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The law of large numbers is one of the most fundamental results in Probability Theory. In the case of independent sequences, there are some known characterizations; for instance, in the independent and identically distributed setting it is…

Probability · Mathematics 2020-08-04 Luísa Borsato , Eduardo Horta , Rafael Rigão Souza

We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…

Statistics Theory · Mathematics 2015-08-10 Walter Dempsey , Peter McCullagh

We consider an array of random variables, taking values in a complete and separable metric space, that exhibits a kind of symmetry which we call row exchangeability. Given such an array, a natural model for Bayesian nonparametric inference…

Statistics Theory · Mathematics 2025-10-10 Evan Donald , Jason Swanson

In this note we prove that a finite family $\{X_1,\dots,X_d\}$ of real r.v.'s that is exchangeable and such that $(X_1,\dots,X_d)$ is invariant with respect to a subgroup of $SO(d)$ acting irreducibly, is actually invariant with respect to…

Probability · Mathematics 2025-06-10 Paolo Baldi , Domenico Marinucci , Stefano Trapani

We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…

Probability · Mathematics 2016-09-20 Patricia Alonso Ruiz , Alexander S. Rakitko

In this paper, we shall prove that the irreducibility in the sense of fine topology implies the uniqueness of invariant probability measures. It is also proven that this irreducibility is strictly weaker than the strong Feller property plus…

Probability · Mathematics 2009-02-20 Ping He , Jiangang Ying

We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…

Statistics Theory · Mathematics 2021-08-30 Patrick Forré

We prove that a set of finite perimeter is indecomposable if and only if it is, up to a choice of suitable representative, connected in the 1-fine topology. This gives a topological characterization of indecomposability which is new even in…

Metric Geometry · Mathematics 2025-12-23 Paolo Bonicatto , Panu Lahti , Enrico Pasqualetto

The Mishchenko-Fomenko theorem on noncommutative integrability of Hamiltonian systems on a symplectic manifold is extended to the case of noncompact invariant submanifolds.

Dynamical Systems · Mathematics 2009-11-11 E. Fiorani , G. Sardanashvily

The symmetric states on a quasi local C*-algebra on the infinite set of indices J are those invariant under the action of the group of the permutations moving only a finite, but arbitrary, number of elements of J. The celebrated De Finetti…

Operator Algebras · Mathematics 2015-06-04 Vito Crismale , Francesco Fidaleo

We describe an Aldous--Hoover-type characterization of random relational structures that are exchangeable relative to a fixed structure which may have various equivalence relations. Our main theorem gives the common generalization of the…

Logic · Mathematics 2016-05-17 Harry Crane , Henry Towsner

The main purpose of this paper is to establish a noncommutative analogue of the Efron--Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including…

Functional Analysis · Mathematics 2021-07-23 Ali Talebi , Mohammad Sal Moslehian

The functional equation defining the free cumulants in free probability is lifted successively to the noncommutative Fa\`a di Bruno algebra, and then to the group of a free operad over Schr\"oder trees. This leads to new combinatorial…

Almost surely, the difference between the randomness deficiencies of two infinite sequences will be unbounded with respect to repeated iterations of the shift operator.

Computational Complexity · Computer Science 2024-08-28 Samuel Epstein

We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…

Probability · Mathematics 2010-02-22 David J. Aldous

In this paper, a modified formulation of generalized probabilistic theories that will always give rise to the structure of Hilbert space of quantum mechanics, in any finite outcome space, is presented and the guidelines to how to extend…

General Physics · Physics 2022-09-19 Raed M. Shaiia

We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely…

Probability · Mathematics 2019-02-11 Arun Kumar , Erkan Nane

Inspired by the commutator and anticommutator algebras derived from algebras graded by groups, we introduce noncommutatively graded algebras. We generalize various classical graded results to the noncommutatively graded situation concerning…

Rings and Algebras · Mathematics 2017-11-01 Patrik Nystedt

We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1…

Probability · Mathematics 2007-05-23 Shannon Starr

Suppose we observe an infinite series of coin flips $X_1,X_2,\ldots$, and wish to sequentially test the null that these binary random variables are exchangeable. Nonnegative supermartingales (NSMs) are a workhorse of sequential inference,…

Statistics Theory · Mathematics 2021-07-26 Aaditya Ramdas , Johannes Ruf , Martin Larsson , Wouter Koolen