Characterizations and embedding properties in exchangeability

DOI10.1007/BF00531827zbMath0481.60019OpenAlexW2040824910MaRDI QIDQ3938944

Olav Kallenberg

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531827

zbMATH Keywords

exchangeable random setscharacterization of exchangeable sequencesembedding characterizationstopping time shifts

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stationary stochastic processes (60G10) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Probabilistic measure theory (60A10)

Related Items (11)

Local hitting and conditioning in symmetric interval partitions. ⋮ One-dimensional uniqueness and convergence criteria for exchangeable processes ⋮ General Wald-type identities for exchangeable sequences and processes ⋮ Predictable sampling for partially exchangeable arrays ⋮ Markovianity and the Thompson monoid \(F^+\) ⋮ Symmetries on random arrays and set-indexed processes ⋮ On mixtures of distributions of Markov chains. ⋮ Palm measure duality and conditioning in regenerative sets ⋮ De Finetti's contribution to probability and statistics ⋮ Random assignment processes: strong law of large numbers and de Finetti theorem ⋮ A characterization for mixtures of semi-Markov processes.

Cites Work

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• Splitting at backward times in regenerative sets
• Calcul stochastique et problèmes de martingales
• De Finetti's theorem for Markov chains
• Uses of exchangeability
• An Intrinsic Description of Local Time
• Canonical representations and convergence criteria for processes with interchangeable increments
• Path properties of processes with independent and interchangeable increments

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