Department of Mathematical Sciences, Lakehead University, Thunder Bay, Canada. Department of Mathematical Sciences, University of New Brunswick, Saint John, Canada. The celebrated Gnedenko-Raikov ...

This paper contains inequalities for the expectations of permutation-invariant concave functions and Schur-concave functions of the partial sums of nonnegative exchangeable random variables. Two ...

Journal of Applied Probability, Vol. 13, No. 2 (Jun., 1976), pp. 361-364 (4 pages) We give an expression for the expectation of max (0, S1, ⋯, Sn) where Sk is the kth partial sum of a finite sequence ...

Abstract: We review information-theoretic approaches to obtaining simple probabilistic representations for sequences of exchangeable random variables. Specifically, we examine information-theoretic ...

Abstract: Wyner defined the notion of common information of two discrete random variables as the minimum of I(W; X,Y) where W induces conditional independence between X and Y. Its generalization to ...

A finite set of random variables $\lbrace X_1,\ldots,X_n \rbrace$ defined on a common probablility space $(\Omega, \mathcal{F}, P)$ is said to be \emph{exchangeable ...