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

Abstract

Let $X$ be a stationary process with finite state-space $A$. Bressaud et al. [Ann. Probab. 34 (2006) 1589–1600] 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 $X_{0}$ conditionally on the whole past $(X_{k})_{k\le-1}=x$ and controls the strength of the influence of the “old” past of the process on its present $X_{0}$. It involves the maximal gaps between $p(\cdot|x)$ and $p(\cdot|y)$ for infinite sequences $x$ and $y$ which coincide on their $n$ last terms. In this paper, we first show that a slightly stronger result holds for any finite state-space. Then, we provide sufficient conditions for standardness based on average gaps instead of maximal gaps.