Nothing Special   »   [go: up one dir, main page]

Skip to main content

Exchangeability and related topics

  • Conference paper
  • First Online:
École d'Été de Probabilités de Saint-Flour XIII — 1983

Part of the book series: Lecture Notes in Mathematics ((LNMECOLE,volume 1117))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Abbreviations

R:

set of real numbers

ℤ; ℕ:

set of all integers; set of natural numbers

#A:

cardinality of set A

1A :

indicator function/random variable: 1A(x)=1 for xεA=0 else

δa(·):

probability measure degenerate at a: δa(A)=1A(a)

F ⊂ G a.s.:

for each G ε G there exists F ε F such that P(F Δ G)=0

F=G a.s.:

F ⊂ G a.s. and G ⊂ F a.s.

F is trivial:

F={φ,ω} a.s.

L(X):

distribution of random variable X

σ(X):

σ-field generated by X

:

convergence in probability

:

convergence in distribution

N(µ,σ2):

Normal distribution

U(0,1):

Uniform distribution on (0,1)

References

  • Accardi, L. and Pistone, G. (1982). de Finetti's theorem, sufficiency, and Dobrushin's theory. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.), North-Holland, Amsterdam, 125–156.

    Google Scholar 

  • Ahmad, R. (1982). On the structure and application of restricted exchangeability. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.), North-Holland, Amsterdam, 157–164.

    Google Scholar 

  • Aldous, D. J. (1977). Limit theorems for subsequences of arbitrarily-dependent sequences of random variables. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 40, 59–82.

    Article  MathSciNet  MATH  Google Scholar 

  • Aldous, D. J. (1978). Stopping times and tightness. Ann. Probability 6, 335–340.

    Article  MathSciNet  MATH  Google Scholar 

  • Aldous, D. J. (1979). Symmetry and independence for arrays of random variables. Preprint.

    Google Scholar 

  • Aldous, D. J. (1981a). Representations for partially exchangeable arrays of random variables. J. Multivariate Anal. 11, 581–598.

    Article  MathSciNet  MATH  Google Scholar 

  • Aldous, D. J. (1981b). Subspaces of L1, via random measures. Trans. Amer. Math. Soc. 267, 445–463.

    MathSciNet  MATH  Google Scholar 

  • Aldous, D. J. (1982a). Partial exchangeability and -topologies. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 23–38.

    Google Scholar 

  • Aldous, D. J. (1982b). On exchangeability and conditional independence. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 165–170.

    Google Scholar 

  • Aldous, D. J. and Eagleson, G. K. (1978). On mixing and stability of limit theorems. Ann. Probability 6, 325–331.

    Article  MathSciNet  MATH  Google Scholar 

  • Aldous, D. J. and Pitman, J. (1979). On the zero-one law for exchangeable events. Ann. Probability 7, 704–723.

    Article  MathSciNet  MATH  Google Scholar 

  • Arnaud, J.-P. (1980). Fonctions sphériques et fonctions définies positives sur l'arbre homogène. C. R. Acad. Sci. A 290, 99–101.

    MathSciNet  MATH  Google Scholar 

  • Bailey, R., Praeger, C., Speed, T. P. and Taylor, D. (1984). Analysis of Variance. Springer-Verlag, to appear.

    Google Scholar 

  • Barbour, A. D. and Eagleson, G. K. (1983). Poisson approximations for some statistics based on exchangeable trials. Adv. Appl. Prob. 15, 585–600.

    Article  MathSciNet  MATH  Google Scholar 

  • Berbee, H. (1981). On covering single points by randomly ordered intervals. Ann. Probability 9, 520–528.

    Article  MathSciNet  MATH  Google Scholar 

  • Berkes, I. and Péter, E. (1983). Exchangeable r.v.'s and the subsequence principle. Preprint, Math. Inst. Hungarian Acad. Sci.

