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math.PR2012
Filtrations at the threshold of standardness
Gael Ceillier, Christophe Leuridan
A. Vershik discovered that filtrations indexed by the non-positive integers may have a paradoxical asymptotic behaviour near the time , called non-standardness. For exampl…
math.PR2011
Suficient conditions of standardness for filtrations of stationary processes taking values in a finite space
Gaël Ceillier
Let be a stationary process with finite state-space . Bressaud et al. recently provided a sufficient condition for the natural filtration of to be standard when has…
math.PR2011
The Filtration of the split-words process
Gaël Ceillier
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 L…