The Annals of Probability

Urn Models for Markov Exchangeability

Arif Zaman

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Abstract

Markov exchangeability, a generalization of exchangeability that was proposed by de Finetti, requires that a probability on a string of letters be constant on all strings which have the same initial letter and the same transition counts. The set of Markov exchangeable measures forms a convex set. A graph theoretic and an urn interpretation of the extreme points of this convex set is given.

Article information

Source
Ann. Probab., Volume 12, Number 1 (1984), 223-229.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993385

Digital Object Identifier
doi:10.1214/aop/1176993385

Mathematical Reviews number (MathSciNet)
MR723741

Zentralblatt MATH identifier
0542.60065

JSTOR
links.jstor.org

Subjects
Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Secondary: 62A15 05C35: Extremal problems [See also 90C35]

Keywords
Extreme point representation partial exchangeability Eulerian paths

Citation

Zaman, Arif. Urn Models for Markov Exchangeability. Ann. Probab. 12 (1984), no. 1, 223--229. doi:10.1214/aop/1176993385. https://projecteuclid.org/euclid.aop/1176993385


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