The Markov Moment Problem and de Finetti ’ s Theorem : Part I 15 June 2003
نویسنده
چکیده
This paper gives an abstract version of de Finetti’s theorem that characterizes mixing measureswith Lp densities. The general setting is reviewed; after the theorem is proved, it is specializedto coin tossing and to exponential random variables. Laplace transforms of bounded densities arecharacterized, and inversion formulas are discussed.
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تاریخ انتشار 2004