Related papers: An elementary proof of de Finetti's Theorem
It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…
A permutation is called {\it {block-wise simple}} if it contains no interval of the form $p_1\oplus p_2$ or $p_1 \ominus p_2$. We present this new set of permutations and explore some of its combinatorial properties. We present a generating…
Let $X=(X_1,X_2,\ldots)$ be a sequence of random variables with values in a standard space $(S,\mathcal{B})$. Suppose \begin{gather*} X_1\sim\nu\quad\text{and}\quad P\bigl(X_{n+1}\in\cdot\mid…
We prove a conjecture of Diaconis and Freedman (Ann. Probab. 1980) characterising the extreme points of the set of partially-exchangeable processes on a countable set. More concretely, we prove that the partially exchangeable sigma-algebra…
We prove several de Finetti theorems for the unitary dual group, also called the Brown algebra. Firstly, we provide a finite de Finetti theorem characterizing $R$-diagonal elements with an identical distribution. This is surprising, since…
We prove that the uniform recurrence of morphic sequences is decidable. For this we show that the number of derived sequences of uniformly recurrent morphic sequences is bounded. As a corollary we obtain that uniformly recurrent morphic…
We consider the distribution of cycle counts in a random regular graph, which is closely linked to the graph's spectral properties. We broaden the asymptotic regime in which the cycle counts are known to be approximately Poisson, and we…
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…
The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…
Considerable thought has been devoted to an adequate definition of the class of infinite, random binary sequences (the sort of sequence that almost certainly arises from flipping a fair coin indefinitely). The first mathematical exploration…
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…
We define a generalization of the arithmetic mean to bounded transfinite sequences of real numbers. We show that every probability space admits a transfinite sequences of points such that the measure of each measurable subset is equal to…
This paper provides a quantitative version of de Finetti law of large numbers. Given an infinite sequence $\{X_n\}_{n \geq 1}$ of exchangeable Bernoulli variables, it is well-known that $\frac{1}{n} \sum_{i = 1}^n X_i…
Finite mixtures are a flexible modeling tool for irregularly shaped densities and samples from heterogeneous populations. When modeling with mixtures using an exchangeable prior on the component features, the component labels are arbitrary…
A permutation sequence is said to be convergent if the density of occurrences of every fixed permutation in the elements of the sequence converges. We prove that such a convergent sequence has a natural limit object, namely a Lebesgue…
In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…
Let $(X, d)$ be a semimetric space. A permutation $\Phi$ of the set $X$ is a combinatorial self similarity of $(X, d)$ if there is a bijective function $f \colon d(X^2) \to d(X^2)$ such that $$ d(x, y) = f(d(\Phi(x), \Phi(y))) $$ for all…
This paper reformulates a classical result in probability theory from the 1930s in modern categorical terms: de Finetti's representation theorem is redescribed as limit statement for a chain of finite spaces in the Kleisli category of the…
A deterministic sequence of real numbers in the unit interval is called \emph{equidistributed} if its empirical distribution converges to the uniform distribution. Furthermore, the limit distribution of the pair correlation statistics of a…
We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…