Countable Partially Exchangeable Mixtures

Cecilia Prosdocimi () and Lorenzo Finesso ()
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Cecilia Prosdocimi: Università LUISS
Lorenzo Finesso: Consiglio Nazionale delle Ricerche

Journal of Theoretical Probability, 2016, vol. 29, issue 2, 423-442

Abstract: Abstract Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti’s mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable sequences with mixing measure concentrated on a countable set, for sequences of random variables both on a discrete space and on a Polish space.

Keywords: Exchangeability; Partial exchangeability; Markov exchangeability; Countable mixtures of Markov chains; Hidden Markov model; Mixing measure; 60G09; 60J05 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10959-014-0573-9

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