Hoeffding decompositions and urn sequences
El-Dakkak, Omar ; Peccati, Giovanni
Ann. Probab., Tome 36 (2008) no. 1, p. 2280-2310 / Harvested from Project Euclid
Let X=(X1, X2, …) be a nondeterministic infinite exchangeable sequence with values in {0, 1}. We show that X is Hoeffding decomposable if, and only if, X is either an i.i.d. sequence or a Pólya sequence. This completes the results established in Peccati [Ann. Probab. 32 (2004) 1796–1829]. The proof uses several combinatorial implications of the correspondence between Hoeffding decomposability and weak independence. Our results must be compared with previous characterizations of i.i.d. and Pólya sequences given by Hill, Lane and Sudderth [Ann. Probab. 15 (1987) 1586–1592] and Diaconis and Ylvisaker [Ann. Statist. 7 (1979) 269–281]. The final section contains a partial characterization of Hoeffding decomposable sequences with values in a set with more than two elements.
Publié le : 2008-11-15
Classification:  Exchangeable sequences,  Hoeffding decompositions,  Pólya urns,  weak independence,  60G09,  60G99
@article{1229696603,
     author = {El-Dakkak, Omar and Peccati, Giovanni},
     title = {Hoeffding decompositions and urn sequences},
     journal = {Ann. Probab.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 2280-2310},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1229696603}
}
El-Dakkak, Omar; Peccati, Giovanni. Hoeffding decompositions and urn sequences. Ann. Probab., Tome 36 (2008) no. 1, pp.  2280-2310. http://gdmltest.u-ga.fr/item/1229696603/