Exchangeable random variables and the subsequence principle

DOI10.1007/BF00776240MaRDI QIDQ1062344zbMATH OpenOpenAlexFDO

Authors István Berkes, E. Péter

Publication date 1986

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

Full work available at URL https://doi.org/10.1007/bf00776240

zbMATH Keywords

\(\epsilon \) -exchangeable subsequencesexchangeable sequencelimit theorems for subsequencestight sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Exchangeability for stochastic processes (60G09)

Review text

Call a sequence \(\{X_ n\}\) of r.v.'s \(\epsilon\)-exchangeable if on the same probability space there exists an exchangeable sequence \(\{Y_ n\}\) such that \(P(| X_ n-Y_ n| \geq \epsilon)\leq \epsilon\) for all n. We prove that any tight sequence \(\{X_ n\}\) defined on a rich enough probability space contains \(\epsilon\)-exchangeable subsequences for every \(\epsilon >0\). The distribution of the approximating exchangeable sequences is also described in terms of \(\{X_ n\}\). Our results give a convenient way to prove limit theorems for subsequences of general r.v. sequences. In particular, they provide a simplified way to prove the subsequence theorems of \textit{D. J. Aldous} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 40, 59-82 (1977)] and lead also to various extensions.

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Cites work

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Cited in

(18)

• A subsequence principle in probability theory
• Strassen-type invariance principles for exchangeable sequences
• On a measure of symmetry for stationary random sequences
• On the existence of exchangeable or stationary sequences of \(s\) by \(s\) independent random variables
• Lacunary sequences and conditional independence
• On permutation-invariance of limit theorems
• The Kadec-Pełczyński theorem in \(L^p\), \(1\leq p<2\)
• Almost exchangeable sequences of random variables
• scientific article; zbMATH DE number 3917371 (Why is no real title available?)
• scientific article; zbMATH DE number 58034 (Why is no real title available?)
• scientific article; zbMATH DE number 1067316 (Why is no real title available?)
• On the Uniform Theory of Lacunary Series
• The concept of weak exchangeability and its applications
• A Weak Law of Large Numbers for Dependent Random Variables
• A strong law of large numbers for positive random variables
• An extension of the Komlós subsequence theorem
• Concentration inequalities and limit theorems for randomized sums
• Moderate deviations for bounded subsequences

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