arXiv · 1903.10804
Ergodic quasi-exchangeable stationary processes are isomorphic to Bernoulli processes
Abstract
{\abstract{\textwidth=4,5 in} A discrete time process, with law $\mu$, is quasi-exchangeable if for any finite permutation $\sigma$ of time indices, the law $\mu_\sigma$ of the resulting process is equivalent to $\mu$. For a quasi-exchangeable stationary process we prove mainly (1) that if the process is ergodic then it is isomorphic to a Bernoulli process and (2) that if the family of all Radon-Nikodym derivatives $\{{d\mu_\sigma\over d\mu}\}$ is uniformly integrable then the process is a mixture of Bernoulli processes, which generalizes De Finetti's Theorem. We give application of (1) to some determinantal processes. }
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Doureid Hamdan. 2019-03-26. Ergodic quasi-exchangeable stationary processes are isomorphic to Bernoulli processes. https://arxiv.org/abs/1903.10804
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