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

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Dokumenter

  • Fullltext

    Forlagets udgivne version, 393 KB, PDF-dokument

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.

OriginalsprogEngelsk
Artikelnummer56
TidsskriftElectronic Communications in Probability
Vol/bind28
Sider (fra-til)1-11
ISSN1083-589X
DOI
StatusUdgivet - 2023

Bibliografisk note

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

ID: 382444251