Arbeitspapier
Exchangeable Sequences Driven by an Absolutely Continuous Random Measure
Let S be a Polish space and (Xn : n = 1) an exchangeable sequence of S-valued random variables. Let an(·) = P( Xn+1 in · | X1, . . . ,Xn) be the predictive measure and a a random probability measure on S such that an (weak) --> a a.s.. Two (related) problems are addressed. One is to give conditions for a << l a.s., where l is a (non random) sigma-finite Borel measure on S. Such conditions should concern the finite dimensional distributions L(X1, . . . ,Xn), n = 1, only. The other problem is to investigate whether ||an - a|| (a.s.) --> 0, where ||·|| is total variation norm. Various results are obtained. Some of them do not require exchangeability, but hold under the weaker assumption that (Xn) is conditionally identically distributed, in the sense of [2].
- Sprache
-
Englisch
- Erschienen in
-
Series: Quaderni di Dipartimento ; No. 142
- Klassifikation
-
Wirtschaft
- Thema
-
Conditional identity in distribution
Exchangeability
Predictive measure
Random probability measure
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Berti, Patrizia
Pratelli, Luca
Rigo, Pietro
- Ereignis
-
Veröffentlichung
- (wer)
-
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
- (wo)
-
Pavia
- (wann)
-
2011
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Berti, Patrizia
- Pratelli, Luca
- Rigo, Pietro
- Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
Entstanden
- 2011
Ähnliche Objekte (12)
Random sets versus random sequences
Asymptotics for random moment sequences
Stationary sequences and random fields
Cryptographic shuffling of random and pseudorandom sequences
Point processes : a random Radon measure approach
Continuous approximation of a random walk
De novo evolution of genetic function from random sequences
Extremes and related properties of random sequences and processes
On the convergence of sequences of dependent random variables
Dynamic probabilistic constraints under continuous random distributions
Continuous Homophily and Clustering in Random Networks
Continuous homophily and clustering in random networks
Random sets versus random sequences
Asymptotics for random moment sequences
Stationary sequences and random fields
Cryptographic shuffling of random and pseudorandom sequences
Point processes : a random Radon measure approach
Continuous approximation of a random walk
De novo evolution of genetic function from random sequences
Extremes and related properties of random sequences and processes
On the convergence of sequences of dependent random variables
Dynamic probabilistic constraints under continuous random distributions
Continuous Homophily and Clustering in Random Networks
Continuous homophily and clustering in random networks
Random sets versus random sequences
Asymptotics for random moment sequences
Stationary sequences and random fields
Cryptographic shuffling of random and pseudorandom sequences
Point processes : a random Radon measure approach
Continuous approximation of a random walk
De novo evolution of genetic function from random sequences
Extremes and related properties of random sequences and processes
On the convergence of sequences of dependent random variables
Dynamic probabilistic constraints under continuous random distributions
Continuous Homophily and Clustering in Random Networks