Abstract
Classical results for exchangeable systems of random variables are extended to multiclass systems satisfying a natural partial exchangeability assumption. It is proved that the conditional law of a finite multiclass system, given the value of the vector of the empirical measures of its classes, corresponds to independent uniform orderings of the samples within each class, and that a family of such systems converges in law if and only if the corresponding empirical measure vectors converge in law. As a corollary, convergence within each class to an infinite independent and identically distributed system implies asymptotic independence between different classes. A result implying the Hewitt-Savage 0-1 law is also extended.
| Original language | English |
|---|---|
| Pages (from-to) | 1196-1203 |
| Number of pages | 8 |
| Journal | Journal of Applied Probability |
| Volume | 45 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1 Dec 2008 |
Keywords
- Chaoticity
- Convergence of empirical measures
- De Finetti's theorem
- Directing measure
- Hewitt-Savage 0-1 law
- Interacting particle system
- Mixtures
- Multiclass
- Multispecies
- Multitype
- Partial exchangeability
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