Characterisation of exchangeable sequences through empirical distributions
Probability
2023-09-26 v3
Abstract
It is a well-known fact that an exchangeable sequence has empirical distributions that form a reverse-martingale. This paper is devoted to 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.
Cite
@article{arxiv.1903.07861,
title = {Characterisation of exchangeable sequences through empirical distributions},
author = {Martin Bladt and Dimitry Shaiderman},
journal= {arXiv preprint arXiv:1903.07861},
year = {2023}
}
Comments
8 pages, 0 figures