Journal of Theoretical Probability

, Volume 29, Issue 2, pp 423–442 | Cite as

Countable Partially Exchangeable Mixtures

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Abstract

Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti’s mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable sequences with mixing measure concentrated on a countable set, for sequences of random variables both on a discrete space and on a Polish space.

Keywords

Exchangeability Partial exchangeability Markov exchangeability Countable mixtures of Markov chains Hidden Markov model Mixing measure 

Mathematics Subject Classification

60G09 60J05 

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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  1. 1.Dipartimento di Economia e FinanzaUniversità LUISSRomeItaly
  2. 2.Istituto di Elettronica e di Ingegneria dell’Informazione e delle TelecomunicazioniConsiglio Nazionale delle RicerchePaduaItaly

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