Article (Scientific journals)
On Vershikian and I-cosy random variables and filtrations
Laurent, Stéphane
2010In Theory of Probability and Its Applications, 55, p. 104-132
Peer reviewed
 

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Keywords :
Standard filtration; Vershik's standardness criterion; Cosiness
Abstract :
[en] We prove that the equivalence between Vershik’s standardness criterion and the I-cosiness criterion for a filtration in discrete, negative time, holds separately for each random variable. This gives a strengthening and a more direct proof of the global equivalence between these two criteria. We also provide more elementary original propositions on Vershik’s standardness criterion, while emphasizing that similar statements for I-cosiness are sometimes not so obvious.
Disciplines :
Mathematics
Author, co-author :
Laurent, Stéphane ;  Université Catholique de Louvain - UCL
Language :
English
Title :
On Vershikian and I-cosy random variables and filtrations
Publication date :
2010
Journal title :
Theory of Probability and Its Applications
ISSN :
0040-585X
eISSN :
1095-7219
Volume :
55
Pages :
104-132
Peer reviewed :
Peer reviewed
Funders :
IAP research network
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since 26 November 2010

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