On the extendibility of partially and Markov exchangeable binary sequences
Probability
2009-10-06 v2 Statistics Theory
Statistics Theory
Abstract
In [Fortini et al., Stoch. Proc. Appl. 100 (2002), 147--165] it is demonstrated that a recurrent Markov exchangeable process in the sense of Diaconis and Freedman is essentially a partially exchangeable process in the sense of de Finetti. In case of finite sequences there is not such an equivalence. We analyze both finite partially exchangeable and finite Markov exchangeable binary sequences and formulate necessary and sufficient conditions for extendibility in both cases.
Keywords
Cite
@article{arxiv.0908.4158,
title = {On the extendibility of partially and Markov exchangeable binary sequences},
author = {Davide Di Cecco},
journal= {arXiv preprint arXiv:0908.4158},
year = {2009}
}
Comments
24 pages. v2: Added Table 1. The polytopes are not simplicial as formerly stated. Minor corrections