Probabilistic Symmetries and Invariance Principles

Probabilistic Symmetries and Invariance Principles by Olav Kallenberg.

This is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, and rotatability—defined as invariance in distribution under contractions, permutations, and rotations. Originating with the pioneering work of de Finetti from the 1930...

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Bibliographic Details
Main Author: Kallenberg, Olav (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2005.
Edition:1st ed. 2005.
Series:Probability and Its Applications,
Springer eBook Collection.
Subjects:
Statistics .
Probabilities.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 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.

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