Stationary processes whose filtrations are standard
Author
dc.contributor.author
Bressaud, X.
Author
dc.contributor.author
Maass Sepúlveda, Alejandro
es_CL
Author
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Martínez Aguilera, Servet
es_CL
Author
dc.contributor.author
San Martín Aristegui, Jaime
es_CL
Admission date
dc.date.accessioned
2013-12-23T20:01:04Z
Available date
dc.date.available
2013-12-23T20:01:04Z
Publication date
dc.date.issued
2006
Cita de ítem
dc.identifier.citation
The Annals of Probability 2006, Vol. 34, No. 4, 1589–1600
en_US
Identifier
dc.identifier.other
DOI: 10.1214/009117906000000151
Identifier
dc.identifier.uri
https://repositorio.uchile.cl/handle/2250/125835
General note
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Artículo de publicación ISI
en_US
Abstract
dc.description.abstract
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