Structure of exchangeable infinitely divisible sequences of poisson random vectors

De Finetti's Theorem reveals a simple explicit structure for an infinite exchangeable sequence of zero-one random variables. Although more general results are known, simple explicit results might be expected in particular settings. In this paper such results are obtained for exchangeable sequences of infinitely divisible Poisson random variables and random vectors. The methods employed are elementary, except in that they involve appeal to moment theorems.

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Year of publication:	1986
Authors:	Griffiths, Robert C. ; Milne, Robin K.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 22.1986, 1, p. 145-160
Publisher:	Elsevier
Keywords:	exchangeability Poisson random variables Poisson random vector moment theorems

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874817