Questions tagged [filtrations]
The filtrations tag has no usage guidance.
38
questions
2
votes
1
answer
98
views
Normal bundle of veronese as iteration extension of symmetric powers
In this post, an answer claims that the normal bundle of the Veronese decomposes into a filtration, such that the associated graded is $$\bigoplus_{i=2}^d S^i T,$$ where $T$ is the tangent bundle. But ...
1
vote
0
answers
68
views
Does weak convergence of filtrations preserve progressive measurability?
Suppose on some probability space $(\Omega, \mathcal{F}, \mathbb{P})$ I have a sequence of filtrations $\mathbb{F}^n =(\mathcal{F}^n_t)_{t \geq 0}$ generated by Brownian motions $W^n$ for each $n$, ...
2
votes
1
answer
263
views
Maps from $\mathbb A^1/ \mathbb G_m$ to Coherent sheaves
I am reading this paper https://arxiv.org/abs/1608.04797
Let $\Theta$ be the stack $\mathbb A^1/{\mathbb G_m}$. Let $X$ be a smooth projective curve of genus $g$ over a field $k$. Let $Coh_P$ be the ...
3
votes
1
answer
129
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How to compute the integer corresponding to a class in $G_0(B_{\mathrm{red}})$ for a commutative noetherian ring $B$?
$\newcommand{\red}{\mathrm{red}}$Let $k$ be an algebraically closed field of characteristic zero and $m$ be a positive integer. Let $R$ be the subring $k[x,xy,xy^2,…,xy^m]$ of the polynomial ring $k[x,...
2
votes
1
answer
201
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Is every filtration on an abelian category strict?
It's well-known that the category of filtered objects in an abelian category is generally not an abelian category. One must generally add extra structure to ensure that all morphisms are strict for ...
7
votes
0
answers
166
views
Has anyone written about filtered Tannakian categories?
tl;dr Is there any source that discusses the concept of a filtered Tannakian category? I'm writing a paper with this notion and want to know if it's ever been discussed.
The original book by Saavedra-...
2
votes
0
answers
72
views
Filtration of norm-one elements of quaternion algebra over local field with respect to an involution
Let $K$ be a local non-archimedean field, with ring of integers $\mathcal{O}_K$, uniformizing element $\varpi_K$, and residue field $\mathcal{O}_K/\varpi_K\mathcal{O}_K \cong \mathbb{F}_q$. For ...
1
vote
0
answers
81
views
When enlarging a filtration makes a stochastic processes into a solution to an SDE
Let $n$ be a positive integer and let $(Y_t)_{t\in [0,1]}$ on $\mathbb{R}^n$ be a stochastic process defined on a filtered probability space $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t\in [0,1]},\mathbb{P}...
2
votes
1
answer
341
views
Dimension of the associated graded module at an ideal
Let $I$ be an ideal of a Noetherian local ring $(R, \mathfrak m)$. Define the associated graded ring $G_I(R):=\bigoplus_{n=0}^\infty I^n/I^{n+1}$. Then $G_I(R)$ is a Noetherian ring of the same ...
1
vote
1
answer
102
views
Properties of filtrations preserved by a DG-algebra homomorphism
Suppose we have a homomorphism $f : A^{\bullet} \longrightarrow B^{\bullet}$ of differential graded algebras over a field $k$, and consider the filtration
\begin{align*}
A^{\bullet} \supseteq F^0A^{\...
4
votes
0
answers
435
views
Filtration over tensor product
Let
$$ M \supset M_1 \supset \ldots \supset M_n \supset \ldots \text{ and } N \supset N_1 \supset \ldots \supset N_n \supset \ldots$$
be exhaustive decreasing filtrations of modules over a commutative ...
1
vote
1
answer
219
views
can we take skeletons of covering maps to give new covering maps?
Let $X$ be an $n$-dimensional cell complex.
We attach an $(n+1)$-cell $e^{n+1}$ to $X$ and obtain a new cell complex $X'$.
Take the universal cover (or a general covering space) $\tilde X'$ of $X'$.
...
