Papers on Markov chains

• De Finetti's Theorem for Markov Chains, Diaconis and Freedman, 1980.
• Bayesian Computation and Stochastic Systems Besag, 1995.
• A Note on Metropolis-Hastings Kernels for General State Space Tierney, 1998.

Papers on entropy and the ergodic theorem

• On the Axioms of Information Theory Lee, 1964.
• The Strong Ergodic Theorem for Densities: Generalized Shannon-McMillan-Breiman Theorem Barron, 1985.
• A Sandwich Proof of the Shannon-McMillan-Breiman Theorem Algoet and Cover, 1988.

Papers on exchangeability

• Symmetric Measures on Cartesian Products, Hewitt and Savage, 1955.
• Invariants Under Mixing which Generalize de Finetti's Theorem Freedman, 1962.
• De Finetti's Theorem on Exchangeable Variables, Heath and Sudderth 1976.
• Finite Exchangeable Sequences Diaconis and Freedman, 1980.
• A Strong Law for Some Generalized Urn Processes, Hill, Lane and Sudderth 1980
• Exchangeable Urn Processes, Hill, Lane and Sudderth 1987.

Papers on Dirichlet distributions and urn schemes

• A Bayesian Analysis of Some Nonparametric Problems Ferguson, 1973.
• Ferguson Distributions Via Polya Urn Schemes Blackwell and MacQueen, 1973.
• A Constructive Definition of Dirichlet Priors(volume 4, issue 2, article 16), Sethuraman, 1994.

Papers on posterior consistency

Papers on nonparametric mixtures

Miscellaneous papers

• Finitely Additive Priors, Coherence and the Marginalization Paradox, Sudderth 1980