On exchangeability and Hausdorff moment problems over k-dimensional simplexes
Two classical problems, the Hausdorff moment problem and de Finetti's representation theorem for exchangeable random variables, are considered. We generalize these problems to a g-tuple of k-dimensional simplexes and an infinite sequence of g-fold partially exchangeable random variables in {0,1...
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| Format: | Journal Article |
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2014
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| Online Access: | http://hdl.handle.net/20.500.11937/71604 |
| Summary: | Two classical problems, the Hausdorff moment problem and de Finetti's representation theorem for exchangeable random variables, are considered. We generalize these problems to a g-tuple of k-dimensional simplexes and an infinite sequence of g-fold partially exchangeable random variables in {0,1,...,k}, respectively. The equivalence between them is then formalized and proven. |
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