Scaled entropy of filtrations of $\sigma$-fields
Abstract
We study the notion of the scaled entropy of a filtration of -fields (= decreasing sequence of -fields) introduced by the first author ({V4}). We suggest a method for computing this entropy for the sequence of -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 -fields of pasts of random walks over the trajectories of Bernoulli actions of lattices (groups ) are metrically nonisomorphic for different dimensions , and for the same 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}
}