One dimensional uniqueness and convergence criteria for exchangeable processes

Olav Kallenberg

Stochastic Processes and their Applications, 1988, vol. 28, issue 2, 159-183

Abstract: If X and X1, X2,... are exchangeable processes on [0, 1] orR+, such that for all t, then , provided that X is continuous or ergodic and satisfies certain moment conditions. It is in fact enough to assume convergence for t restricted to some suitable subset. The proof uses analytic properties of the characteristics functions, and results about the local behavior of an exchangeable process at the origin.

Date: 1988
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