Countable partially exchangeable mixtures

DOI10.1007/S10959-014-0573-9MaRDI QIDQ300279zbMATH OpenOpenAlexFDO

Authors Cecilia Prosdocimi, Lorenzo Finesso

Publication date 27 June 2016

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.5631

zbMATH Keywords

hidden Markov modelMarkov chainspartial exchangeabilitycountable mixturesmixing measure

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Exchangeability for stochastic processes (60G09)

Abstract: Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti's mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable sequences with mixing measure concentrated on a countable set, both for discrete valued and for Polish valued sequences.

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Cites work

• A characterization for mixtures of semi-Markov processes.
• De Finetti's theorem for Markov chains
• Exchangeable Processes which are Functions of Stationary Markov Chains
• On mixtures of distributions of Markov chains.
• Probabilistic Symmetries and Invariance Principles
• The Markov moment problem and de Finetti's theorem. I
• The complete realization problem for hidden Markov models: a survey and some new results

Cited in

(6)

• Markovianity and the Thompson monoid \(F^+\)
• The distribution of partially exchangeable random variables
• On mixtures of distributions of Markov chains.
• A characterization for mixtures of semi-Markov processes.
• Representation theorems for partially exchangeable random variables
• Predictive characterization of mixtures of Markov chains

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