CHAOTICITY FOR MULTICLASS SYSTEMS AND EXCHANGEABILITY WITHIN CLASSES

被引:10
作者
Graham, Carl [1 ]
机构
[1] Ecole Polytech, CNRS, Ctr Math Appl, F-91128 Palaiseau, France
关键词
Interacting particle system; multiclass; multitype; multispecies; mixtures; partial exchangeability; chaoticity; convergence of empirical measures; de Finetti's theorem; directing measure; Hewitt-Savage; 0-1; law;
D O I
10.1239/jap/1231340243
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Classical results for exchangeable systems of random variables are extended to multiclass systems satisfying a natural partial exchangeability assumption. It is proved that the conditional law of a finite multiclass system, given the value of the vector of the empirical measures of its classes, corresponds to independent uniform orderings of the samples within each class, and that a family of such systems converges in law if and only if the corresponding, empirical measure vectors converge in law. As a corollary, convergence within each class to an infinite independent and identically distributed system implies asymptotic independence between different classes. A result implying the Hewitt-Savage 0-1 law is also extended.
引用
收藏
页码:1196 / 1203
页数:8
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