English

Scaled entropy of filtrations of $\sigma$-fields

Probability 2007-06-20 v1 Dynamical Systems

Abstract

We study the notion of the scaled entropy of a filtration of σ\sigma-fields (= decreasing sequence of σ\sigma-fields) introduced by the first author ({V4}). We suggest a method for computing this entropy for the sequence of σ\sigma-fields of pasts of a Markov process determined by a random walk over the trajectories of a Bernoulli action of a commutative or nilpotent countable group (Theorems~5,~6). Since the scaled entropy is a metric invariant of the filtration, it follows that the sequences of σ\sigma-fields of pasts of random walks over the trajectories of Bernoulli actions of lattices (groups Zd{\Bbb Z}^d) are metrically nonisomorphic for different dimensions dd, and for the same dd but different values of the entropy of the Bernoulli scheme. We give a brief survey of the metric theory of filtrations, in particular, formulate the standardness criterion and describe its connections with the scaled entropy and the notion of a tower of measures.

Keywords

Cite

@article{arxiv.0706.2758,
  title  = {Scaled entropy of filtrations of $\sigma$-fields},
  author = {A. Vershik and A. Gorbulsky},
  journal= {arXiv preprint arXiv:0706.2758},
  year   = {2007}
}
R2 v1 2026-06-21T08:39:49.130Z