Exchangeable random variables: Difference between revisions

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Properties: Birkhoff-Khinchin theorem
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:: <math> \operatorname{cov} (X_i,X_j) = \text{constant} \ge 0.\,</math>
 
* An infinite exchangeable sequence is [[strictly stationary]], thus a [[law of large numbers]] in the form of [[Ergodic theory|Birkhoff-Khinchin theorem]] applies.
 
==See also==