Generalized symmetric polynomials and an approximate de Finetti representation (Q1780931)

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scientific article; zbMATH DE number 2175947
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Generalized symmetric polynomials and an approximate de Finetti representation
scientific article; zbMATH DE number 2175947

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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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