$q$-exchangeability via quasi-invariance
Abstract
For positive , the -exchangeability of an infinite random word is introduced as quasi-invariance under permutations of letters, with a special cocycle which accounts for inversions in the word. This framework allows us to extend the -analog of de Finetti's theorem for binary sequences---see Gnedin and Olshanski [Electron. J. Combin. 16 (2009) R78]---to general real-valued sequences. In contrast to the classical case of exchangeability (), the order on plays a significant role for the -analogs. An explicit construction of ergodic -exchangeable measures involves random shuffling of by iteration of the geometric choice. Connections are established with transient Markov chains on -Pascal pyramids and invariant random flags over the Galois fields.
Cite
@article{arxiv.0907.3275,
title = {$q$-exchangeability via quasi-invariance},
author = {Alexander Gnedin and Grigori Olshanski},
journal= {arXiv preprint arXiv:0907.3275},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/10-AOP536 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)