A Very General De Finetti-Type Theorem
Paul Ressel
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Paul Ressel: Katholische Universität Eichstätt, Math.-Geogr. Fakultät
A chapter in Probability and Bayesian Statistics, 1987, pp 403-413 from Springer
Abstract:
Abstract A few years ago it turned out that De Finetti’s famous theorem concerning exchangeable 0–1 valued random variables can also be proved by harmonic analysis means, applied to the special semigroup {(k,n) ∊ IN o 2 |k ≦ n}. This is no pure coincidence; a careful inspection of the new proof revealed that many other De Finetti-type theorems, old and new ones, could be shown the same way, among them Schoenberg’s representation of spherically symmetric random sequences, Hewitt and Savage’s far-reaching generalisation of De Finetti’s original result, and numerous characterisations of mixtures of i.i.d.-sequences with concrete prescribed distributions.
Keywords: Brownian Bridge; Positive Definite Function; Bernstein Function; Convolution Semigroup; Abelian Semigroup (search for similar items in EconPapers)
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-1885-9_41
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DOI: 10.1007/978-1-4613-1885-9_41
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