0
votes
0
answers
78
views
If $W$ is a Markov chain and $N$ is a Poisson process, then $\left(W_{N_t}\right)_{t\ge0}$ is Markov
Let $(\Omega,\mathcal A,\operatorname P)$ be a probability space, $(E,\mathcal E)$ be a measurable space, $(W_n)_{n\in\mathbb N_0}$ be a time-homogeneosu Markov chain on $(\Omega,\mathcal A,\...
1
vote
1
answer
121
views
References about transfinite socle series
I would like to know if there is any literature that discusses "transfinite socle series" of a ring module. Below is my attempt at defining the series.
Let $R$ be an associative unital ring and $...
2
votes
1
answer
229
views
Poset filtrations
Consider a chain complex $C$ and a poset $P$ so that there is a filtration by subcomplexes $C^p$ of $C$ where $p\in P$ in such a way that $p<q$ implies $C^p \leqslant C^q$.
As a second option, ...
1
vote
0
answers
52
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Ordered sequence of elements of poset relevant to some filtration -- highest weight category
Let $\mathcal{C}$ be a highest-weight category with $\Lambda$ as a interval-finite poset -- I'm using a definition of the highest-weight category given by Cline, Parshall and Scott and it is presented ...
8
votes
0
answers
178
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Standard reference/name for "initial ideals $\Leftrightarrow$ associated graded rings"
Let $R$ be commutative ring with a $\mathbb Z$-grading $\deg$ and let $I\subset R$ be an ideal. On one hand, we may consider the initial ideal $\mathrm{in}_{\deg}(I)$. That is the space spanned by ...
0
votes
0
answers
84
views
If $(Y_n)_{n\in\mathbb N_0}$ and $(N_t)_{t\ge0}$ are stochastic processes, what is the filtration generated by $\left(Y_{N_t}\right)_{t\ge0}$?
Let
$(\Omega,\mathcal A)$ and $(E,\mathcal E)$ be measurable spaces
$(Y_n)_{n\in\mathbb N_0}$ be a $(E,\mathcal E)$-valued stochastic process on $(\Omega,\mathcal A)$
$(N_t)_{t\ge0}$ be a $\mathbb ...
2
votes
0
answers
69
views
Condition for a map to carry over to Leray spectral sequences
I am trying to understand the conditions for two Leray spectral sequences to be related by a map.
Let $f_1 : X_1 \to Y_1$ and $f_2 : X_2 \to Y_2$ be two continuous maps of topological spaces (with ...
11
votes
0
answers
314
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Mysterious "raison d'être" of filtrations of congruence subgroups
I wonder for long why congruence subgroups seem to arise so naturally in certain filtrations. Everything below is on a local field $F_p$.
Filtration for $GL_n$. Casselman and later Jacquet, Piatetski-...
1
vote
1
answer
85
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Whether the first moment two stochastic processes differ can be formulated in terms of filtrations?
I am, struggling to see whether the first moment when two processes are different (in terms of their finite dimensional distributions) can be defined in terms of their filtrations and would ...
1
vote
1
answer
69
views
Writing $\sigma$-algebra in terms of predictble processes?
If $X_t$ is a semi-martingale, $\mathfrak{F}_t$ is the $\sigma$-field generated by $X_t$ and $L^2(Pred)$ is the set of all $\mathfrak{F}_t$-predictible processes. Then is it true that:
$$
\mathfrak{G}...
3
votes
0
answers
210
views
In which sense does the quadratic variation depend on the considered filtration?
Let
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$(\mathcal F_t)_{t\ge 0}$ be a complete right-continuous filtration on $(\Omega,\mathcal A,\operatorname P)$
$X$ be an almost surely ...
2
votes
0
answers
217
views
Stopping time sigma-fields
Let $(F_n)$ be a discrete Filtration and $S_n,S$ (not necessarily finite) stopping times with $S_n\uparrow S$ (increasing convergence).
Is it true that the associated sigma-fields satisfy $F_{S_n}\...
2
votes
1
answer
102
views
Is the class of acyclic complexes deconstructible?