    Google Scholar 

  • Berkes, I. and Rosenthal, H. P. (1983). Almost exchangeable sequences of random variables. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete (to appear).

    Google Scholar 

  • Berman, S. (1965). Sign-invariant random variables and stochastic processes with sign-invariant increments. Trans. Amer. Math. Soc. 119, 216–243.

    Article  MathSciNet  MATH  Google Scholar 

  • Billingsley, P. (1968). Convergence of Probability Measures. Wiley, New York.

    MATH  Google Scholar 

  • Blackwell, D. and Freedman, D. (1964). The tail σ-field of a Markov chain and a theorem of Orey. Ann. Math. Statist. 35, 1921–1925.

    MathSciNet  MATH  Google Scholar 

  • Blum, J. R. (1982). Exchangeability and quasi-exchangeability. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 171–176.

    Google Scholar 

  • Blum, J., Chernoff, J., Rosenblatt, M., Teicher, H. (1958). Central limit theorems for interchangeable processes. Canad. J. Math. 10, 222–229.

    Article  MathSciNet  MATH  Google Scholar 

  • Breiman, L. (1968). Probability. Addison-Wesley, Reading, Mass.

    MATH  Google Scholar 

  • Brown, G. and Dooley, A. H. (1983). Ergodic measures are of weak product type. Preprint, School of Mathematics, University of New South Wales.

    Google Scholar 

  • Brown, T. C. (1982). Poisson approximations and exchangeable random variables. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 177–184.

    Google Scholar 

  • Bru, B., Heinich, H., Lootgitier, J.-C. (1981). Lois de grands nombres pour les variables échangeables. Comptes Rendus Acad. Sci. 293, 485–488.

    MATH  Google Scholar 

  • Bühlmann, H. (1958). Le problème "limite centrale" pour les variables aléatoires échangeables. C. R. Acad. Sci. Paris 246, 534–536.

    MathSciNet  MATH  Google Scholar 

  • Bühlmann, H. (1960). Austauschbare stochastische Variabeln und ihre Grenzwertsätze. Univ. Calif. Publ. Statist. 3, 1–35.

    MATH  Google Scholar 

  • Carnal, E. (1980). Indépendence conditionelle permutable. Ann. Inst. Henri Poincaré B 16, 39–47.

    MathSciNet  MATH  Google Scholar 

  • Cartier, P. (1973). Harmonic analysis on trees. In Harmonic Analysis on Homogenous Spaces. Amer. Math. Soc. (Proc. Sympos. Pure Math. 26). Providence.

    Google Scholar 

  • Chatterji, S. D. (1974). A subsequence principle in probability theory. Bull. Amer. Math. Soc. 80, 495–497.

    Article  MathSciNet  MATH  Google Scholar 

  • Choquet, G. (1969). Lectures on Analysis. Benjamin, Reading, Mass.

    MATH  Google Scholar 

  • Chow, Y. S. and Teicher, H. (1978). Probability Theory. Springer-Verlag, New York.

    Book  MATH  Google Scholar 

  • Crisma, L. (1982). Quantitative analysis of exchangeability in alternative processes. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 207–216.

    Google Scholar 

  • Csörgö, M. and Revesz, P. (1981). Strong Approximations in Probability and Statistics. Academic Press, New York.

    MATH  Google Scholar 

  • Daboni, L. (1982). Exchangeability and completely monotone functions. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 39–45.

    Google Scholar 

  • Dacunha-Castelle, D. (1974). Indiscernability and exchangeability in Lp spaces. Seminar on Random Series, Convex Sets and Geometry of Banach Spaces. Aarhus.

    Google Scholar 

  • Dacunha-Castelle, D. (1982). A survey of exchangeable random variables in normed spaces. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 47–60.

    Google Scholar 

  • Dacunha-Castelle, D. and Schreiber, M. (1974). Techniques probabilistes pour l'étude de problèmes d'isomorphismes entre espaces de Banach. Annales Inst. Henri Poincaré 10, 229–277.

