UNSTABLE COLLECTIVES AND ENVELOPES OF PROBABILITY-MEASURES
成果类型：
Article
署名作者：
PAPAMARCOU, A; FINE, TL
署名单位：
University System of Maryland; University of Maryland College Park; Cornell University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176990457
发表日期：
1991
页码：
893-906
关键词：
摘要：
We discuss issues of existence and stochastic modeling in regard to sequences that exhibit combined features of independence and instability of relative frequencies of marginal events. The concept of independence used here is borrowed from the frequentist account of numerical probability advanced by von Mises: A sequence is independent if certain salient asymptotic properties are invariant under the causal selection of subsequences. We show that independence (in the above sense) and instability of relative frequency are indeed compatible and that sequences with such features support stochastic models expressed in terms of envelopes of probability measures.