Výsledky vyhledávání - "Ceillier, Gael"

Dissertation/ Thesis

Autor: Ceillier, Gael

Le caractère standard ou non standard est un invariant important dans la théorie des filtrations à temps discret négatif. Le but principal de cette thèse est de determiner si certaines filtrations sont standard ou non. Nous nous intéressons tou

Externí odkaz: http://tel.archives-ouvertes.fr/tel-00561467
http://tel.archives-ouvertes.fr/docs/00/56/14/67/PDF/ThA_se.pdf

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Filtrations at the threshold of standardness

Autor: Ceillier, Gael, Leuridan, Christophe

A. Vershik discovered that filtrations indexed by the non-positive integers may have a paradoxical asymptotic behaviour near the time $-\infty$, called non-standardness. For example, two dyadic filtrations with trivial tail $\sigma$-field are not nec

Externí odkaz: http://arxiv.org/abs/1208.0110

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Suficient conditions of standardness for filtrations of stationary processes taking values in a finite space

Autor: Ceillier, Gaël

Let $X$ be a stationary process with finite state-space $A$. Bressaud et al. recently provided a sufficient condition for the natural filtration of $X$ to be standard when $A$ has size 2. Their condition involves the conditional laws $p(\cdot|x)$ of

Externí odkaz: http://arxiv.org/abs/1101.1931

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The Filtration of the split-words process

Autor: Ceillier, Gaël

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 necessary,

Externí odkaz: http://arxiv.org/abs/1101.1930

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