Identifiability of exchangeable sequences with identically distributed partial sums
The authors present a simple example of two exchangeable sequences \((X_k)_{k\in {\mathbb N}}\) and \((\widehat{X}_k)_{k\in{\mathbb N}}\) which have different joint distributions while the partial sums \(X_1+\dots+X_n\) and \(\widehat{X}_1+\dots+\widehat{X}_n\) have the same distribution for all \(n\). On the other hand, it is shown that the joint distribution of an exchangeable sequence is uniquenly determined by the distributions of its partial sums if the sequence is a countable mixture of i.i.d. sequences that are either nonnegative or have finite moment generating function in some common neighbourhood of zero.
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