相关论文: Filtrations at the threshold of standardness

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…

The notion of a homogeneous standard filtration of $\sigma$-algebras was introduced by the author in 1970. The main theorem asserted that a homogeneous filtration is standard, i.e., generated by a sequence of independent random variables,…

We study the standard property of the natural filtration associated to a 0--1 valued stationary process. In our main result we show that if the process has summable memory decay, then the associated filtration is standard. We prove it by…

We describe the asymptotic behaviour of a filtration problem from a contaminated porous medium to a non-contaminated porous medium through thin vertical fissures of fixed height h>0, of random thinness of order {\epsilon} and which are…

In this paper, we explore various ways in which a factor $\sigma$-algebra $\mathscr{B}$ can sit in a dynamical system $\mathbf{X} :=(X, \mathscr{A}, \mu, T)$, i.e. we study some possible structures of the extension $\mathscr{A} \rightarrow…

The survey covers several topics related to the asymptotic structure of various combinatorial and analytic objects such as the path spaces in graded graphs (Bratteli diagrams), invariant measures with respect to countable groups, etc. The…

We isolate a new class of ultrafilters on N, called "quasi-selective" because they are intermediate between selective ultrafilters and P-points. (Under the Continuum Hypothesis these three classes are distinct.) The existence of…

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

This paper develops a connection between the asymptotic stability of nonlinear filters and a notion of observability. We consider a general class of hidden Markov models in continuous time with compact signal state space, and call such a…

This paper deals with properties of filtrations on vector spaces indexed by partially ordered finitely generated abelian groups, which we call multifiltrations. We discuss the usual properties of filtrations, like exhaustivity and…

We study the notion of the scaled entropy of a filtration of $\sigma$-fields (= decreasing sequence of $\sigma$-fields) introduced by the first author ({V4}). We suggest a method for computing this entropy for the sequence of…

We present a technique to study normalizing strategies when termination is asymptotic, that is, it appears as a limit, as opposite to reaching a normal form in a finite number of steps. Asymptotic termination occurs in several settings,…

We extend the asymptotic Samuel function of an ideal to a filtration and show that many of the good properties of this function for an ideal are true for filtrations. There are, however, interesting differences, which we explore. We study…

We offer a natural and extensible measure-theoretic treatment of missingness at random. Within the standard missing data framework, we give a novel characterisation of the observed data as a stopping-set sigma algebra. We demonstrate that…

The particle filter is a popular Bayesian filtering algorithm for use in cases where the state-space model is nonlinear and/or the random terms (initial state or noises) are non-Gaussian distributed. We study the behavior of the error in…

The survey is devoted to the combinatorial and metric theory of filtrations, i.\,e., decreasing sequences of $\sigma$-algebras in measure spaces or decreasing sequences of subalgebras of certain algebras. One of the key notions, that of…

If the non-zero finite floating-point numbers are interpreted as point intervals, then the effect of rounding can be interpreted as computing one of the bounds of the result according to interval arithmetic. We give an interval…

A common, though not recommended statistical practice is to report confidence intervals if and only if they exclude a null value of 0. The resulting filtered confidence intervals generally do not have their nominal confidence level. More…

We study free filters and their maximal extensions on the set of natural numbers. We characterize the limit of a sequence of real numbers in terms of the Frechet filter, which involves only one quantifier as opposed to the three…

Nonstandard analysis is very complex, so finding a simple description of infinitesimal points will be useful. In this paper, ultrafilters as infinitesimal points in a topological space will be proposed, and some topological concepts is…