Exchangeable sequences driven by an absolutely continuous random measure
نویسندگان
چکیده
منابع مشابه
Exchangeable Sequences Driven by an Absolutely Continuous Random Measure
Let S be a Polish space and (Xn : n ≥ 1) an exchangeable sequence of S-valued random variables. Let αn(·) = P ( Xn+1 ∈ · | X1, . . . , Xn ) be the predictive measure and α a random probability measure on S such that αn weak −→ α a.s.. Two (related) problems are addressed. One is to give conditions for α λ a.s., where λ is a (non random) σ-finite Borel measure on S. Such conditions should concer...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2013
ISSN: 0091-1798
DOI: 10.1214/12-aop786