Generalized symmetric polynomials and an approximate de Finetti representation (Q1780931)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized symmetric polynomials and an approximate de Finetti representation |
scientific article |
Statements
Generalized symmetric polynomials and an approximate de Finetti representation (English)
0 references
14 June 2005
0 references
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.
0 references
symmetric polynomials
0 references
induction
0 references
de Finetti representation
0 references
0 references
0 references