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.