The infinite extendibility problem for exchangeable real-valued random vectors
Jan-Frederik Mai
Abstract:We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on R d , which is: Can a given random vector X = (X 1 , . . . , X d ) be represented in distribution as the first d members of an infinite exchangeable sequence of random variables? This is the case if and only if X has a stochastic representation that is "conditionally iid" according to the seminal De Finetti's Theorem. Of particular interest are cases in which the original motivation behind the mod… Show more
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