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Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process
Authors:Marco Scarsini
Institution:Istituto di Matematica Finanziaria, Università di Parma, Via Kennedy 6, 43100 Parma, Italy
Abstract:A lower bound for the distribution function of a k-dimensional, n-extensible exchangeable process is provided when the marginals are uniform on the unit segment. The result is obtained by means of standard linear programming techniques. The lower bound for infinitely extendible exchangeable processes is the distribution of independent random variables.
Keywords:60G09  exchangeable process  extendibility
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