If a sequence of random variables with values in a Polish space is exchangeable (stationary) then it id conditionally i.i.d. given a random probability measure p. In the exchangeable case, two necessary and sufficient conditionas are given for the sequence to be i.i.d. given t(p). Essentially the same conditions apply when the sequence is stationary, apart from "i.i.d." is replaced by "ergodic".

On parametric models for invariant probability measures

FORTINI, SANDRA;
2000

Abstract

If a sequence of random variables with values in a Polish space is exchangeable (stationary) then it id conditionally i.i.d. given a random probability measure p. In the exchangeable case, two necessary and sufficient conditionas are given for the sequence to be i.i.d. given t(p). Essentially the same conditions apply when the sequence is stationary, apart from "i.i.d." is replaced by "ergodic".
2000
P., Berti; Fortini, Sandra; L., Ladelli; E., Regazzini; P., Rigo
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11565/3731635
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