English

Exchangeability and irreducible rotational invariance

Probability 2025-06-10 v2 Representation Theory

Abstract

In this note we prove that a finite family {X1,,Xd}\{X_1,\dots,X_d\} of real r.v.'s that is exchangeable and such that (X1,,Xd)(X_1,\dots,X_d) is invariant with respect to a subgroup of SO(d)SO(d) acting irreducibly, is actually invariant with respect to the action of the full group SO(d)SO(d). 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.

Keywords

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}
}
R2 v1 2026-06-28T13:06:01.160Z