Related papers: Exchangeable random measures

In this paper we generalize the Aldous-Hoover-Kallenberg theorem concerning representations of distributions of exchangeable arrays via collections of measurable maps. We give criteria when such a representation theorem exists for arrays…

We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…

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…

We introduce the notion of a restricted exchangeable partition of $\mathbb{N}$. We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In…

We introduce a new distributional invariance principle, called `partial spreadability', which emerges from the representation theory of the Thompson monoid $F^+$ in noncommutative probability spaces. We show that a partially spreadable…

Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We give a general discussion of such models and their rationality criteria. We study exchangeability assessments…

De Finetti's classical result of [18] identifying the law of an exchangeable family of random variables as a mixture of i.i.d. laws was extended to structure theorems for more complex notions of exchangeability by Aldous [1,2,3], Hoover…

We study integralgeometric representations of variations of general sets $A$ in the Euclidean n-space without any regularity assumptions. If we assume, for example, that just one partial derivative of its characteristic function $\chi^A$ is…

Exchangeability is a fundamental concept in probability theory and statistics. It allows to model situations where the order of observations does not matter. The classical de Finetti's theorem provides a representation of infinitely…

We study some special classes of piecewise continuous maps on a finite smooth partition of a compact manifold and look for invariant measures for such maps. We show that in the simplest one-dimensional case (so-called interval translation…

We show that the Aldous--Hoover Theorem, giving representations for exchangeable arrays of Borel-valued random variables, extends to random variables where the common distribution of the random variables is Radon, or even merely compact, a…

We introduce a class of random graphs that we argue meets many of the desiderata one would demand of a model to serve as the foundation for a statistical analysis of real-world networks. The class of random graphs is defined by a…

We give a nonstandard analytic proof of de Finetti's theorem for an exchangeable sequence of Bernoulli random variables. The theorem postulates that such a sequence is uniquely representable as a mixture of iid sequences of Bernoulli random…

We extend de Finetti's [Ann. Inst. H. Poincar\'{e} 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than…

We provide a permutation invariant version of the strong law of large numbers for exchangeable sequences of random variables. The proof consists of a combination of the Koml\'{o}s-Berkes theorem, the usual strong law of large numbers for…

De Finetti's theorem, also called the de Finetti-Hewitt-Savage theorem, is a foundational result in probability and statistics. Roughly, it says that an infinite sequence of exchangeable random variables can always be written as a mixture…

We investigate permutation-invariant continuous variable quantum states and their covariance matrices. We provide a complete characterization of the latter with respect to permutation-invariance, exchangeability and representing convex…

The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…

For positive $q\neq1$, the $q$-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…

We classify the invariant Borel measures for adic transformations, where the alphabets have bounded size and the measure is finite on the path space of some sub-Bratteli diagram. We develop a nonstationary version of the Frobenius normal…