Related papers: On the extendibility of partially and Markov excha…
We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.
We present a novel proof of de Finetti's Theorem characterizing permutation-invariant probability measures of infinite sequences of variables, so-called exchangeable measures. The proof is phrased in the language of Markov categories, which…
We study conditional independence relationships for random networks and their interplay with exchangeability. We show that, for finitely exchangeable network models, the empirical subgraph densities are maximum likelihood estimates of their…
We study Hoeffding decomposable exchangeable sequences with values in a finite set D. We provide a new combinatorial characterization of Hoeffding decomposability and use this result to show that, if the cardinality of D is strictly greater…
We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…
A relationally exchangeable structure is a random combinatorial structure whose law is invariant with respect to relabeling its relations, as opposed to its elements. Aside from exchangeable random partitions, examples include edge…
A length-$n$ random sequence $X_1,\ldots,X_n$ in a space $S$ is finitely exchangeable if its distribution is invariant under all $n!$ permutations of coordinates. Given $N > n$, we study the extendibility problem: when is it the case that…
Consider an ergodic Markov chain on a countable state space for which the return times have exponential tails. We show that the stationary version of any such chain is a finitary factor of an i.i.d. process. A key step is to show that any…
We study Markov processes with values in the space of general two-dimensional arrays whose distribution is exchangeable. The results of this paper are inspired by the theory of exchangeable dynamical random graphs developed by H. Crane…
The transition law of every exchangeable Feller process on the space of countable graphs is determined by a $\sigma$-finite measure on the space of $\{0,1\}\times\{0,1\}$-valued arrays. In discrete-time, this characterization amounts to a…
In this article we demonstrate the relationship between finitely exchangeable arrays and finitely exchangeable sequences. We then derive sharp bounds on the total variation distance between distributions of finitely and infinitely…
We consider the exchangeable fragmentation-coagulation (EFC) processes, where the coagulations are multiple and not simultaneous, as in a $\Lambda$-coalescent, and the fragmentations dislocate at finite rate an individual block into…
We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on $\mathbb{R}^d$, which is: Can a given random vector $\vec{X} = (X_1,\ldots,X_d)$ be represented in distribution as the first…
We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…
We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…
We define and study a family of Markov processes with state space the compact set of all partitions of N that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of exchangeable fragmentation as…
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…
A noncommutative Fornasini-Marchesini system (a multi-variable version of a linear system) can be realized within a weak Markov process (a model for quantum evolution). For a discrete time parameter the resulting structure is worked out…
We provide necessary and sufficient conditions for convergence of exponential integrals of Markov additive processes. Other than in the classical L\'evy case studied by Erickson and Maller we have to distinguish between almost sure…
Let $\Om$ be a Borel subset of $S^\Bbb N$ where $S$ is countable. A measure is called exchangeable on $\Om$, if it is supported on $\Om$ and is invariant under every Borel automorphism of $\Om$ which permutes at most finitely many…