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Convergence of multi-class systems of fixed possibly infinite sizes

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  • Graham, Carl

Abstract

Multi-class systems having possibly both finite and infinite classes are investigated under a natural partial exchangeability assumption. It is proved that the conditional law of such a system, given the vector constituted by the empirical measures of its finite classes and the directing measures of its infinite ones (given by the de Finetti Theorem), corresponds to sampling independently from each class, without replacement from the finite classes and i.i.d. from the directing measure for the infinite ones. The equivalence between the convergence of multi-exchangeable systems with fixed class sizes and the convergence of the corresponding vectors of measures is then established.

Suggested Citation

  • Graham, Carl, 2011. "Convergence of multi-class systems of fixed possibly infinite sizes," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 31-35, January.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:1:p:31-35
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    References listed on IDEAS

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    1. Graham, Carl, 1992. "McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets," Stochastic Processes and their Applications, Elsevier, vol. 40(1), pages 69-82, February.
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