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

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On the characterization of exchangeable sequences through reverse-martingale empirical distributions. / Bladt, Martin; Shaiderman, Dimitry.

I: Electronic Communications in Probability, Bind 28, 56, 2023, s. 1-11.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Bladt, M & Shaiderman, D 2023, 'On the characterization of exchangeable sequences through reverse-martingale empirical distributions', Electronic Communications in Probability, bind 28, 56, s. 1-11. https://doi.org/10.1214/23-ECP553

APA

Bladt, M., & Shaiderman, D. (2023). On the characterization of exchangeable sequences through reverse-martingale empirical distributions. Electronic Communications in Probability, 28, 1-11. [56]. https://doi.org/10.1214/23-ECP553

Vancouver

Bladt M, Shaiderman D. On the characterization of exchangeable sequences through reverse-martingale empirical distributions. Electronic Communications in Probability. 2023;28:1-11. 56. https://doi.org/10.1214/23-ECP553

Author

Bladt, Martin ; Shaiderman, Dimitry. / On the characterization of exchangeable sequences through reverse-martingale empirical distributions. I: Electronic Communications in Probability. 2023 ; Bind 28. s. 1-11.

Bibtex

@article{3c2467f987504272a3e68fa83ce265f2,
title = "On the characterization of exchangeable sequences through reverse-martingale empirical distributions",
abstract = "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.",
keywords = "empirical distributions, exchangeability, reverse-martingales",
author = "Martin Bladt and Dimitry Shaiderman",
note = "Publisher Copyright: {\textcopyright} 2023, Institute of Mathematical Statistics. All rights reserved.",
year = "2023",
doi = "10.1214/23-ECP553",
language = "English",
volume = "28",
pages = "1--11",
journal = "Electronic Communications in Probability",
issn = "1083-589X",
publisher = "Institute of Mathematical Statistics",

}

RIS

TY - JOUR

T1 - On the characterization of exchangeable sequences through reverse-martingale empirical distributions

AU - Bladt, Martin

AU - Shaiderman, Dimitry

N1 - Publisher Copyright: © 2023, Institute of Mathematical Statistics. All rights reserved.

PY - 2023

Y1 - 2023

N2 - 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.

AB - 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.

KW - empirical distributions

KW - exchangeability

KW - reverse-martingales

U2 - 10.1214/23-ECP553

DO - 10.1214/23-ECP553

M3 - Journal article

AN - SCOPUS:85182217756

VL - 28

SP - 1

EP - 11

JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

SN - 1083-589X

M1 - 56

ER -

ID: 382444251