A famous theorem of De Finetti (1931) shows that an exchangeable sequence of 10, 11 -valued random variables is a unique mixture of coin tossing processes. Many generalizations of this result have been found; Hewitt and Savage (1955) for example extended De Finetti's theorem to arbitrary compact state spaces (instead of just IO, 10).Another type of question arises naturally in this context. How can mixtures of independent and identically distributed random sequences with certain specified (say normal, Poisson, or exponential) distributions be characterized among all exchangeable sequences?We present a general theorem from which the "abstract" theorem of Hewitt and Savage as well as many "concrete" results-as just mentionedcan be easily deduced. Our main tools are some rather recent results from harmonic analysis on abelian semigroups.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.