De Finetti's Theorem for Markov Chains
Diaconis, P. ; Freedman, D.
Ann. Probab., Tome 8 (1980) no. 6, p. 115-130 / Harvested from Project Euclid
Let $Z = (Z_0, Z_1, \cdots)$ be a sequence of random variables taking values in a countable state space $I$. We use a generalization of exchangeability called partial exchangeability. $Z$ is partially exchangeable if for two sequences $\sigma, \tau \in I^{n+1}$ which have the same starting state and the same transition counts, $P(Z_0 = \sigma_0, Z_1 = \sigma_1, \cdots, Z_n = \sigma_n) = P(Z_0 = \tau_0, Z_1 = \tau_1, \cdots, Z_n = \tau_n)$. The main result is that for recurrent processes, $Z$ is a mixture of Markov chains if and only if $Z$ is partially exchangeable.
Publié le : 1980-02-14
Classification:  Mixture of Markov chains,  de Finetti's theorem,  extreme point representations,  zero-one laws,  60J05,  62A15
@article{1176994828,
     author = {Diaconis, P. and Freedman, D.},
     title = {De Finetti's Theorem for Markov Chains},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 115-130},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994828}
}
Diaconis, P.; Freedman, D. De Finetti's Theorem for Markov Chains. Ann. Probab., Tome 8 (1980) no. 6, pp.  115-130. http://gdmltest.u-ga.fr/item/1176994828/