Characterization of exchangeable Hoeffding-decomposable sequences

DOI10.7546/CRABS.2026.01.01MaRDI QIDQ7397234zbMATH OpenFDO

Authors Stefan Gerdjikov, Hristo Sariev, Savov Savov

Publication date 2026

Published in Doklady Bolgarskoĭ Akademii Nauk (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7546/CRABS.2026.01.01

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09) Prediction theory (aspects of stochastic processes) (60G25) Analysis of variance and covariance (ANOVA) (62J10)

Review text

In this paper a complete characterization of the class of exchangeable Hoeffding-decomposable processes in terms of their predictive distributions is presented. First, the authors provide a structural characterization of the predictive distributions of any exchangeable Hoeffding- decomposable sequence. It is proved that the problem of characterizing the class of exchangeable Hoeffding-decomposable sequences is transformed into one of determining which exchangeable processes have predictive rule. Moreover, it is shown that they are connected to exchangeable measure-valued Pólya urn sequences, from which the general form of their prior distributions is derived.

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