Some New Representations in Bivariate Exchangeability.
Abstract
Consider an array X=(X subij, i,j epsilon N) of random variables, and let U=(U sub ij) and V=(V sub ij) be orthogonal transformations, affecting only finitely many coordinates. Say that X is separately rotatable if UXV sub T = over d X for arbitrary U and V and jointly rotatable if this holds with U=V. Restricting U and V to the class of permutations, we get instead the property of separate or joint exchangeability. Processes on R 2sub+, R sub + x0,1 or 0,1 sub 2 are said to be separately or jointly exchangeable, if the arrays of increments over arbitrary square grids have these properties. For some of the above cases, explicit representations have been obtained by Aldous (1981) and Hoover (1979). The aim of this paper is to continue the work of these authors by deriving some new representations, and by solving the associated uniqueness and continuity problems.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1986
- Accession Number
- ADA177017
Entities
People
- Olav Kallenberg
Organizations
- University of North Carolina at Chapel Hill