1,720,989 research outputs found
Bruno de Finetti's encounter with martingales
No full textAn account of the first encounter,in 1938, of de Finetti with the notion of martingale is given. The reasons, of an actuarial nature, which led him to deal with the subject are explained, along with a description of the ensuing original contributions to the specific field of martingales. The value of some of his conclusions is, then, discussed in the light of later development of the theory. The note is completed by a few remarks about an interpretative problem concerning the connection between the risk aversion criterion and the (actuarial)criterion based on the riskiness level
A central limit problem for partially exchangeable random variables. 1996.
No full textThe paper deals with the central limit problem for arrays of partially exchangeable random variables. It is shown that, under suitable negligibility conditions, the class of limiting laws coincides with that of exchangeable laws which are presentable as mixtures of infinitely divisible distributions. Moreover necessary and sufficient conditions for convergence to any specified element are provided. An analogous representation is given for mixtures of stable laws
A Central Limit Problem for Partially Exchangeable Random Variables
No full textTraduzione inglese: Theory of Probability and its Applications, SIAM (1997
Exchangeability, predictive distributions and parametric models
No full textConditions are stated in order that parametric models turn out to be limiting forms of predictive distributions and parameters are limt of suitable predictive sufficient statistics
On mixtures of distributions of Markov chains
No full textWe prove that the law of a chain is a mixture of laws of markov chains if and only if successor states are partially exchangeable. We also prove that an analogous statement holds true for mixtures of laws of Markov chains with atomic kernels. Going back to the discrete case, we analyze the relationship between partial exchangeability of successor states and Markov exchangeability in the sense of Diaconis and Freedman. The main statement is that the former is stronger than the latter but they are equivalent under the assumption of recurence
On parametric models for invariant probability measures
No full textWe give necessary and sufficient conditions for a sequence of random variables to be conditionally ergodic given a transformation of the rgodic measure
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
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