    MathSciNet  MATH  Google Scholar 

  • Davidson, R. (1974). Construction of line processes. In Stochastic Geometry (E. F. Harding and D. G. Kendall, eds.). Wiley, New York.

    Google Scholar 

  • Dawid, A. P. (1977a). Invariant distributions and analysis of variance models. Biometrika 64, 291–297.

    Article  MathSciNet  MATH  Google Scholar 

  • Dawid, A. P. (1977b). Spherical matrix distributions and a multivariate model. J. Roy. Statist. Soc. B 39, 254–261.

    MathSciNet  MATH  Google Scholar 

  • Dawid, A. P. (1978). Extendibility of spherical matrix distributions. J. Multivariate Anal. 8, 567–572.

    Article  MathSciNet  MATH  Google Scholar 

  • Dawid, A. P. (1979). Conditional independence in statistical theory. J. Roy. Statist. Soc. B 41, 1–31.

    MathSciNet  MATH  Google Scholar 

  • Dawid, A. P. (1982). Intersubjective statistical models. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 217–232.

    Google Scholar 

  • Dawson, D. A. and Hochberg, K. J. (1982). Wandering random measures in the Fleming-Viot model. Ann. Probability 10, 554–580.

    Article  MathSciNet  MATH  Google Scholar 

  • Dellacherie, C. and Meyer, P.-A. (1975, 1980). Probabilités et Potentiel, Ch. I–IV; Ch. V–VIII. Herman, Paris.

    MATH  Google Scholar 

  • Diaconis, P. (1977). Finite forms of de Finetti's theorem on exchangeability. Synthese 36, 271–281.

    Article  MathSciNet  MATH  Google Scholar 

  • Diaconis, P. and Freedman, D. (1980a). Finite exchangeable sequences. Ann. Probability 8, 745–764.

    Article  MathSciNet  MATH  Google Scholar 

  • Diaconis, P. and Freedman, D. (1980b). de Finetti's theorem for Markov chains. Ann. Probability 8, 115–130.

    Article  MathSciNet  MATH  Google Scholar 

  • Diaconis, P. and Freedman, D. (1980c). de Finetti's generalizations of exchangeability. In Studies in Inductive Logic and Probability II (R. C. Jeffrey, ed.). University of California Press, Berkeley.

    Google Scholar 

  • Diaconis, P. and Freedman, D. (1981). On the statistics of vision: the Julesz conjecture. J. Math. Psychol. 24, 112–138.

    Article  MathSciNet  MATH  Google Scholar 

  • Diaconis, P. and Freedman, D. (1982). Partial exchangeability and sufficiency. Preprint, Department of Statistics, Stanford University (to appear in Sankhyā).

    Google Scholar 

  • Diaconis, P. and Ylvisaker, Y. (1979). Conjugate priors for exponential families. Ann. Statist. 7, 269–281.

    Article  MathSciNet  MATH  Google Scholar 

  • Dohler, R. (1980). On the conditional independence of random events. Theory Probability Appl. 25, 628–634.

    Article  MathSciNet  MATH  Google Scholar 

  • Doob, J. L. (1953). Stochastic Processes. Wiley, New York.

    MATH  Google Scholar 

  • Dubins, L. E. (1982). Towards characterizing the set of ergodic probabilities. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 61–74.

    Google Scholar 

  • Dubins, L. E. (1983). Some exchangeable probabilities which are singular with respect to all presentable probabilities. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 64, 1–6.

    Article  MathSciNet  MATH  Google Scholar 

  • Dubins, L. E. and Freedman, D. (1979). Exchangeable processes need not be mixtures of independent identically distributed random variables. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 48, 115–132.

    Article  MathSciNet  MATH  Google Scholar 

  • Dynkin, E. B. (1978). Sufficient statistics and extreme points. Ann. Probability 6, 705–730.

