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Related papers: De Finetti's Theorem in Categorical Probability

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The classical de Finetti Theorem classifies the $\mathrm{Sym}(\mathbb N)$-invariant probability measures on $[0,1]^{\mathbb N}$. More precisely it states that those invariant measures are combinations of measures of the form…

Probability · Mathematics 2024-11-05 Colin Jahel , Pierre Perruchaud

The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…

Operator Algebras · Mathematics 2008-06-24 Claus Köstler

A sequence of random variables is called exchangeable if the joint distribution of the sequence is unchanged by any permutation of the indices. De Finetti's theorem characterizes all $\{0,1\}$-valued exchangeable sequences as a "mixture" of…

Probability · Mathematics 2018-09-05 Werner Kirsch

The Glivenko--Cantelli theorem is a uniform version of the strong law of large numbers. It states that for every IID sequence of random variables, the empirical measure converges to the underlying distribution (in the sense of uniform…

Probability · Mathematics 2026-05-13 Tobias Fritz , Tomáš Gonda , Antonio Lorenzin , Paolo Perrone , Areeb Shah Mohammed

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…

Probability · Mathematics 2024-10-17 Irfan Alam

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…

Quantum Physics · Physics 2025-12-30 Alessio Benavoli , Alessandro Facchini , Marco Zaffalon

Markov categories have recently emerged as a powerful high-level framework for probability theory and theoretical statistics. Here we study a quantum version of this concept, called involutive Markov categories. These are equivalent to…

Category Theory · Mathematics 2026-01-28 Tobias Fritz , Antonio Lorenzin

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…

Statistics Theory · Mathematics 2023-11-29 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Let $\Om$ be a Borel subset of $S^\Bbb N$ where $S$ is countable. A measure is called exchangeable on $\Om$, if it is supported on $\Om$ and is invariant under every Borel automorphism of $\Om$ which permutes at most finitely many…

Dynamical Systems · Mathematics 2015-06-26 J. Aaronson , H. Nakada , O. Sarig

We prove a computable version of de Finetti's theorem on exchangeable sequences of real random variables. As a consequence, exchangeable stochastic processes expressed in probabilistic functional programming languages can be automatically…

Logic · Mathematics 2012-02-03 Cameron E. Freer , Daniel M. Roy

Let A be a standard Borel space, and consider the space A^{\bbN^{(k)}} of A-valued arrays indexed by all size-k subsets of \bbN. This paper concerns random measures on such a space whose laws are invariant under the natural action of…

Probability · Mathematics 2015-07-09 Tim Austin

We show that the classical de Finetti theorem has a canonical noncommutative counterpart if we strengthen `exchangeability' (i.e., invariance of the joint distribution of the random variables under the action of the permutation group) to…

Operator Algebras · Mathematics 2009-11-13 Claus Köstler , Roland Speicher

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…

Probability · Mathematics 2025-11-21 Stefan Tappe

Markov categories have recently turned out to be a powerful high-level framework for probability and statistics. They accommodate purely categorical definitions of notions like conditional probability and almost sure equality, as well as…

Probability · Mathematics 2026-02-12 Tobias Fritz , Tomáš Gonda , Antonio Lorenzin , Paolo Perrone , Dario Stein

We prove a de Finetti theorem for exchangeable sequences of states on test spaces, where a test space is a generalization of the sample space of classical probability theory and the Hilbert space of quantum theory. The standard classical…

Quantum Physics · Physics 2009-03-27 Jonathan Barrett , Matthew Leifer

A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $n\geq k$ is close to a mixture…

Information Theory · Computer Science 2021-06-28 Lampros Gavalakis , Ioannis Kontoyiannis

We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…

Probability · Mathematics 2025-08-05 Noé Ensarguet , Paolo Perrone

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…

Category Theory · Mathematics 2020-09-29 Bart Jacobs , Sam Staton

A consequence of de Finetti's representation theorem is that for every infinite sequence of exchangeable 0-1 random variables $(X_k)_{k\geq1}$, there exists a probability measure $\mu$ on the Borel sets of $[0,1]$ such that $\bar X_n =…

Probability · Mathematics 2016-01-26 Guillaume Mijoule , Giovanni Peccati , Yvik Swan

We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting…

Probability · Mathematics 2022-04-28 Lampros Gavalakis , Ioannis Kontoyiannis
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