Exchangeable Urn Processes
Hill, Bruce M. ; Lane, David ; Sudderth, William
Ann. Probab., Tome 15 (1987) no. 4, p. 1586-1592 / Harvested from Project Euclid
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If $Y_n$ is 1 or 0 depending on whether the $n$th ball drawn in a Polya urn scheme is red or not, then the variables $Y_1, Y_2,\ldots$ are exchangeable. It is shown for a generalized class of urn models that no other scheme gives rise to exchangeable variables unless the $Y_n$ are either independent and identically distributed, or deterministic (that is, all of the $Y_n$'s have the same value with probability 1).
Publié le : 1987-10-14
Classification:  Exchangeable,  generalized urn process,  Polya urn,  60G09,  62A15 
@article{1176991995,
     author = {Hill, Bruce M. and Lane, David and Sudderth, William},
     title = {Exchangeable Urn Processes},
     journal = {Ann. Probab.},
     volume = {15},
     number = {4},
     year = {1987},
     pages = { 1586-1592},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991995}
}

Hill, Bruce M.; Lane, David; Sudderth, William. Exchangeable Urn Processes. Ann. Probab., Tome 15 (1987) no. 4, pp.  1586-1592. http://gdmltest.u-ga.fr/item/1176991995/