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Mathematics  2013 

Countable Partially Exchangeable Mixtures

DOI: 10.1007/s10959-014-0573-9

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Abstract:

Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti's mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable sequences with mixing measure concentrated on a countable set, both for discrete valued and for Polish valued sequences.

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