ON THE EXISTENCE OF EXCHANGEABLE OR STATI ONARY-SEQUENCES OF S-BY-S INDEPENDENT RANDOM-VARIABLES

Authors
BRETAGNOLLE J KLOPOTOWSKI A
Citation
J. Bretagnolle et A. Klopotowski, ON THE EXISTENCE OF EXCHANGEABLE OR STATI ONARY-SEQUENCES OF S-BY-S INDEPENDENT RANDOM-VARIABLES, Annales de l'I.H.P. Probabilites et statistiques, 31(2), 1995, pp. 325-350
Citations number
25
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annales de l'I.H.P. Probabilites et statistiques → ACNP
ISSN journal
02460203
Volume
31
Issue
2
Year of publication
1995
Pages
325 - 350
Database
ISI
SICI code
0246-0203(1995)31:2<325:OTEOEO>2.0.ZU;2-4
Abstract
It is well known that infinite sequences of pairwise independent and e xchangeable random variables do not exist, In this note we consider fi nite sequences of random variables which are s by s independent and ex changeable. We give examples of such sequences which cannot be extende d above some dimension that can be explicitely computed. We have also found some new examples of infinite painwise independent and stationna ry sequences.