Representations for partially exchangeable arrays of random variables
Consider an array of random variables (Xi,j), 1 <= i,j < [infinity], such that permutations of rows or of columns do not alter the distribution of the array. We show that such an array may be represented as functions f([alpha], [xi]i, [eta]j, [lambda]i,j) of underlying i.i.d, random variables. This result may be useful in characterizing arrays with additional structure. For example, we characterize random matrices whose distribution is invariant under orthogonal rotation, confirming a conjecture of Dawid.
Year of publication: |
1981
|
---|---|
Authors: | Aldous, David J. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 11.1981, 4, p. 581-598
|
Publisher: |
Elsevier |
Subject: | Exchangeability spherical matrices |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Aldous, David J., (1993)
-
Meeting times for independent Markov chains
Aldous, David J., (1991)
-
Inequalities for rare events in time-reversible Markov chains II
Aldous, David J., (1993)
- More ...