English

Rotatable random sequences in local fields

Probability 2019-05-20 v2

Abstract

An infinite sequence of real random variables (ξ1,ξ2,)(\xi_1, \xi_2, \dots) is said to be rotatable if every finite subsequence (ξ1,,ξn)(\xi_1, \dots, \xi_n) has a spherically symmetric distribution. A celebrated theorem of Freedman states that (ξ1,ξ2,)(\xi_1, \xi_2, \dots) is rotatable if and only if ξj=τηj\xi_j = \tau \eta_j for all jj, where (η1,η2,)(\eta_1, \eta_2, \dots) is a sequence of independent standard Gaussian random variables and τ\tau is an independent nonnegative random variable. Freedman's theorem is equivalent to a classical result of Schoenberg which says that a continuous function ϕ:R+C\phi : \mathbb{R}_+ \to \mathbb{C} with ϕ(0)=1\phi(0) = 1 is completely monotone if and only if ϕn:RnR\phi_n: \mathbb{R}^n \to \mathbb{R} given by ϕn(x1,,xn)=ϕ(x12++xn2)\phi_n(x_1, \ldots, x_n) = \phi(x_1^2 + \cdots + x_n^2) is nonnegative definite for all nNn \in \mathbb{N}. 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 (ζ1,,ζn)(\zeta_1, \ldots, \zeta_n) is uniformly distributed on the sphere of radius n\sqrt{n} in Rn\mathbb{R}^n, then, for fixed kNk \in \mathbb{N}, the distribution of (ζ1,,ζk)(\zeta_1, \ldots, \zeta_k) converges to that of a vector of kk independent standard Gaussian random variables as nn \to \infty.

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}
}

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13 pages