Book Details

Probabilistic Symmetries and Invariance Principles

Publication year: 2005

ISBN: 978-0-387-28861-1

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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's, the theory has evolved into a unique body of deep, beautiful, and often surprising results, comprising the basic representations and invariance properties in one and several dimensions, and exhibiting some unexpected links between the various symmetries as well as to many other areas of modern probability.


Subject: Mathematics and Statistics, Martingal, Martingale, Probability theory, Variance, statistics