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Uspekhi Mat. Nauk, 2017 Volume 72, Issue 2(434), Pages 67–146 (Mi rm9763)

This article is cited in 18 papers

The theory of filtrations of subalgebras, standardness, and independence

A. M. Vershikabc

a St. Petersburg Department of the Steklov Mathematical Institute
b St. Petersburg State University
c Institute for Information Transmission Problems

Abstract: This survey is devoted to the combinatorial and metric theory of filtrations: decreasing sequences of $\sigma$-algebras in measure spaces or decreasing sequences of subalgebras of certain algebras. One of the key notions, that of standardness, plays the role of a generalization of the notion of the independence of a sequence of random variables. Questions are discussed on the possibility of classifying filtrations, on their invariants, and on various connections with problems in algebra, dynamics, and combinatorics.
Bibliography: 101 titles.

Keywords: filtrations, $\sigma$-algebras, independence, standardness, graded graphs, central measures.

UDC: 517.518

MSC: 05A05, 37A60, 37M99, 28A06, 60A10

Received: 24.01.2017
Revised: 15.02.2017

DOI: 10.4213/rm9763


 English version:
Russian Mathematical Surveys, 2017, 72:2, 257–333

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© Steklov Math. Inst. of RAS, 2026