Event Type:

Analysis Seminar

Date/Time:

Monday, April 8, 2013 - 05:00

Location:

Kidder 280

Local Speaker:

Abstract:

A finite measure on an infinite product space is said to be symmetric (or exchangeable) if it is invariant under maps defined by arbitrary permuations of finitely many coordinates. The set of such measures is convex and a classic theorem of de Finetti gives a Choquet type representation as a convex combination of product measures. An elementary proof will be given for the case of symmetric measures on an infinite Bernoulli product space. This is a `Eureka moment proof' triggered by a remark of Gautam Iyer in his February 19, 2013 colloquium talk (and a beer bet).