Symmetries on random arrays and set-indexed processes |
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Authors: | Olav Kallenberg |
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Institution: | (1) Departments of Mathematics, Auburn University, 120 Mathematics Annex, 36849-5307 Auburn, Alabama |
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Abstract: | A processX on the setÑ of all finite subsetsJ ofN is said to be spreadable, if
for all subsequencesp=(p
1,p
2,...) ofN, wherepJ={p
j
;j J}. Spreadable processes are characterized in this paper by a representation formula, similar to those obtained by Aldous and Hoover for exchangeable arrays of r.v.'s. Our representation is equivalent to the statement that a process onÑ is spreadable, iff it can be extended to an exchangeable process indexed by all finite sequences of distinct elements fromN. The latter result may be regarded as a multivariate extension of a theorem by Ryll-Nardzewski, stating that, for infinite sequences of r.v.'s, the notions of exchangeability and spreadability are equivalent. |
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Keywords: | Exchangeable and spreadable processes measure-preserving transformations conditional independence and coupling |
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