English

The Filtration of the split-words process

Probability 2015-03-17 v2

Abstract

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 Laurent's sufficient condition for non standardness is also necessary, thus yielding a practical standardness criterion. In turn, this criterion enables us to exhibit a non standard filtration which becomes standard when time is accelerated by omitting infinitely many instants of time.

Cite

@article{arxiv.1101.1930,
  title  = {The Filtration of the split-words process},
  author = {Gaël Ceillier},
  journal= {arXiv preprint arXiv:1101.1930},
  year   = {2015}
}

Comments

28 pages

R2 v1 2026-06-21T17:10:00.151Z