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
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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