    Article  MathSciNet  MATH  Google Scholar 

  • Eagleson, G. K. (1979). A Poisson limit theorem for weakly exchangeable events, J. Appl. Prob. 16, 794–802.

    Article  MathSciNet  MATH  Google Scholar 

  • Eagleson, G. K. (1982). Weak limit theorems for exchangeable random variables. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 251–268.

    Google Scholar 

  • Eagleson, G. K. and Weber, N. C. (1978). Limit theorems for weakly exchangeable arrays. Math. Proc. Cambridge Phil. Soc. 84, 123–130.

    Article  MathSciNet  MATH  Google Scholar 

  • Eaton, M. (1981). On the projections of isotropic distributions. Ann. Statist. 9, 391–400.

    Article  MathSciNet  MATH  Google Scholar 

  • Feller, W. (1971). An Introduction to Probability Theory and its Applications, vol. 2, Wiley, New York.

    MATH  Google Scholar 

  • Ferguson, T. S. (1973). A Bayesian analysis of some nonparametric problems. Ann. Statist. 1, 209–230.

    Article  MathSciNet  MATH  Google Scholar 

  • Ferguson, T. S. (1974). Prior distributions on spaces of probability measures. Ann. Statist. 2, 615–629.

    Article  MathSciNet  MATH  Google Scholar 

  • Figiel, T. and Sucheston, L. (1976). An application of Ramsey sets in analysis. Advances in Math. 20, 103–105.

    Article  MathSciNet  MATH  Google Scholar 

  • de Finetti, B. (1937). La prevision: ses lois logiques, ses sources subjectives. Ann. Inst. H. Poincaré 7, 1–68.

    MathSciNet  MATH  Google Scholar 

  • de Finetti, B. (1938). Sur la condition d'equivalence partielle. Trans. in Studies in Inductive Logic and Probability II (R. C. Jeffrey, ed.). University of California Press, Berkeley.

    Google Scholar 

  • de Finetti, B. (1972). Probability, Induction and Statistics. Wiley, New York.

    MATH  Google Scholar 

  • de Finetti, B. (1974). Theory of Probability. Wiley, New York.

    MATH  Google Scholar 

  • Freedman, D. (1962a). Mixtures of Markov processes. Ann. Math. Statist. 33, 114–118.

    Article  MathSciNet  MATH  Google Scholar 

  • Freedman, D. (1962b). Invariants under mixing which generalize de Finetti's theorem. Ann. Math. Statist. 33, 916–923.

    Article  MathSciNet  MATH  Google Scholar 

  • Freedman, D. (1963). Invariants under mixing which generalize de Finetti's theorem: continuous time parameter. Ann. Math. Statist. 34, 1194–1216.

    Article  MathSciNet  MATH  Google Scholar 

  • Freedman, D. (1980). A mixture of independent identically distributed random variables need not admit a regular conditional probability given the exchangeable σ-field. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 51, 239–248.

    Article  MathSciNet  MATH  Google Scholar 

  • Freedman, D. and Diaconis, P. (1982). de Finetti's theorem for symmetric location families. Ann. Statist. 10, 184–189.

    Article  MathSciNet  MATH  Google Scholar 

  • Galambos, J. (1982). The role of exchangeability in the theory of order statistics. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 75–86.

    Google Scholar 

  • Grigorenko, L. A. (1979). On the σ-algebra of symmetric events for a countable Markov chain. Theor. Probability Appl. 24, 199–204.

    Article  MathSciNet  MATH  Google Scholar 

  • Hall, P. and Heyde, C. C. (1980). Martingale Limit Theory and its Application, Academic Press, New York.

    MATH  Google Scholar 

  • Heath, D. and Sudderth, W. (1976). de Finetti's theorem for exchangeable random variables. Amer. Statistician 30, 188–189.

    MathSciNet  MATH  Google Scholar 

  • Helland, I. S. (1982). Central limit theorems for martingales with discrete or continuous time. Scand. J. Statist. 9, 79–94.

