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

DOI10.1214/23-ecp553zbMath1528.60030arXiv1903.07861OpenAlexW4388917397MaRDI QIDQ6177605

Dimitry Shaiderman, Martin Bladt

Publication date: 17 January 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.07861

zbMATH Keywords

exchangeabilityempirical distributionsreverse-martingales

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Generalizations of martingales (60G48) Exchangeability for stochastic processes (60G09)

Cites Work

• Unnamed Item
• Spreading and predictable sampling in exchangeable sequences and processes
• On the existence of probability measures with given marginals
• Asymptotic predictive inference with exchangeable data
• Limit theorems for a class of identically distributed random variables.
• Exchangeable Processes: de Finetti’s Theorem Revisited
• Rate of convergence of empirical measures for exchangeable sequences
• The Existence of Probability Measures with Given Marginals
• Probabilistic Symmetries and Invariance Principles

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