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* Chow, Yuan Shih and Teicher, Henry, ''Probability theory. Independence, interchangeability, martingales,'' Springer Texts in Statistics, 3rd ed., Springer, New York, 1997. xxii+488 pp. {{ISBN|0-387-98228-0}}</ref><ref>Aldous, David J., ''Exchangeability and related topics'', in: École d'Été de Probabilités de Saint-Flour XIII — 1983, Lecture Notes in Math. 1117, pp. 1–198, Springer, Berlin, 1985. {{ISBN|978-3-540-15203-3}} {{doi|10.1007/BFb0099421}}</ref>
(A sequence ''E''<sub>1</sub>, ''E''<sub>2</sub>, ''E''<sub>3</sub>, ... of events is said to be exchangeable precisely if the sequence of its [[indicator function]]s is exchangeable.) The distribution function ''F''<sub>''X''<sub>''1''</sub>,...,''X''<sub>''n''</sub></sub>(''x''<sub>1</sub>, ..., ''x''<sub>''n''</sub>) of a finite sequence of exchangeable random variables is symmetric in its arguments {{nowrap|''x''<sub>1</sub>, ... , ''x''<sub>''n''</sub>.}} [[Olav Kallenberg]] provided an appropriate definition of exchangeability for continuous-time stochastic processes.<ref>{{cite journal | last=Diaconis| first=Persi | authorlink=Persi Diaconis | title=Book review: ''Probabilistic symmetries and invariance principles'' (Olav Kallenberg, Springer, New York, 2005) | journal=Bulletin of the American Mathematical Society |series=New Series | volume=46 | year=2009 | issue=4 | doi=10.1090/S0273-0979-09-01262-2 | url=http://www.ams.org/journals/bull/2009-46-04/S0273-0979-09-01262-2/home.html | pages=691–696 | mr=2525743}}</ref><ref name="Kallenberg" >[[Olav Kallenberg|Kallenberg, O.]], ''Probabilistic symmetries and invariance principles''. Springer-Verlag, New York (2005). 510 pp. {{ISBN|0-387-25115-4}}.</ref>
== History ==
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