Exchangeability and irreducible rotational invariance
Probability
2025-06-10 v2 Representation Theory
Abstract
In this note we prove that a finite family of real r.v.'s that is exchangeable and such that is invariant with respect to a subgroup of acting irreducibly, is actually invariant with respect to the action of the full group . Three immediate consequences are deduced: a characterization of isotropic spherical random eigenfunctions whose Fourier coefficients are exchangeable, an extension of Bernstein's characterization of the Gaussian and a characterization of the Lebesgue measure on the sphere.
Cite
@article{arxiv.2310.19611,
title = {Exchangeability and irreducible rotational invariance},
author = {Paolo Baldi and Domenico Marinucci and Stefano Trapani},
journal= {arXiv preprint arXiv:2310.19611},
year = {2025}
}