A boundary theory approach to de Finetti's theorem
Probability
2016-10-11 v1
Abstract
We show that boundary theory for transient Markov chains, as initiated by Doob, can be used to prove de Finetti's classical representation result for exchangeable random sequences. We also include the relevant parts of the theory, with full proofs.
Keywords
Cite
@article{arxiv.1610.02561,
title = {A boundary theory approach to de Finetti's theorem},
author = {Julian Gerstenberg and Rudolf Grübel and Klaas Hagemann},
journal= {arXiv preprint arXiv:1610.02561},
year = {2016}
}