Rotatable random sequences in local fields

16 May 2019 Evans Steven N. Raban Daniel

An infinite sequence of real random variables $(\xi_1, \xi_2, \dots)$ is said to be rotatable if every finite subsequence $(\xi_1, \dots, \xi_n)$ has a spherically symmetric distribution. A celebrated theorem of Freedman states that $(\xi_1, \xi_2, \dots)$ is rotatable if and only if $\xi_j = \tau \eta_j$ for all $j$, where $(\eta_1, \eta_2, \dots)$ is a sequence of independent standard Gaussian random variables and $\tau$ is an independent nonnegative random variable... (read more)

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  • PROBABILITY