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Exchangeability and related topics

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Book cover École d'Été de Probabilités de Saint-Flour XIII — 1983

Part of the book series: Lecture Notes in Mathematics ((LNMECOLE,volume 1117))

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Abbreviations

R:

set of real numbers

ℤ; ℕ:

set of all integers; set of natural numbers

#A:

cardinality of set A

1A :

indicator function/random variable: 1A(x)=1 for xεA=0 else

δa(·):

probability measure degenerate at a: δa(A)=1A(a)

F ⊂ G a.s.:

for each G ε G there exists F ε F such that P(F Δ G)=0

F=G a.s.:

F ⊂ G a.s. and G ⊂ F a.s.

F is trivial:

F={φ,ω} a.s.

L(X):

distribution of random variable X

σ(X):

σ-field generated by X

:

convergence in probability

:

convergence in distribution

N(µ,σ2):

Normal distribution

U(0,1):

Uniform distribution on (0,1)

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P. L. Hennequin

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Aldous, D.J. (1985). Exchangeability and related topics. In: Hennequin, P.L. (eds) École d'Été de Probabilités de Saint-Flour XIII — 1983. Lecture Notes in Mathematics, vol 1117. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099421

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