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A negative answer to a problem of Aldous on determination of exchangeable sequences. (English) Zbl 1385.60047

Summary: We present results concerning when the joint distribution of an exchangeable sequence is determined by the marginal distributions of its partial sums. The question of whether or not this determination occurs was posed by D. J. Aldous [Lect. Notes Math. 1117, 1–198 (1985; Zbl 0562.60042)]. We then consider related uniqueness problems, including a continuous time analog to the Aldous problem and a randomized univariate moment problem.

MSC:

60G09 Exchangeability for stochastic processes
60G51 Processes with independent increments; Lévy processes

Citations:

Zbl 0562.60042
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