    MathSciNet  MATH  Google Scholar 

  • Heller, A. (1965). On stochastic processes derived from Markov chains. Ann. Math. Statist. 36, 1286–1291.

    Article  MathSciNet  MATH  Google Scholar 

  • Hewitt, E. and Savage, L. J. (1955) Symmetric measures on Cartesian products. Trans. Amer. Math. Soc. 80, 470–501.

    Article  MathSciNet  MATH  Google Scholar 

  • Hida, T. (1980). Brownian Motion. Springer-Verlag, New York.

    Book  MATH  Google Scholar 

  • Hoover, D. N. (1979). Relations on probability spaces and arrays of random variables. Preprint.

    Google Scholar 

  • Hoover, D. N. (1982). Row-column exchangeability and a generalized model for exchangeability. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 281–291.

    Google Scholar 

  • Horowitz, J. (1972). Semilinear Markov processes, subordinators and renewal theory. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 24, 167–193.

    Article  MathSciNet  MATH  Google Scholar 

  • Hu, Y.-S. (1979). A note on exchangeable events. J. Appl. Prob. 16, 662–664.

    Article  MathSciNet  MATH  Google Scholar 

  • Ignatov, Ts. (1982). On a constant arising in the theory of symmetric groups and on Poisson-Dirichlet measures. Theory Prob. Appl. 27, 136–147.

    Article  MathSciNet  MATH  Google Scholar 

  • Isaac, R. (1977). Generalized Hewitt-Savage theorems for strictly stationary processes. Proc. Amer. Math. Soc. 63, 313–316.

    Article  MathSciNet  MATH  Google Scholar 

  • Jaynes, E. (1983). Some applications and extensions of the de Finetti representation theorem. In Bayesian Inference and Decision Techniques (P. K. Goel and A. Zellnor, eds.). North-Holland, Amsterdam.

    Google Scholar 

  • Johnson, N. L. and Kotz, S. (1977). Urn Models and their Applications. Wiley, New York.

    MATH  Google Scholar 

  • Kallenberg, O. (1973). Canonical representations and convergence criteria for processes with interchangeable increments. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 27, 23–36.

    Article  MathSciNet  MATH  Google Scholar 

  • Kallenberg, O. (1974). Path properties of processes with independent and interchangeable increments. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 28, 257–271.

    Article  MathSciNet  MATH  Google Scholar 

  • Kallenberg, O. (1975). Infinitely divisible processes with interchangeable increments and random measures under convolution. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 32, 309–321.

    Article  MathSciNet  MATH  Google Scholar 

  • Kallenberg, O. (1976). Random Measures. Akademie-Verlag, Berlin.

    MATH  Google Scholar 

  • Kallenberg, O. (1976–81). On the structure of stationary flat processes, I–III. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 37, 157–174; 52, 127–147; 56, 239–253.

    Article  MathSciNet  MATH  Google Scholar 

  • Kallenberg, O. (1982a). Characterizations and embedding properties in exchangeability. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 60, 249–281.

    Article  MathSciNet  MATH  Google Scholar 

  • Kallenberg, O. (1982b). A dynamical approach to exchangeability. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 87–96.

    Google Scholar 

  • Kallenberg, O. (1982c). The stationary-invariance problem. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 293–295.

    Google Scholar 

  • Kallenberg, O. (1982d). Conditioning in point processes. Preprint, University of Göteborg.

    Google Scholar 

  • Kallenberg, O. (1983). The local time intensity of an exchangeable interval partition. Preprint, University of Göteborg.

    Google Scholar 

  • Kelly, F. P. (1979). Reversibility and Stochastic Networks. Wiley, New York.

    MATH  Google Scholar 

  • Kemperman, J. H. B. (1973). Moment problems for sampling without replacement I. Indagationes Math. 35, 149–164.

    Article  MathSciNet  MATH  Google Scholar 

  • Kendall, D. G. (1967). On finite and infinite sequences of exchangeable events. Studia Scient. Math. Hung. 2, 319–327.

