On mixtures of distributions of Markov chains

Stochastic Processes and their Applications

Volumn 100, Issue 1-2, 2002, Pages 147-165

  Fortini, Sandra ^a   Ladelli, Lucia ^b   Petris, Giovanni ^c   Regazzini, Eugenio ^d  

^a BOCCONI UNIVERSITY   (Italy)

^b POLITECNICO DI MILANO   (Italy)

^c UNIVERSITY OF ARKANSAS   (United States)

^d UNIVERSITY OF PAVIA   (Italy)

Author keywords

Freedman (Markov) exchangeability; Matrix of successor states; Mixtures of laws of Markov chains; Partial exchangeability (in de Finetti's sense)

Indexed keywords

EID: 0036069340     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00093-5     Document Type: Article

References (15)

1. De Finetti's theorem for Markov chains
2. De Finetti's generalizations of exchangeability
3. La prévision: Ses lois logiques
4. Sur la condition d' "equivalence partielle"
5. La probabilità e la statistica nei rapporti con l'induzione secondo i diversi punti di vista
6. On mixtures of distributions of Markov chains
7. Mixture of Markov processes
8. Invariants under mixing which generalize de Finetti's theorem
9. De Finetti's theorem in continuous time
10. Characterizations and embedding properties in exchangeability
11. Characterizing Markov exchangeable sequences
12. Urn models for Markov exchangeability
13. A finite form of de Finetti's theorem for stationary Markov exchangeability