Reference : On standardness and I-cosiness

	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/2268/77777

Title :	On standardness and I-cosiness
Language :	English
Author, co-author :	Laurent, Stéphane [Université Catholique de Louvain - UCL > > > >]
Publication date :	2010
Journal title :	Séminaire de Probabilités
Publisher :	Springer
Volume :	XLIII
Pages :	127-186
Audience :	International
Keywords :	[en] Standard filtrations ; Cosiness
Abstract :	[en] The object of study of this work is the invariant characteristics of filtrations in discrete, negative time, pioneered by Vershik. We prove the equivalence between I-cosiness and standardness without using Vershik’s standardness criterion. The equivalence between I-cosiness and productness for homogeneous filtrations is further investigated by showing that the I-cosiness criterion is equivalent to Vershik’s first level criterion separately for each random variable. We also aim to derive the elementary properties of both these criteria, and to give a survey and some complements on the published and unpublished literature.
Funders :	IAP research network
Permalink :	http://hdl.handle.net/2268/77777
DOI :	10.1007/978-3-642-15217-7_5
Other URL :	http://www.springerlink.com/content/978-3-642-15216-0/#section=799394&page=1

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