    MathSciNet  MATH  Google Scholar 

  • Kerov, S. V. and Vershik, A. M. (1982). Characters of infinite symmetric groups and probability properties of Robinson-Shenstead-Knuth's algorithm. Preprint.

    Google Scholar 

  • Kimberling, C. H. (1973). Exchangeable events and completely monotonic sequences. Rocky Mtn. J. 3, 565–574.

    Article  MathSciNet  MATH  Google Scholar 

  • Kindermann, R. and Snell, J. L. (1980). Markov Random Fields and their Applications. American Math. Soc., Providence.

    Book  MATH  Google Scholar 

  • Kingman, J. F. C. (1978a). Uses of exchangeability. Ann. Probability 6, 183–197.

    Article  MathSciNet  MATH  Google Scholar 

  • Kingman, J. F. C. (1978b). The representation of partition structures. J. Lond. Math. Soc. 18, 374–380.

    Article  MathSciNet  MATH  Google Scholar 

  • Kingman, J. F. C. (1978c). Random partitions in population genetics. Proc. Roy. Soc. 361, 1–20.

    Article  MathSciNet  MATH  Google Scholar 

  • Kingman, J. F. C. (1980). Mathematics of Genetic Diversity. SIAM, Philadelphia.

    Book  MATH  Google Scholar 

  • Kingman, J. F. C. (1982a). Exchangeability and the evolution of large populations. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 97–112.

    Google Scholar 

  • Kingman, J. F. C. (1982b). The coalescent. Stochastic Processes Appl. 13, 235–248.

    Article  MathSciNet  MATH  Google Scholar 

  • Knuth, D. E. (1981). The Art of Computer Programming, Vol. 2, 2nd Ed. Addison-Wesley, Reading, Mass.

    MATH  Google Scholar 

  • Kolchin, V. F. and Sevast'yanov, B. A. (1978). Random Allocations. Winston, New York.

    MATH  Google Scholar 

  • Komlós, J. (1967). A generalisation of a problem of Steinhaus. Acta Math. Acad. Sci. Hungar. 18, 217–229.

    Article  MathSciNet  MATH  Google Scholar 

  • Lauritzen, S. L. (1982). Statistical Models as Extremal Families. Aalborg University Press.

    Google Scholar 

  • Letac, G. (1981a). Isotropy and sphericity: some characterizations of the normal distribution. Ann. Statist. 9, 408–417.

    Article  MathSciNet  MATH  Google Scholar 

  • Letac, G. (1981b). Problèmes classiques de Probabilité sur un couple de Gelfand. In Analytic Methods in Probability Theory (D. Dugué et al., eds.). Springer Lecture Notes in Mathematics 861, New York.

    Google Scholar 

  • Loève, M. (1960). Probability Theory. Van Nostrand, Princeton.

    MATH  Google Scholar 

  • Lynch, J. (1982a). On a representation for row-column-exchangeable arrays. Technical Report 82, Department of Mathematics, University of South Carolina.

    Google Scholar 

  • Lynch, J. (1982b). Canonical row-column-exchangeable arrays. Technical Report 84, Department of Mathematics, University of South Carolina.

    Google Scholar 

  • Maitra, A. (1977). Integral representations of invariant measures. Trans. Amer. Math. Soc. 229, 209–225.

    Article  MathSciNet  MATH  Google Scholar 

  • Mandelbaum, A. and Taqqu, M. S. (1983). Invariance principle for symmetric statistics. Preprint, Operations Research, Cornell University.

    Google Scholar 

  • Mansour, B. (1981). Le cube comme couple de Gelfand. Thesis, University of Toulouse.

    Google Scholar 

  • Marshall, A. W. and Olkin, I. (1979). Inequalities: Theory of Majorization and its Application. Academic Press, New York.

