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Urn Models for Markov Exchangeability
The Annals of Probability
Vol. 12, No. 1 (Feb., 1984), pp. 223-229
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2243607
Page Count: 7
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Markov exchangeability, a generalization of exchangeability that was proposed by de Finetti, requires that a probability on a string of letters be constant on all strings which have the same initial letter and the same transition counts. The set of Markov exchangeable measures forms a convex set. A graph theoretic and an urn interpretation of the extreme points of this convex set is given.
The Annals of Probability © 1984 Institute of Mathematical Statistics