Related papers: An elementary proof of de Finetti's Theorem
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…
In an array of random variables, each row can be regarded as a single, sequence-valued random variable. In this way, the array is seen as a sequence of sequences. Such an array is said to be row exchangeable if each row is an exchangeable…
In this article we prove that given a self-similar interval exchange transformation T, whose associated matrix verifies a quite general algebraic condition, there exists an affine interval exchange transformation with wandering intervals…
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…
Given well-shuffled data, can we determine whether the data items are statistically (in)dependent? Formally, we consider the problem of testing whether a set of exchangeable random variables are independent. We will show that this is…
Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such…
We provide an operator algebraic proof of a classical theorem of Thoma which characterizes the extremal characters of the infinite symmetric group $\mathbb{S}_\infty$. Our methods are based on noncommutative conditional independence…
Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram Theorem', for predicting the outcome of a non-sampled member…
A random vector $X=(X_1,\ldots,X_n)$ with the $X_i$ taking values in an arbitrary measurable space $(S, \mathscr{S})$ is exchangeable if its law is the same as that of $(X_{\sigma(1)}, \ldots, X_{\sigma(n)})$ for any permutation $\sigma$.…
Two particles are identical if all their intrinsic properties, such as spin and charge, are the same, meaning that no quantum experiment can distinguish them. In addition to the well known principles of quantum mechanics, understanding…
An infinite sequence of real random variables $(\xi_1, \xi_2, \dots)$ is said to be rotatable if every finite subsequence $(\xi_1, \dots, \xi_n)$ has a spherically symmetric distribution. A celebrated theorem of Freedman states that…
We study the group of all interval exchange transformations (IETs). We show that for every IET $S$, there exists a dense open set of admissible IETs that share a relation with $S$. This is an extension of a result published by Dahmani,…
We study the independence structure of finitely exchangeable distributions over random vectors and random networks. In particular, we provide necessary and sufficient conditions for an exchangeable vector so that its elements are completely…
Let us call subdivision {\it good}, if 1) set corresponding to each symbol is convex (i.e. interval or (semi)closed interval). 2) If points $A$ and $B$ corresponds to the some color and interval $(A,B)$ has discontinuity point, then $f(A)$…
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,…
In this work we analyze the concept of swap-invariance, which is a weaker variant of exchangeability. A random vector $\xi$ in $\mathbb{R}^n$ is called swap-invariant if $\,{\mathbf E}\,\big| \!\sum_j u_j \xi_j \big|\,$ is invariant under…
Let $(X_1,\ldots,X_n)$ be an exchangeable random vector with distribution function $F$, and denote by $Y_1\leq \cdots\leq Y_n$ the corresponding order statistics. We show that the conditional distribution of $(X_1,\ldots,X_n)$ given…
It is a well-known fact that an exchangeable sequence has empirical distributions that form a reverse-martingale. This paper is devoted to proof of the converse statement. As a byproduct of the proof for the binary case, we introduce and…
The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from…
The prefix exchange distance of a permutation is the minimum number of exchanges involving the leftmost element that sorts the permutation. We give new combinatorial proofs of known results on the distribution of the prefix exchange…