Generalized symmetric polynomials and an approximate de Finetti representation

DOI10.1007/S10959-005-3509-6MaRDI QIDQ1780931zbMATH OpenOpenAlexFDO

Authors S. G. Bobkov

Publication date 14 June 2005

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-005-3509-6

zbMATH Keywords

de Finetti representationinductionsymmetric polynomials

Mathematics Subject Classification ID

Measures and integrals in product spaces (28A35) Exchangeability for stochastic processes (60G09) Asymptotic distribution theory in statistics (62E20)

Review text

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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Cites work

• Central Limit Theorems for Interchangeable Processes
• Concentration of normalized sums and a central limit theorem for noncorrelated random variables
• Empirical central limit theorems for exchangeable random variables
• Exchangeable processes need not be mixtures of independent, identically distributed random variables
• Finite exchangeable sequences
• The central limit theorem for exchangeable random variables without moments

Cited in

(11)

• Concentration of normalized sums and a central limit theorem for noncorrelated random variables
• On symmetrization of product measures
• Probabilizing parking functions
• On a representation theorem for finitely exchangeable random vectors
• On Bobkov's approximate de Finetti representation via approximation of permanents of complex rectangular matrices
• Convex geometry of finite exchangeable laws and de Finetti style representation with universal correlated corrections
• Tensor norms on ordered normed spaces, polarization constants, and exchangeable distributions
• Asymptotic behaviour of the first positions of uniform parking functions
• Approximate independence of permutation mixtures
• New permanent approximation inequalities via identities
• On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities

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