Countable Partially Exchangeable Mixtures
arXiv:1306.5631 · doi:10.1007/s10959-014-0573-9
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, both for discrete valued and for Polish valued sequences.
24 pages, no figures in Journal of Theoretical Probability 2014