Let $\mathcal{C}$ be a category, then a class $\mathcal{A}\subseteq \mathcal{C}$ is deconstructible if there is a set $\mathcal{S}\subseteq\mathcal{C}$ such that $\mathcal{A}$ consists of $\mathcal{S}$...
3
votes
1
answer
2k
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When is the hitting time of an open set a stopping time?
Let $(\Omega, \mathcal{F},P)$ be a probability space and $(\mathcal{F}_t)_{t \in [0,T]}$ a filtration. Consider an adapted, right-continuous process $X$ taking values in $\mathcal{X}$ and let $B$ be ...
0
votes
0
answers
132
views
What is the sigma field of the derivative of a process?
When $t\to X_t$ is an absolutely continuous process ($X_t= X_0+ \int_0^t Y_s dt$ for some measurable process $Y_t$) we have for all $t$ $$\sigma(Y_t) \subset \cap_{\epsilon >0}\sigma(X_{s}, s\in [t,...
1
vote
0
answers
117
views
When the completed filtration of a process increases slowly
If $\mathcal{F}_t$ is the filtration of the evaluation process on $C_T$ (continuous function on $[0,T]$). Can we find some law of continuous process $\mathbb{P}$ so that for $t\leq T$
$$\mathcal{F}^{\...
1
vote
0
answers
139
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Is semistability of smooth Weil sheaf preserved under tensor product?
Let $X_0$ be a smooth, geometrically connected scheme over $\mathbb{F}_q$. As usual, let $\tau : \bar{\mathbb{Q}}_{\ell} \simeq \mathbb{C}$ be a fixed isomorphism. Let $\mathcal{C}$ be the category of ...
3
votes
1
answer
214
views
Does martingale convergence hold for arbitrary time?
Let $\{\mathcal B_i:i\in I\}$ be a family of $\sigma$-algebras (over the same set $\Omega$) which are totally ordered by inclusion, in the sense that for any $i,j\in I$ either $\mathcal B_i\subset\...
12
votes
5
answers
2k
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Properties preserved under passage to augmented filtration
Dear all,
generally speaking, my question is about which properties of a stochastic process are preserved when I skip from the original to the augmented filtration.
Recall that if $(\mathcal{F}_t)_{...
9
votes
1
answer
5k
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Right-continuity of natural filtrations
My question: Is the natural filtration of a right-continuous process also right-continuous?
I would say yes, but don't know where to start proving it.
Thanks for your help/ideas!
7
votes
2
answers
745
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Does there exist a functorial splitting for the weight filtration (of singular cohomology)?
There are plenty of examples of varieties whose singular cohomology with rational coefficients considered as a mixed Hodge structure does not decompose as the direct sum of its pure (weight) factors. ...
4
votes
1
answer
1k
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Do Deligne's decalage and two filtrations for mixed Hodge complexes have a conceptual explanation?
As far as I understood, there are two way to assign weights to a mixed Hodge complex (a way that does not depend on shifts, and another one that does). There is a clever way to relate these to ways ...
3
votes
2
answers
473
views
Is the first filtration Hausdorff?
Maybe this is too technical and elementary, but I cannot make up my mind, nor find a reference.
The situation is the following: let $X$ be a double cochain (right half-plane) complex of abelian ...
15
votes
1
answer
707
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Semistable filtered vector spaces, a Tannakian category.
Let $k$ be a field (char = 0, perhaps). Let $(V,F)$ be a pair, where $V$ is a finite-dimensional $k$-vector space, and $F$ is a filtration of $V$, indexed by rational numbers, satisfying:
$F^i V \...
9
votes
2
answers
901
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If associated-graded of a filtered bialgebra is Hopf, does it follow that the original bialgebra was Hopf?
Warning: older texts use the word "Hopf algebra" for what's now commonly called "bialgebra", whereas now "Hopf" is an extra condition. So as to avoid any confusion, I'll ...
33
votes
4
answers
4k
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What is the universal property of associated graded?
Given a filtered vector space (or module over a ring) $0=V_{0}\subseteq V_{1}\subseteq\cdots\subseteq V$, you can construct the associated graded vector space $\mathrm{gr}\left(V\right)=\oplus_{i}V_{i+...