This article is cited in 4 papers

Short Communications

Asymptotic properties of conditional quantiles for a class of symmetric distributions

E. M. Knutova, S. Ya. Shatskikh

Samara State University

Abstract: This paper is devoted to studying the asymptotic properties of conditional distributions for one class of symmetric measures on space $\textbf R^\infty$. Explicit formulae of infinite-dimensional conditional quantiles are obtained for distributions of this class.

Keywords: symmetric measures, de Finetti's theorem, conditional distributions, transformations of independence, conditional quantiles, almost sure convergence.

Received: 21.05.2001
Revised: 10.02.2006

DOI: 10.4213/tvp59

 English version: Theory of Probability and its Applications, 2007, 51:2, 350–358

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