A representation theorem applied to weakly exchangeable non-negative definite arrays
type: Item
instance of: scholarly article
title: A representation theorem applied to weakly exchangeable non-negative definite arrays
zbMATH Open document ID: 0695.60045
DOI: 10.1016/0022-247X(89)90008-5
author: Kevin Hestir
published in: Journal of Mathematical Analysis and Applications
publication date: 1989-01-01T00:00:00Z
review text: Let \(X=(X_{ij})_{1\leq i,j<\infty}\) be a weakly exchangeable symmetric non-negative definite (WESND) array, i.e. a random real valued array such that: (i) \((X_{ij})_{1\leq i,j<\infty}=^{d}(X_{\pi i,\pi j})_{1\leq i,j<\infty}\) for any permutation \(\pi\) that leaves all but a finite number of integers fixed; (ii) \(X_{ij}=X_{ji}\) for all i and j; and (iii) the matrix \((X_{ij})_{1\leq i,j\leq m}\) is non-negative definite for each \(m\geq 1.\) Assuming that E \(X^ 2_{ii}<\infty\) for all i, the author shows that the distribution of X is extreme if and only if \(X=^{d}Y+Z\), where Y is a WESND diagonal array with i.i.d. non-negative diagonal entries, and Z is a WESND array whose entries are inner products of i.i.d. random elements from a Hilbert space.
Mathematics Subject Classification ID: 60G09
zbMATH DE Number: 4138867
zbMATH Keywords: non-negative definite arrays
zbMATH Keywords: weakly exchangeable
zbMATH Keywords: random elements from a Hilbert space
reviewed by: Aurel Spătaru
MaRDI profile type: Publication
cites work: École d'été de probabilités de Saint-Flour XIII - 1983
cites work: Representations for partially exchangeable arrays of random variables
cites work: Gram-de Finetti matrices
cites work: Sufficient statistics and extreme points
cites work: Q3959196
description: scientific article; zbMATH DE number 4138867