Decompositions of finite high-dimensional random arrays
Abstract
A -dimensional random array on a nonempty set is a stochastic process indexed by the set of all -element subsets of . We obtain structural decompositions of finite, high-dimensional random arrays whose distribution is invariant under certain symmetries. Our first main result is a distributional decomposition of finite, (approximately) spreadable, high-dimensional random arrays whose entries take values in a finite set; the two-dimensional case of this result is the finite version of an infinitary decomposition due to Fremlin and Talagrand. Our second main result is a physical decomposition of finite, spreadable, high-dimensional random arrays with square-integrable entries that is the analogue of the Hoeffding/Efron--Stein decomposition. All proofs are effective. We also present applications of these decompositions in the study of concentration of functions of finite, high-dimensional random arrays.
Keywords
Cite
@article{arxiv.2102.11102,
title = {Decompositions of finite high-dimensional random arrays},
author = {Pandelis Dodos and Konstantinos Tyros and Petros Valettas},
journal= {arXiv preprint arXiv:2102.11102},
year = {2025}
}