A negative answer to a problem of Aldous on determination of exchangeable sequences

DOI10.1214/16-EJP4403MaRDI QIDQ287738zbMATH OpenOpenAlexFDO

Authors Jeff Lin

Publication date 23 May 2016

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.00678, https://projecteuclid.org/euclid.ejp/1460652931

zbMATH Keywords

uniquenessmoment problemsexchangeable

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Exchangeability for stochastic processes (60G09)

Abstract: We present results concerning when the joint distribution of an exchangeable sequence is determined by the marginal distributions of its partial sums. The question of whether or not this determination occurs was posed by David Aldous. We then consider related uniqueness problems, including a continuous time analog to the Aldous problem and a randomized univariate moment problem.

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