The Markov moment problem and de Finetti's theorem. II
type: Item
instance of: scholarly article
title: The Markov moment problem and de Finetti's theorem. II
zbMATH Open document ID: 1066.60005
author: Persi Diaconis
author: David Freedman
published in: Mathematische Zeitschrift
publication date: 2005-02-11T00:00:00Z
review text: [For part I of this paper see the preceding review, Zbl 1066.60004.] This work gives an abstract version of de Finetti's theorem that characterizes mixing measures with \(L_p\) densities in the general setting described by the authors [in: J. K. Gosh, J. Roy (eds.), Proc. Indian Stat. Assoc. Golden Jubilee: Applications and New Directions. Indian Stat. Inst., Calcutta, 205--236 (1984)] which covers partial exchangeability. After the version being given it is illustrated on the setting of coin tossing and exponential random variables. Laplace transforms of bounded densities are characterized, and the inversion formulas are studied.
reviewed by: Nelson I. Tanaka
Mathematics Subject Classification ID: 60A10
Mathematics Subject Classification ID: 44A60
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 2133477
zbMATH Keywords: mixing measures
zbMATH Keywords: Laplace transforms of bounded densities
zbMATH Keywords: inversion formulas
MaRDI profile type: Publication
full work available at URL: s00209-003-0636-6
OpenAlex ID: W4244213349
DOI: 10.1007/S00209-003-0636-6
description: scientific article; zbMATH DE number 2133477