Results 11 to 20 of about 241 (47)

On the Dovbysh-Sudakov representation result [PDF]

open access: yes, 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
core   +3 more sources

Some aspects of additive coalescents [PDF]

open access: yes, 2002
We present some aspects of the so-called additive coalescence, with a focus on its connections with random trees, Brownian excursion, certain bridges with exchangeable increments, L\'evy processes, and sticky particle ...
Bertoin, Jean
core   +2 more sources

On a representation theorem for finitely exchangeable random vectors [PDF]

open access: yes, 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
core   +2 more sources

Shifting processes with cyclically exchangeable increments at random [PDF]

open access: yes, 2014
We propose a path transformation which applied to a cyclically exchangeable increment process conditions its minimum to belong to a given interval. This path transformation is then applied to processes with start and end at zero. It is seen that, under
Bravo, Gerónimo Uribe, Chaumont, Loïc
core   +6 more sources

A note on Boolean stochastic processes [PDF]

open access: yes, 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
core   +1 more source

On a Gibbs characterization of normalized generalized Gamma processes [PDF]

open access: yes, 2007
We show that a Gibbs characterization of normalized generalized Gamma processes, recently obtained in Lijoi, Pr\"unster and Walker (2007), can alternatively be derived by exploiting a characterization of exponentially tilted Poisson-Kingman models stated
Cerquetti, Annalisa
core   +1 more source

Chaoticity for multi-class systems and exchangeability within classes [PDF]

open access: yes, 2008
Classical results for exchangeable systems of random variables are extended to multi-class systems satisfying a natural partial exchangeability assumption.
Graham, Carl
core   +5 more sources

Moments of convex distribution functions and completely alternating sequences

open access: yes, 2006
We solve the moment problem for convex distribution functions on $[0,1]$ in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the L\'{e}vy-Khintchine formula ...
Gnedin, Alexander, Pitman, Jim
core   +2 more sources

A Species Sampling Model with Finitely many Types

open access: yes, 2010
A two-parameter family of exchangeable partitions with a simple updating rule is introduced. The partition is identified with a randomized version of a standard symmetric Dirichlet species-sampling model with finitely many types.
Gnedin, Alexander
core   +1 more source

Asymptotic laws for compositions derived from transformed subordinators [PDF]

open access: yes, 2006
A random composition of $n$ appears when the points of a random closed set $\widetilde{\mathcal{R}}\subset[0,1]$ are used to separate into blocks $n$ points sampled from the uniform distribution. We study the number of parts $K_n$ of this composition and
Gnedin, Alexander   +2 more
core   +2 more sources

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