Exchangeable Processes: de Finetti’s Theorem Revisited

DOI10.1287/moor.2019.1026zbMath1455.60055OpenAlexW3016608214MaRDI QIDQ3387917

Dimitry Shaiderman, Ehud Lehrer

Publication date: 8 January 2021

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.2019.1026

zbMATH Keywords

stationary processde Finetti theoremurn schemesexchangeable processfrequency-dependent posteriorspermutation-invariant posteriors

Mathematics Subject Classification ID

Decision theory (91B06) Stationary stochastic processes (60G10) Exchangeability for stochastic processes (60G09)

Related Items (1)

On the characterization of exchangeable sequences through reverse-martingale empirical distributions

Cites Work

• Limit theorems for empirical processes based on dependent data
• A prequential test for exchangeable theories
• Exchangeable urn processes
• Spreading and predictable sampling in exchangeable sequences and processes
• Limit theorems for a class of identically distributed random variables.
• Symmetric Measures on Cartesian Products
• Probability with Martingales
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