    MATH  Google Scholar 

  • Milgrom, P. R. and Weber, R. J. (1983). Exchangeable affiliated random variables. Preprint.

    Google Scholar 

  • Moran, P. A. P. (1973). A central limit theorem for exchangeable variates with geometrical applications. J. Appl. Prob. 10, 837–846.

    Article  MATH  Google Scholar 

  • O'Brien, G. L. and Vervaat, W. (1983). Self-similar processes with stationary increments generated by point processes. Preprint.

    Google Scholar 

  • Olshen, R. A. (1971). The coincidence of measure algebras under an exchangeable probability. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 18, 153–158.

    Article  MathSciNet  MATH  Google Scholar 

  • Olshen, R. A. (1973). A note on exchangeable sequences. Zeitschrift fur Wahrscheinlichkeitstheorie verw. Gebiete 28, 317–321.

    Article  MathSciNet  MATH  Google Scholar 

  • Ornstein, D. S. (1973). An application of ergodic theory to probability theory. Ann. Probability 1, 43–65.

    Article  MathSciNet  MATH  Google Scholar 

  • Palacios, J. (1982). The exchangeable σ-field of Markov chains. Ph. D. thesis, University of California, Berkeley.

    Google Scholar 

  • Parthasarathy, K. R. (1967). Probability Measures on Metric Spaces. Academic Press, New York.

    Book  MATH  Google Scholar 

  • Pavlov, Y. L. (1981). Limit theorem for a characteristic of a random mapping. Theory Prob. Appl. 26, 829–834.

    Article  MATH  Google Scholar 

  • Pfeiffer, P. E. (1979). Conditional Independence in Applied Probability. UMAP, Educational Development Center, Newton, Mass.

    MATH  Google Scholar 

  • Phelps, R. R. (1966). Lectures on Choquet's Theorem. Van Nostrand, Princeton.

    MATH  Google Scholar 

  • Pitman, J. (1978). An extension of de Finetti's theorem. Adv. Appl. Prob. 10, 268–270.

    Article  Google Scholar 

  • Pittel, B. (1983). On the distributions related to transitive classes of random finite mappings. Ann. Probability 11, 428–441.

    Article  MathSciNet  MATH  Google Scholar 

  • Quine, M. P. (1978). A functional central limit theorem for a class of exchangeable sequences. Preprint, University of Sydney.

    Google Scholar 

  • Quine, M. P. (1979). A functional central limit theorem for a generalized occupancy problem. Stochastic Proc. Appl. 9, 109–115.

    Article  MathSciNet  MATH  Google Scholar 

  • Rényi, A. (1963). On stable sequences of events. Sankhyā Ser. A 25, 293–302.

    MathSciNet  MATH  Google Scholar 

  • Rényi, A. and Révész, P. (1963). A study of sequences of equivalent events as special stable sequences. Publ. Math. Debrecen. 10, 319–325.

    MathSciNet  MATH  Google Scholar 

  • Ressel, P. (1983). de Finetti type thorems: an analytical approach. Preprint, Department of Statistics, Stanford University.

    Google Scholar 

  • Ridler-Rowe, C. J. (1967). On two problems on exchangeable events. Studia Sci. Math. Hungar. 2, 415–418.

    MathSciNet  MATH  Google Scholar 

  • Ryll-Nardzewski, C. (1957). On stationary sequences of random variables and the de Finetti's equivalence. Colloquium Math. 4, 149–156.

    MathSciNet  MATH  Google Scholar 

  • Saunders, R. (1976). On joint exchangeability and conservative processes with stochastic rates. J. Appl. Prob. 13, 584–590.

    Article  MathSciNet  MATH  Google Scholar 

  • Schoenberg, I. J. (1938). Metric spaces and positive definite functions. Trans. Amer. Math. Soc. 44, 522–536.

    Article  MathSciNet  MATH  Google Scholar 

  • Serfling, R. J. (1980). Approximation Theorems of Mathematical Statistics. Wiley, New York.

