Sufficient conditions for the filtration of a stationary processes to be standard
Let $X$ be a stationary process with values in some $σ$-finite measured state space $(E,\mathcal{E},π)$, indexed by ${\mathbb Z}$. Call ${\mathcal F}^X$ its natural filtration. In \cite{ceillierstationary}, sufficient conditions were given for ${\mathcal F}^X$ to be standard when $E$ is finite. The proof of this result used a coupling of all probabilities on the finite set $E$. In this paper, we construct a coupling of all laws having a density with regard to $π$, which is much more involved. Then, we provide sufficient conditions for ${\mathcal F}^X$ to be standard, generalizing those in \cite{ceillierstationary}.
math.PR↗