Gaël Ceillier | Searcharxiv

arXiv2011

The Filtration of the split-words process

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.

math.PR↗

arXiv2011

Suficient conditions of standardness for filtrations of stationary processes taking values in a finite space

Let $X$ be a stationary process with finite state-space $A$. Bressaud et al. recently provided a sufficient condition for the natural filtration of $X$ to be standard when $A$ has size 2. Their condition involves the conditional laws $p(\cdot|x)$ of $X_0$ conditionally on the whole past $(X_k)_{k \le -1}=x$ and controls the strength of the influence of the "old" past of the process on its present $X_0$. It involves the maximal gaps between $p(\cdot|x)$ and $p(\cdot|y)$ for infinite sequences $x$ and $y$ which coincide on their $n$ last terms. In this paper, we first show that a slightly stronger result holds for any finite state-space. Then, we provide sufficient conditions for standardness based on average gaps instead of maximal gaps.

math.PR↗