Characterizations and embedding properties in exchangeability

DOI10.1007/BF00531827MaRDI QIDQ3938944zbMATH OpenOpenAlexFDO

Authors 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)

Cites work

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

Cited in

(11)

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

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