Related papers: Cumulants in Noncommutative Probability Theory IV.…
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…
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…
Inspired by Lehner's results on exchangeability systems we define `weak conditional freeness' and `conditional freeness' for stationary processes in an operator algebraic framework of noncommutative probability. We show that these two…
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…
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…
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 introduce a general framework for de Finetti reduction results, applicable to various notions of partially exchangeable probability distributions. Explicit statements are derived for the cases of exchangeability, Markov exchangeability,…
We investigate how to model exchangeability with choice functions. Exchangeability is a structural assessment on a sequence of uncertain variables. We show how such assessments are a special indifference assessment, and how that leads to a…
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…
We extend de Finetti's (1937) 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 (linear) previsions. We prove…
We define spreadability systems as a generalization of exchangeability systems in order to unify various notions of independence and cumulants known in noncommutative probability. In particular, our theory covers monotone independence and…
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…
Multi-class systems having possibly both finite and infinite classes are investigated under a natural partial exchangeability assumption. It is proved that the conditional law of such a system, given the vector of the empirical measures of…
Free probabilistic considerations of type B first appeared in a paper by Biane, Goodman and Nica in 2003. Recently, connections between type B and infinitesimal free probability were put into evidence by Belinschi and Shlyakhtenko…
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…
The present material addresses several problems left open in the Trans. AMS paper " Non-crossing cumulants of type B" of P. Biane, F. Goodman and A. Nica. The main result is that a type B non-commutative probability space can be studied in…
We study the linear span of commutators of free random variables and show that these are the only quadratic forms which satisfy the following equivalent properties: * preservation free infinite divisibility * free and strong cancellation of…
We prove a free analogue of Brillinger's formula (sometimes called "law of total cumulance") which expresses classical cumulants in terms of conditioned cumulants. As expected, the formula is obtained by replacing the lattice of set…
We introduce a family of quantum semigroups and their natural coactions on noncommutative polynomials. We present three invariance conditions, associated with these coactions, for the joint distribution of sequences of selfadjoint…
Motivated by recent interests in predictive inference under distribution shift, we study the problem of approximating finite weighted exchangeable sequences by a mixture of finite sequences with independent terms. Various bounds are derived…