Structure of exchangeable infinitely divisible sequences of poisson random vectors

Robert C. Griffiths and Robin K. Milne

Stochastic Processes and their Applications, 1986, vol. 22, issue 1, 145-160

Abstract: De Finetti's Theorem reveals a simple explicit structure for an infinite exchangeable sequence of zero-one random variables. Although more general results are known, simple explicit results might be expected in particular settings. In this paper such results are obtained for exchangeable sequences of infinitely divisible Poisson random variables and random vectors. The methods employed are elementary, except in that they involve appeal to moment theorems.

Keywords: exchangeability; Poisson; random; variables; Poisson; random; vector; moment; theorems (search for similar items in EconPapers)
Date: 1986
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