The Markov moment problem and de Finetti's theorem. II

DOI10.1007/S00209-003-0636-6MaRDI QIDQ1762691zbMATH OpenOpenAlexFDO

Authors Persi Diaconis, David Freedman

Publication date 11 February 2005

Published in Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00209-003-0636-6

zbMATH Keywords

inversion formulasLaplace transforms of bounded densitiesmixing measures

Mathematics Subject Classification ID

Moment problems (44A60) Probabilistic measure theory (60A10) Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10)

Review text

[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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