The Markov moment problem and de Finetti's theorem. II (Q1762691)
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English | The Markov moment problem and de Finetti's theorem. II |
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The Markov moment problem and de Finetti's theorem. II (English)
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11 February 2005
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[For part I of this paper see the preceding review, Zbl 1066.60004.] This work gives an abstract version of de Finetti's theorem that characterizes mixing measures with \(L_p\) densities in the general setting described by the authors [in: J. K. Gosh, J. Roy (eds.), Proc. Indian Stat. Assoc. Golden Jubilee: Applications and New Directions. Indian Stat. Inst., Calcutta, 205--236 (1984)] which covers partial exchangeability. After the version being given it is illustrated on the setting of coin tossing and exponential random variables. Laplace transforms of bounded densities are characterized, and the inversion formulas are studied.
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mixing measures
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Laplace transforms of bounded densities
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inversion formulas
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