De Finetti's Theorem In Continuous Time

De Finetti's Theorem In Continuous Time

Report Number
456
Authors
David A. Freedman
Citation
Ann. Inst. Henri Poincare 34, 339-383, 1998
Abstract

This paper gives a simpler proof of theorems characterizing mixtures of processes with stationary, independent increments, or mixtures of continuous-time Markov chains.

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