Laurent, S.
[UCL]
We prove that the equivalence between Vershik's standardness criterion and the Icosiness 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. © 2011 Society for Industrial and Applied Mathematics.
Bibliographic reference |
Laurent, S.. On vershikian and I-cosy random variables and filtrations. In: Theory of Probability and Its Applications, Vol. 55, no. 1, p. 54-76 (2011) |
Permanent URL |
http://hdl.handle.net/2078.1/163420 |