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