A correction to Kallenberg's theorem for jointly exchangeable random measures

Chayes Jennifer T.
Chayes Jennifer T.
Dhara Souvik
Dhara Souvik
Cited by: 0|Bibtex|Views15
Other Links: arxiv.org

Abstract:

Kallenberg (2005) provided a necessary and sufficient condition for the local finiteness of a jointly exchangeable random measure on $\R_+^2$. Here we note an additional condition that was missing in Kallenberg's theorem, but was implicitly used in the proof. We also provide a counter-example when the additional condition does not hold....More

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