Ergodic quasi-exchangeable stationary processes are isomorphic to Bernoulli processes
Abstract
=4,5 in A discrete time process, with law μ, is quasi-exchangeable if for any finite permutation σ of time indices, the law μσ of the resulting process is equivalent to μ. For a quasi-exchangeable stationary process we prove mainly (1) that if the process is ergodic then it is isomorphic to a Bernoulli process and (2) that if the family of all Radon-Nikodym derivatives \dμσ dμ\ is uniformly integrable then the process is a mixture of Bernoulli processes, which generalizes De Finetti's Theorem. We give application of (1) to some determinantal processes.
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