Accession Number:

ADA172003

Title:

Spreading and Predictable Sampling for Exchangeable Sequences and Processes.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s):

• Kallenberg,Olav

Report Date:

1986-05-01

Pagination or Media Count:

44.0

Abstract:

Rydll-Nardzewski 1957 proved that an infinite sequence of random variables is exchangeable, if every subsequence has the same distribution. This document discusses some restatements and extensions of this result in terms of martingales and stopping times. In the other direction, it is shown that the distribution of a finite or infinite exchangeable sequence is invariant under sampling by means of a.s. distinct but not necessarily ordered predictable stopping times. Both types of result generalize to exchangeable processes in continuous time. Author

Descriptors:

• *STATISTICAL SAMPLES
• *MATHEMATICAL PREDICTION
• STOCHASTIC PROCESSES
• RANDOM VARIABLES
• INVARIANCE
• SEQUENCES(MATHEMATICS)
• DISTRIBUTION FUNCTIONS
• STOPPING RULES(MATHEMATICS)

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE