Título: De Finetti's-type results for some families of non identically distributed random variables
Autores: Vélez Ibarrola, Ricardo; Statistics Department. UNED, Madrid, Spain
Prieto-Rumeau, Tomas; Statistics Department. UNED, Madrid, Spain
Fecha: 2009-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article

Tema: De Finetti theorem; exchangeability; random assignment processes
60G09
Descripción: We consider random selection processes of weighted elements in an arbitrary set. Their conditional distributions are shown to be a generalization of the hypergeometric distribution, while the marginal distributions can always be chosen as generalized binomial distributions. Then we propose sufficient conditions on the weight function ensuring that the marginal distributions are necessarily of the generalized binomial form. In these cases, the corresponding indicator random variables are conditionally independent (as in the classical De Finetti theorem) though they are neither exchangeable nor identically distributed.
Idioma: No aplica

Artículos similares:

Lévy Classes and Self-Normalization por Khoshnevisan, Davar; University of Utah
Time-Space Analysis of the Cluster-Formation in Interacting Diffusions por Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics,Greven, Andreas; Universitat Erlangen-Nurnberg
Hausdorff Dimension of Cut Points for Brownian Motion por Lawler, Gregory F.; Duke University and Cornell University
Conditional Moment Representations for Dependent Random Variables por Bryc, Wlodzimierz; University of Cincinnati
Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times por Bass, Richard F.; University of Washington,Burdzy, Krzysztof; University of Washington
Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations por Liao, Xiao Xin; University of Strathclyde,Mao, Xuerong; University of Strathclyde
Random Discrete Distributions Derived from Self-Similar Random Sets por Pitman, Jim; University of California, Berkeley,Yor, Marc; Université Pierre et Marie Curie
Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes por Roberts, Gareth O.; University of Cambridge,Rosenthal, Jeffrey S.; University of Toronto
10 
Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures por Ben Arous, Gérard; Ecole Normale Supérieure,Cerf, Raphaël; Université Paris Sud