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

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It is a well-known fact that an exchangeable sequence has empirical distributions that form a reverse-martingale. This paper is devoted to the proof of the converse statement. As a byproduct of the proof for the binary case, we introduce and discuss the notion of two-coloring exchangeability.

Original languageEnglish
Article number56
JournalElectronic Communications in Probability
Volume28
Pages (from-to)1-11
ISSN1083-589X
DOIs
Publication statusPublished - 2023

Bibliographical note

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© 2023, Institute of Mathematical Statistics. All rights reserved.

    Research areas

  • empirical distributions, exchangeability, reverse-martingales

ID: 382444251