Results 1 to 10 of about 244 (56)
The deFinetti representation of generalised Marshall–Olkin sequences
Dependence Modeling, 2020 We show that each infinite exchangeable sequence τ1, τ2, . . . of random variables of the generalised Marshall–Olkin kind can be uniquely linked to an additive subordinator via its deFinetti representation. This is useful for simulation, model estimation,
Sloot Henrik
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On partially Schur-constant models and their associated copulas
Dependence Modeling, 2021 Schur-constant vectors are used to model duration phenomena in various areas of economics and statistics. They form a particular class of exchangeable vectors and, as such, rely on a strong property of symmetry.
Lefèvre Claude
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Implementing Markovian models for extendible Marshall–Olkin distributions
Dependence Modeling, 2022 We derive a novel stochastic representation of exchangeable Marshall–Olkin distributions based on their death-counting processes. We show that these processes are Markov.
Sloot Henrik
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Dependence Modeling, 2020 We first review an approach that had been developed in the past years to introduce concepts of “bivariate ageing” for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate ageing.
Nappo Giovanna, Spizzichino Fabio
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A note on Boolean stochastic processes [PDF]
, 2014 For the quantum stochastic processes generated by the Boolean Commutation Relations, we prove the following version of De Finetti Theorem: each of such Boolean process is exchangeable if and only if it is independent and identically distributed with ...
Fidaleo, francesco
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On the Dovbysh-Sudakov representation result [PDF]
, 2009 We present a detailed proof of the Dovbysh-Sudakov representation for symmetric positive definite weakly exchangeable infinite random arrays, called Gram-de Finetti matrices, which is based on the representation result of Aldous and Hoover for arbitrary (
Panchenko, Dmitry
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Chaoticity for multi-class systems and exchangeability within classes [PDF]
, 2008 Classical results for exchangeable systems of random variables are extended to multi-class systems satisfying a natural partial exchangeability assumption.
Graham, Carl
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INVARIANT MEASURES CONCENTRATED ON COUNTABLE STRUCTURES
Forum of Mathematics, Sigma, 2016 Let $L$ be a countable language. We say that a countable infinite $L$
NATHANAEL ACKERMAN +2 more
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The law of the iterated logarithm for exchangeable random variables
International Journal of Mathematics and Mathematical Sciences, Volume 18, Issue 2, Page 391-396, 1995., 1993 In this note, necessary and sufficient conditions for laws of the iterated logarithm are developed for exchangeable random variables.
Hu-Ming Zhang, Robert L. Taylor
wiley +1 more source
On a representation theorem for finitely exchangeable random vectors [PDF]
, 2016 A random vector $X=(X_1,\ldots,X_n)$ with the $X_i$ taking values in an arbitrary measurable space $(S, \mathscr{S})$ is exchangeable if its law is the same as that of $(X_{\sigma(1)}, \ldots, X_{\sigma(n)})$ for any permutation $\sigma$.
Janson, Svante +2 more
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