Generalized symmetric polynomials and an approximate de Finetti representation (Q1780931): Difference between revisions
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English | Generalized symmetric polynomials and an approximate de Finetti representation |
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Generalized symmetric polynomials and an approximate de Finetti representation (English)
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14 June 2005
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A sequence of random variables \(X=(X_1,...,X_k)\) on a probability space \((\Omega, {\mathcal A}, {\mathbf P})\) with values in a measurable space \((M,{\mathcal B})\) is called exchangeable if its distribution \(P_X\), being a probability measure on the Cartesian power \((M^k ,{\mathcal B}^k),\) is symmetric under permutations of coordinates. In the paper for such symmetric probability measures the rate of approximation by mixtures of product measures is studied.
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symmetric polynomials
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induction
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de Finetti representation
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