Rotatable random sequences in local fields
Abstract
An infinite sequence of real random variables is said to be rotatable if every finite subsequence has a spherically symmetric distribution. A celebrated theorem of Freedman states that is rotatable if and only if for all , where is a sequence of independent standard Gaussian random variables and is an independent nonnegative random variable. Freedman's theorem is equivalent to a classical result of Schoenberg which says that a continuous function with is completely monotone if and only if given by is nonnegative definite for all . We establish the analogue of Freedman's theorem for sequences of random variables taking values in local fields using probabilistic methods and then use it to establish a local field analogue of Schoenberg's result. Along the way, we obtain a local field counterpart of an observation variously attributed to Maxwell, Poincar\'e, and Borel which says that if is uniformly distributed on the sphere of radius in , then, for fixed , the distribution of converges to that of a vector of independent standard Gaussian random variables as .
Keywords
Cite
@article{arxiv.1903.02058,
title = {Rotatable random sequences in local fields},
author = {Steven N. Evans and Daniel Raban},
journal= {arXiv preprint arXiv:1903.02058},
year = {2019}
}
Comments
13 pages