The theory of filtrations of subalgebras, standardness and independence Anatoly M. Vershik∗ 24.01.2017 In memory of my friend Kolya K. (1933{2014) \Independence is the best quality, the best word in all languages." J. Brodsky. From a personal letter. Abstract The survey is devoted to the combinatorial and metric theory of fil- trations, i. e., decreasing sequences of σ-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 no- tion of the independence of a sequence of random variables. We discuss the possibility of obtaining a classification of filtrations, their invariants, and various links to problems in algebra, dynamics, and combinatorics. Bibliography: 101 titles. Contents 1 Introduction 3 1.1 A simple example and a difficult question . .3 1.2 Three languages of measure theory . .5 1.3 Where do filtrations appear? . .6 1.4 Finite and infinite in classification problems; standardness as a generalization of independence . .9 arXiv:1705.06619v1 [math.DS] 18 May 2017 1.5 A summary of the paper . 12 2 The definition of filtrations in measure spaces 13 2.1 Measure theory: a Lebesgue space, basic facts . 13 2.2 Measurable partitions, filtrations . 14 2.3 Classification of measurable partitions . 16 ∗St. Petersburg Department of Steklov Mathematical Institute; St. Petersburg State Uni- versity Institute for Information Transmission Problems. E-mail:
[email protected]. Par- tially supported by the Russian Science Foundation (grant No. 14-11-00581). 1 2.4 Classification of finite filtrations . 17 2.5 Filtrations we consider and how one can define them .