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Convergence of multi-class systems of fixed possibly infinite sizes

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Abstract

Multi-class systems having possibly both finite and infinite classes are investigated under a natural partial exchangeability assumption. It is proved that the conditional law of such a system, given the vector constituted by the empirical measures of its finite classes and the directing measures of its infinite ones (given by the de Finetti Theorem), corresponds to sampling independently from each class, without replacement from the finite classes and i.i.d. from the directing measure for the infinite ones. The equivalence between the convergence of multi-exchangeable systems with fixed class sizes and the convergence of the corresponding vectors of measures is then established.

Original languageEnglish
Pages (from-to)31-35
Number of pages5
JournalStatistics and Probability Letters
Volume81
Issue number1
DOIs
Publication statusPublished - 1 Jan 2011

Keywords

  • De Finetti Theorem
  • Interacting particle systems
  • Mixtures
  • Multi-class systems
  • Partial exchangeability

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