goal in this note is to provide sufficient conditions for standardness.
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    stationary process
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    filtration
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    standardness
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