Probabilistic Symmetries and Invariance Principles

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The Basic Symmetries.- Conditioning and Martingales.- Convergence and Approximation.- Predictable Sampling and Mapping.- Decoupling Identities.- Homogeneity and Reflections.- Symmetric Arrays.- Multi-variate Rotations.- Symmetric Measures in the Plane.
This book is about random objects-sequences, processes, arrays, measures, functionals-with interesting symmetry properties. Here symmetry should beunderstoodinthebroadsenseofinvarianceunderafamily(notnecessarily a group) of measurable transformations. To be precise, it is not the random objects themselves but rather their distributions that are assumed to be symmetric. Though many probabilistic symmetries are conceivable and have been considered in various contexts, four of them-stationarity, contractability, exchangeability, and rotatability-stand out as especially interesting and - portant in several ways: Their study leads to some deep structural theorems of great beauty and signi?cance, they are intimately related to some basic areasofmodernprobabilitytheory, andtheyaremutuallyconnectedthrough a variety of basic relationships. The mentioned symmetries may be de?ned as invariance in distribution under shifts, contractions, permutations, and rotations. Stationarity being a familiar classical topic, treated extensively in many standard textbooks and monographs, most of our attention will be focused on the remaining three basic symmetries. The study of general probabilistic symmetries essentially originated with the work of de Finetti (1929-30), who proved by elementary means (no - vanced tools being yet available) the celebrated theorem named after him- the fact that every in?nite sequence of exchangeable events is mixed i.i.d.
Autor: Olav Kallenberg
Olav Kallenberg received his Ph.D. in 1972 from Chalmers University in Gothenburg, Sweden. After teaching for many years at Swedish universities, he moved in 1985 to the US, where he is currently Professor of Mathematics at Auburn University. He is well known for his previous books Random Measures (4th edition, 1986) and Foundations of Modern Probability (2nd edition, 2002) and for numerous research papers in all areas of probability. In 1977, he was the second recipient ever of the prestigious Rollo Davidson Prize from Cambridge University. In 1991-94, he served as the Editor in Chief of Probability Theory and Related Fields. Professor Kallenberg is an elected fellow of the Institute of Mathematical Statistics.

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Autor: Olav Kallenberg
ISBN-13 :: 9781441920423
ISBN: 1441920420
Erscheinungsjahr: 01.12.2010
Verlag: Springer New York
Gewicht: 783g
Seiten: 524
Sprache: Englisch
Auflage Softcover reprint of hardcover 1st ed. 2005
Sonstiges: Taschenbuch, 235x155x28 mm
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