Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 2007, Volume 52, Issue 3, Pages 446–467
DOI: https://doi.org/10.4213/tvp73
(Mi tvp73)
 

This article is cited in 16 scientific papers (total in 17 papers)

Scaled entropy of filtrations of $\sigma$-fields

A. M. Vershik, A. D. Gorbul'skii

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
References:
Abstract: We study the notion of the scaled entropy of a filtration of $\sigma$-fields (i.e., decreasing sequence of $\sigma$-fields) introduced in [A. M. Vershik, Russian Math. Surveys, 55 (2000), pp. 677–733]. We suggest a method for computing this entropy for the sequence of $\sigma$-fields of pasts of a Markov process determined by a random walk over the trajectories of a Bernoulli action of a commutative or nilpotent countable group. Since the scaled entropy is a metric invariant of the filtration, it follows that the sequences of $\sigma$-fields of pasts of random walks over the trajectories of Bernoulli actions of lattices (groups $\mathbf{Z}^d$) are metrically nonisomorphic for different dimensions $d$, and for the same $d$ but different values of the entropy of the Bernoulli scheme. We give a brief survey of the metric theory of filtrations; in particular, we formulate the standardness criterion and describe its connections with the scaled entropy and the notion of a tower of measures.
Keywords: filtration, $\sigma$-field of pasts, scaled entropy, random walks.
Received: 24.04.2007
English version:
Theory of Probability and its Applications, 2008, Volume 52, Issue 3, Pages 493–508
DOI: https://doi.org/10.1137/S0040585X97983122
Bibliographic databases:
Language: Russian
Citation: A. M. Vershik, A. D. Gorbul'skii, “Scaled entropy of filtrations of $\sigma$-fields”, Teor. Veroyatnost. i Primenen., 52:3 (2007), 446–467; Theory Probab. Appl., 52:3 (2008), 493–508
Citation in format AMSBIB
\Bibitem{VerGor07}
\by A.~M.~Vershik, A.~D.~Gorbul'skii
\paper Scaled entropy of filtrations of $\sigma$-fields
\jour Teor. Veroyatnost. i Primenen.
\yr 2007
\vol 52
\issue 3
\pages 446--467
\mathnet{http://mi.mathnet.ru/tvp73}
\crossref{https://doi.org/10.4213/tvp73}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2743024}
\zmath{https://zbmath.org/?q=an:1161.28005}
\elib{https://elibrary.ru/item.asp?id=10437777}
\transl
\jour Theory Probab. Appl.
\yr 2008
\vol 52
\issue 3
\pages 493--508
\crossref{https://doi.org/10.1137/S0040585X97983122}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000259971000007}
\elib{https://elibrary.ru/item.asp?id=13590028}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-55449102332}
Linking options:
  • https://www.mathnet.ru/eng/tvp73
  • https://doi.org/10.4213/tvp73
  • https://www.mathnet.ru/eng/tvp/v52/i3/p446
  • This publication is cited in the following 17 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:663
    Full-text PDF :182
    References:99
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024