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

Martin Bladt; Dimitry Shaiderman

doi:10.1214/23-ECP553

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

Martin Bladt, Dimitry Shaiderman

Institut for Matematiske Fag

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

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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.

Originalsprog	Engelsk
Artikelnummer	56
Tidsskrift	Electronic Communications in Probability
Vol/bind	28
Sider (fra-til)	1-11
ISSN	1083-589X
DOI	https://doi.org/10.1214/23-ECP553
Status	Udgivet - 2023

Bibliografisk note

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

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10.1214/23-ECP553Licens: CC BY

FullltextForlagets udgivne version, 393 KBLicens: CC BY

Citationsformater

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