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  • 标题:Identifiability of Exchangeable Sequences with Identically Distributed Partial Sums
  • 本地全文:下载
  • 作者:Evans, Steven N. ; Zhou, Xiaowen
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:1999
  • 卷号:4
  • 页码:9-13
  • DOI:10.1214/ECP.v4-1000
  • 出版社:Electronic Communications in Probability
  • 摘要:Consider two exchangeable sequences $(X_k)_{k \in N}$ and $(\hat{X}_k)_{k \in N}$ with the property that $S_n \equiv \sum_{k=1}^n X_k$ and $\hat{S}_n \equiv \sum_{k=1}^n \hat{X}_k$ have the same distribution for all $n \in N$. David Aldous posed the following question. Does this imply that the two exchangeable sequences have the same joint distributions? We give an example that shows the answer to Aldous' question is, in general, in the negative. On the other hand, we show that the joint distributions of an exchangeable sequence can be recovered from the distributions of its partial sums if the sequence is a countable mixture of i.i.d. sequences that are either nonnegative or have finite moment generating functions in some common neighbourhood of zero.
  • 关键词:exchangeability, de Finetti's theorem, characteristics function, Laplace transform, moment generating function;60E10, 60G09
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