Chaoticity for multi-class systems and exchangeability within classes
Abstract
Classical results for exchangeable systems of random variables are extended to multi-class systems satisfying a natural partial exchangeability assumption. It is proved that the conditional law of a finite multi-class system, given the value of the vector of the empirical measures of its classes, corresponds to independent uniform orderings of the samples within each class, and that a family of such systems converges in law if and only if the corresponding empirical measure vectors converge in law. As a corollary, convergence within each class to an infinite i.i.d. system implies asymptotic independence between different classes. A result implying the Hewitt-Savage 0-1 Law is also extended.
Cite
@article{arxiv.0709.1918,
title = {Chaoticity for multi-class systems and exchangeability within classes},
author = {Carl Graham},
journal= {arXiv preprint arXiv:0709.1918},
year = {2008}
}
Comments
Third revision, v4. The paper is similar to the second revision v3, with several improvements