Hoeffding decompositions for exchangeable sequences and chaotic representation of functionals of Dirichlet processes.

DOI10.1016/S1631-073X(03)00186-9MaRDI QIDQ1408178zbMATH OpenFDO

Authors Giovanni Peccati

Publication date 15 September 2003

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S1631-073X(03)00186-9

zbMATH Keywords

Dirichlet Ferguson processesexchangeable sequencegeneralized urn sequences

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exchangeability for stochastic processes (60G09) Sampling theory, sample surveys (62D05)

Review text

An exchangeable sequence of observations \(\{ X_n, 1\leq n\leq N\}\) is Hoeffding decomposable if for each \(n\) every square integrable centered and symmetric functional of \({\mathbf X}_n =(X_1,...,X_n)\) is the orthogonal sum of \(n\) U-statistics with degenerated and symmetric kernels. A necessary and sufficient condition for an exchangeable sequence to be Hoeffding decomposable is given. It is shown that a class of sequences satisfying this condition is given by generalized urn sequences, specifically, by generalized Pólya urns.

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Cites work

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(5)

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• Exchangeable Hoeffding decompositions over finite sets: a combinatorial characterization and counterexamples

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