Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process |
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Authors: | Marco Scarsini |
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Institution: | Istituto di Matematica Finanziaria, Università di Parma, Via Kennedy 6, 43100 Parma, Italy |
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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. |
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Keywords: | 60G09 exchangeable process extendibility |
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