Countable Partially Exchangeable Mixtures

Abstract

Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti's mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable sequences with mixing measure concentrated on a countable set, both for discrete valued and for Polish valued sequences.Comment: 24 pages, no figures in Journal of Theoretical Probability 201