arXiv:1903.07861 Abstract | arXiv Analytics

arXiv:1903.07861 [math.PR]Abstract References Reviews Resources

Characterisation of exchangeable sequences through empirical distributions

Published 2019-03-19Version 1

The fact that the empirical distributions of an exchangeable sequence form a reverse-martingale is a well-know result. The converse statement is proved, under the additional assumption of stationarity. A similar reverse-martingale for separately exchangeable matrices is found and marginal characterisations are considered.

Comments: 7 pages, 0 figures

Categories: math.PR

Keywords: empirical distributions, exchangeable sequence form, similar reverse-martingale, additional assumption, converse statement

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