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Countable Partially Exchangeable Mixtures

Author

Listed:
  • Cecilia Prosdocimi

    (Università LUISS)

  • Lorenzo Finesso

    (Consiglio Nazionale delle Ricerche)

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.

Suggested Citation

  • Cecilia Prosdocimi & Lorenzo Finesso, 2016. "Countable Partially Exchangeable Mixtures," Journal of Theoretical Probability, Springer, vol. 29(2), pages 423-442, June.
    • Handle: RePEc:spr:jotpro:v:29:y:2016:i:2:d:10.1007_s10959-014-0573-9
    DOI: 10.1007/s10959-014-0573-9
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    References listed on IDEAS

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    1. Epifani, I. & Fortini, S. & Ladelli, L., 2002. "A characterization for mixtures of semi-Markov processes," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 445-457, December.
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