A Thinning Analogue of de Finetti's Theorem
Abstract
We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1 \le k \le n)$ satisfies that the law of $(X_{n,1},...,X_{n,n})$ is obtained by uniformly thinning $(X_{n+1,1},...,X_{n+1,n+1})$, then we call the array thinning-invariant. We give a representation for the Choquet simplex of all thinning-invariant triangular arrays of random variables, when all random variables take values in a compact metric space (with Borel measurable distributions). We give two applications: to long-ranged, asymmetric classical spin chains, and long-ranged, asymmetric simple exclusion processes.
- Publication:
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arXiv Mathematics e-prints
- Pub Date:
- June 2004
- DOI:
- arXiv:
- arXiv:math/0406364
- Bibcode:
- 2004math......6364S
- Keywords:
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- Probability;
- Mathematical Physics;
- 60G09;
- 82B20;
- 60J10
- E-Print:
- 30 pages, 1 figure