Some new representations in bivariate exchangeability (Q1089992)
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English | Some new representations in bivariate exchangeability |
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Some new representations in bivariate exchangeability (English)
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1988
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Consider an array \(X=(X_{ij}\), i,j\(\in N)\) of random variables, and let \(U=(U_{ij})\) and \(V=(V_{ij})\) be orthogonal transformations, affecting only finitely many coordinates. Say that X is separately rotatable if \(UXV^ t=^{d}X\) for arbitrary U and V, and jointly rotatable if this holds with \(U=V\). Restricting U and V to the class of permutations, we get instead the property of separate or joint exchangeability. Processes on \(R^ 2_ +\), \(R_ +\times [0,1]\) or \([0,1]^ 2\) are said to be separately or jointly exchangeable, if the arrays of increments over arbitrary square grids have these properties. For some of the above cases, explicit representations have recently been obtained, independently, by \textit{D. J. Aldous} [see e.g.: Exchangeability and related topics, Lect. Notes Math. 1117, 1-198 (1985; Zbl 0562.60042)] and \textit{D. N. Hoover} [see e.g. Exchangeability in probability and statistics, Proc. int. Conf., Rome 1981, 281-291 (1982; Zbl 0495.60040)]. The aim of the present paper is to continue the work of these authors by deriving some new representations, and by solving the associated uniqueness and continuity problems.
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bivariate exchangeability
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exchangeability
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uniqueness and continuity problems
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