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One dimensional uniqueness and convergence criteria for exchangeable processes

If X and X1, X2,... are exchangeable processes on [0, 1] orR+, such that for all t, then , provided that X is continuous or ergodic and satisfies certain moment conditions. It is in fact enough to assume convergence for t restricted to some suitable subset. The proof uses analytic properties of the characteristics functions, and results about the local behavior of an exchangeable process at the origin.
Year of publication:
1988
Authors: Kallenberg, Olav
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 28.1988, 2, p. 159-183
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008875743
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