A Finite Form of De Finetti's Theorem for Stationary Markov Exchangeability
Zaman, Arif
Ann. Probab., Tome 14 (1986) no. 4, p. 1418-1427 / Harvested from Project Euclid
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De Finetti's theorem for stationary Markov exchangeability states that a sequence having a stationary and Markov exchangeable distribution is a mixture of Markov chains. A finite version of this theorem is given by considering a finite sequence $X_1,\ldots, X_n$ which is stationary and Markov exchangeable. It is shown that any portion of $k$ consecutive elements, say $X_1,\cdots, X_k$ for $k < n$, is nearly a mixture of Markov chains (the distance measured in the variation norm).
Publié le : 1986-10-14
Classification:  de Finetti's theorem,  Markov exchangeability,  stationary processes,  Markov chains,  60J05,  60G10 
@article{1176992383,
     author = {Zaman, Arif},
     title = {A Finite Form of De Finetti's Theorem for Stationary Markov Exchangeability},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 1418-1427},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992383}
}

Zaman, Arif. A Finite Form of De Finetti's Theorem for Stationary Markov Exchangeability. Ann. Probab., Tome 14 (1986) no. 4, pp.  1418-1427. http://gdmltest.u-ga.fr/item/1176992383/