Characterisation of exchangeable sequences through empirical distributions

Martin Bladt; Dimitry Shaiderman

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arXiv · 1903.07861

Characterisation of exchangeable sequences through empirical distributions

Martin Bladt·Dimitry Shaiderman

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Abstract

It is a well-known fact that an exchangeable sequence has empirical distributions that form a reverse-martingale. This paper is devoted to proof of the converse statement. As a byproduct of the proof for the binary case, we introduce and discuss the notion of two-coloring exchangeability.

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Martin Bladt, Dimitry Shaiderman. 2019-03-19. Characterisation of exchangeable sequences through empirical distributions. https://arxiv.org/abs/1903.07861

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