Abstract: Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti's mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable sequences with mixing measure concentrated on a countable set, both for discrete valued and for Polish valued sequences.
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Cited in
(6)- Markovianity and the Thompson monoid \(F^+\)
- The distribution of partially exchangeable random variables
- On mixtures of distributions of Markov chains.
- A characterization for mixtures of semi-Markov processes.
- Representation theorems for partially exchangeable random variables
- Predictive characterization of mixtures of Markov chains
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