Spreading and predictable sampling in exchangeable sequences and processes
DOI10.1214/AOP/1176991771zbMATH Open0649.60043OpenAlexW2093949224MaRDI QIDQ1105909FDOQ1105909
Authors: Olav Kallenberg 
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991771
Recommendations
martingalesstopping timesstationary sequenceexchangeable sequencesmartingale characterizationsexchangeable processes in continuous timeinvariant under predictable samplingpredictable stopping times
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Exchangeability for stochastic processes (60G09) Stochastic processes (60G99)
Cited In (32)
- Title not available (Why is that?)
- Asymptotics of certain conditionally identically distributed sequences
- On a notion of partially conditionally identically distributed sequences
- A class of models for Bayesian predictive inference
- Independence after adaptive allocation
- Infinite-color randomly reinforced urns with dominant colors
- On the representation theorem for exchangeable arrays
- A path decomposition for Lévy processes
- General Wald-type identities for exchangeable sequences and processes
- Asymptotically invariant sampling and averaging
- One-dimensional uniqueness and convergence criteria for exchangeable processes
- Limit theorems for a class of identically distributed random variables.
- Random time change and an integral representation for marked stopping times
- Predictable sampling for partially exchangeable arrays
- On the characterization of exchangeable sequences through reverse-martingale empirical distributions
- Choosing a good toolkit. II: Bayes-rule based heuristics
- Exchangeable processes: de Finetti's theorem revisited
- Exchangeable random measures in the plane
- Spreading-invariant sequences and processes on bounded index sets
- A strong version of the Skorohod representation theorem
- A Simple Property of Exchangeable Random Variables
- Some time change representations of stable integrals, via predictable transformations of local martingales
- Symmetries on random arrays and set-indexed processes
- Some new representations in bivariate exchangeability
- Bayesian Predictive Inference Without a Prior
- Local exchangeability
- An extension of Vervaat's transformation and its consequences
- Improved criteria for distributional convergence of point processes
- Spreadable arrays and martingale structures
- Learning under unawareness
- Spectral representations of infinitely divisible processes
- Asymptotic stability of empirical processes and related functionals
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