    Book  MATH  Google Scholar 

  • Shaked, M. and Tong, Y. L. (1983). Some partial orderings of exchangeable random variables by positive dependence. Preprint, Mathematics Department, University of Arizona.

    Google Scholar 

  • Shields, P. C. (1979). Stationary coding of processes. IEEE Trans. Information Theory 25, 283–291.

    Article  MathSciNet  MATH  Google Scholar 

  • Sigalotti, L. (1982). On particular renewal processes interesting reliability theory. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 303–311.

    Google Scholar 

  • Slud, E. V. (1978). A note on exchangeable sequences of events. Rocky Mtn. J. 8, 439–442.

    Article  MathSciNet  MATH  Google Scholar 

  • Smith, A. M. F. (1981). On random sequences with centered spherical symmetry. J. Roy. Statist. Soc. Ser. B 43, 208–209.

    MathSciNet  MATH  Google Scholar 

  • Speed, T. P. (1982). Cumulants, k-statistics and their generalisations. Preprint, University of Western Australia.

    Google Scholar 

  • Spitzer, F. (1975). Markov random fields on an infinite tree. Ann. Probability 3, 387–398.

    Article  MathSciNet  MATH  Google Scholar 

  • Spizzichino, F. (1982). Extendibility of symmetric probability distributions and related bounds. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 313–320.

    Google Scholar 

  • Stein, C. (1983). Approximate computation of expectations. Unpublished lecture notes.

    Google Scholar 

  • Strassen, V. (1965). The existence of probability measures with given marginals. Ann. Math. Statist. 36, 423–439.

    Article  MathSciNet  MATH  Google Scholar 

  • Surabian, C. G. (1979). A survey of exchangeability. M.Sc. thesis, Tufts University.

    Google Scholar 

  • Taqqu, M. S. (1982). Self-similar processes and related ultraviolet and infrared catastrophes. In Random Fields (J. Fritz, ed.). North-Holland, Amsterdam.

    Google Scholar 

  • Teicher, H. (1982). Renewal theory for interchangeable random variables. In Exchangeability in Probability and Statistics (G. Koch and F. Spizzichino, eds.). North-Holland, Amsterdam, 113–121.

    Google Scholar 

  • Troutman, B. M. (1983). Weak convergence of the adjusted range of cumulative sums of exchangeable random variables. J. Appl. Prob. 20, 297–304.

    Article  MathSciNet  MATH  Google Scholar 

  • Vershik, A. M. and Schmidt, A. A. (1977). Limite measures arising in the theory of symmetric groups I. Theory Prob. Appl. 22, 70–85.

    Article  Google Scholar 

  • Watterson, G. A. (1976). The stationary distribution of the infinite-many neutral alleles diffusion model. J. Appl. Prob. 13, 639–651.

    Article  MathSciNet  MATH  Google Scholar 

  • Weber, N. C. (1980). A martingale approach to central limit theorems for exchangeable random variables. J. Appl. Prob. 17, 662–673.

    Article  MathSciNet  MATH  Google Scholar 

  • Zabell, S. L. (1982). W. E. Johnson's "sufficientness" postulate. Ann. Statist. 10, 1091–1099.

    Article  MathSciNet  MATH  Google Scholar 

  • Zachary, S. (1983). Countable state space Markov random fields and Markov chains on trees. Ann. Probability. to appear.

    Google Scholar 

Download references

Authors

Editor information

P. L. Hennequin

Rights and permissions

Reprints and permissions

Copyright information

© 1985 Springer-Verlag

About this paper

Cite this paper

Aldous, D.J. (1985). Exchangeability and related topics. In: Hennequin, P.L. (eds) École d'Été de Probabilités de Saint-Flour XIII — 1983. Lecture Notes in Mathematics, vol 1117. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099421

Download citation

  • DOI: https://doi.org/10.1007/BFb0099421

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15203-3

  • Online ISBN: 978-3-540-39316-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics