Exchangeable random orders and almost uniform distributions
type: Item
instance of: scholarly article
title: Exchangeable random orders and almost uniform distributions
zbMATH Open document ID: 0971.60016
DOI: 10.1023/A:1007805925957
published in: Journal of Theoretical Probability
publication date: 2001-10-30T00:00:00Z
review text: Let \({\mathcal V}\) \([{\mathcal T}]\) denote the set of all partial [total] orders on \(\mathbb{N}\). For \(U,V\in{\mathcal V}\), let \(U\vee V\) be the smallest partial order containing \(U\cup V\), and put \(\langle V\rangle=\{j \in\mathbb{N}\): there is \(k\neq j\) such that either \((j,k)\in V\) or \((k,j)\in V\}\). Then \(({\mathcal V},\vee)\) is an idempotent Abelian semigroup with neutral element \(D=\{(j ,j):j \in\mathbb{N}\}\) and absorbing element \(\mathbb{N}^2\). Each \(V\in {\mathcal V}\) can be identified with its indicator function \(1_V\in \{0,1\}^{\mathbb{N}^2}\). With this one-to-one correspondence, \({\mathcal V}\) inherits a topological structure as a subspace of the compact metric space \(\{0,1\}^{\mathbb{N}^2}\). Being closed, \({\mathcal V}\) becomes a compact metric space. Also \({\mathcal T}\) is a closed subset of \({\mathcal V}\). Let \({\mathfrak B}({\mathcal V})\) stand for the \(\sigma\)-algebra generated by the open subsets of \({\mathcal V}\). Further, for \(U\subset\mathbb{N}^2\), set \(Q_U=\{W\in {\mathcal V}:W\supset U\}\). Theorem 1. Let \({\mathcal U}=\{U \in{\mathcal V}:\langle U \rangle\) is finite\}. Then a function \(\varphi:({\mathcal U},\vee)\to\mathbb{R}\) is positive definite and normalized (i.e. \(\varphi(D)=1)\) if and only if \(\varphi (U)=\mu (Q_U)\), \(U\in{\mathcal U}\), for a uniquely determined probability measure \(\mu\) on \({\mathfrak B}({\mathcal V})\). Now let \(\Sigma_\infty\) denote the group of all finite permutations of \(\mathbb{N}\). Every \(\sigma\in \Sigma_\infty\) induces a map \(\overline\sigma: {\mathcal V}\to {\mathcal V}\) by \(\overline\sigma (V)=\{(\sigma(j), \sigma(k)): (j,k)\in V\}\), \(V\in{\mathcal V}\). A probability measure \(\mu\) on \({\mathfrak B}({\mathcal V})\) is said to be exchangeable if \(\mu\circ\overline\sigma^{-1}=\mu\) for each \(\sigma\in \Sigma_\infty\). Further, let \({\mathcal W}\) denote the set of all probability measures \(w\) on \([0,1]\) such that \(w(\{t\in [0,1]:…
reviewed by: Aurel Spătaru
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 1552702
zbMATH Keywords: Abelian semigroup
zbMATH Keywords: set of exchangeable probability measures
zbMATH Keywords: Bauer simplex
author: Ulrich Martin Hirth
author: Paul Ressel
MaRDI profile type: MaRDI publication profile
full work available at URL: a:1007805925957
OpenAlex ID: W55269341
Recommended article: Random partitions by semigroup methods
Recommended article: Exchangeable and partially exchangeable random partitions
Recommended article: Some partial orderings of exchangeable random variables by positive dependence
Recommended article: Exchangeable random ordered trees by positive definite functions
Recommended article: De Finetti-type theorems: An analytical approach
description: scientific article; zbMATH DE number 1552702