We prove that the law of a chain is a mixture of laws of markov chains if and only if successor states are partially exchangeable. We also prove that an analogous statement holds true for mixtures of laws of Markov chains with atomic kernels. Going back to the discrete case, we analyze the relationship between partial exchangeability of successor states and Markov exchangeability in the sense of Diaconis and Freedman. The main statement is that the former is stronger than the latter but they are equivalent under the assumption of recurence.
On mixtures of distributions of Markov chains
FORTINI, SANDRA;
2002
Abstract
We prove that the law of a chain is a mixture of laws of markov chains if and only if successor states are partially exchangeable. We also prove that an analogous statement holds true for mixtures of laws of Markov chains with atomic kernels. Going back to the discrete case, we analyze the relationship between partial exchangeability of successor states and Markov exchangeability in the sense of Diaconis and Freedman. The main statement is that the former is stronger than the latter but they are equivalent under the assumption of recurence.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
