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A Thinning Analogue of de Finetti's Theorem

Probability 2007-05-23 v1 Mathematical Physics math.MP

Abstract

We consider a notion of uniform thinning for a finite sequence of random variables (X1,...,Xn)(X_1,...,X_n) obtained by removing one random variable, uniformly at random. If a triangular array of random variables (Xn,k:nN+,1kn)(X_{n,k} : n \in \mathbb{N}_+, 1 \le k \le n) satisfies that the law of (Xn,1,...,Xn,n)(X_{n,1},...,X_{n,n}) is obtained by uniformly thinning (Xn+1,1,...,Xn+1,n+1)(X_{n+1,1},...,X_{n+1,n+1}), then we call the array thinning-invariant. We give a representation for the Choquet simplex of all thinning-invariant triangular arrays of random variables, when all random variables take values in a compact metric space (with Borel measurable distributions). We give two applications: to long-ranged, asymmetric classical spin chains, and long-ranged, asymmetric simple exclusion processes.

Keywords

Cite

@article{arxiv.math/0406364,
  title  = {A Thinning Analogue of de Finetti's Theorem},
  author = {Shannon Starr},
  journal= {arXiv preprint arXiv:math/0406364},
  year   = {2007}
}

Comments

30 pages, 1 figure