A correction note on: “Generalized Hewitt-Savage theorems for strictly stationary processes” [Proc. Amer. Math. Soc. 63 (1977), no. 2, 313–316; MR0501304 (58 #18695)] by R. Isaac
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Abstract:
Conditions on the distribution of a process $\{ {X_n},n \in I\}$ are given under which the invariant, tail and exchangeable $\sigma$-fields coincide; the index set $I$ is either the positive integers or all the integers. The results proven here correct similar statements given in [3].References
- David Blackwell and David Freedman, The tail $\sigma$-field of a Markov chain and a theorem of Orey, Ann. Math. Statist. 35 (1964), 1291–1295. MR 164375, DOI 10.1214/aoms/1177703284
- David Freedman, Markov chains, Holden-Day, San Francisco, Calif.-Cambridge-Amsterdam, 1971. MR 0292176
- Richard Isaac, Generalized Hewitt-Savage theorems for strictly stationary processes, Proc. Amer. Math. Soc. 63 (1977), no. 2, 313–316. MR 501304, DOI 10.1090/S0002-9939-1977-0501304-1
- Richard A. Olshen, The coincidence of measure algebras under an exchangeable probability, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 18 (1971), 153–158. MR 288797, DOI 10.1007/BF00569185
Additional Information
- © Copyright 1983 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 88 (1983), 138-140
- MSC: Primary 60G10; Secondary 60F20
- DOI: https://doi.org/10.1090/S0002-9939-1983-0691294-6
- MathSciNet review: 691294