Countable partially exchangeable mixtures
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Publication:300279
DOI10.1007/S10959-014-0573-9zbMATH Open1342.60050arXiv1306.5631OpenAlexW3106380733MaRDI QIDQ300279FDOQ300279
Lorenzo Finesso, Cecilia Prosdocimi
Publication date: 27 June 2016
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1306.5631
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Discrete-time Markov processes on general state spaces (60J05) Exchangeability for stochastic processes (60G09)
Cites Work
- De Finetti's theorem for Markov chains
- The Markov moment problem and de Finetti's theorem. I
- On mixtures of distributions of Markov chains.
- A characterization for mixtures of semi-Markov processes.
- Exchangeable Processes which are Functions of Stationary Markov Chains
- Probabilistic Symmetries and Invariance Principles
- The complete realization problem for hidden Markov models: a survey and some new results
Cited In (3)
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