De Finetti's theorem #
The completed representation API: the summit theorems, their equivalence forms, the unique mixture representation, both uniqueness statements, the countable-index extension, and the correspondence between mixing laws and exchangeable path laws.
This module declares nothing of its own; it is a curated re-export, and it builds on
TauCeti.Probability.Exchangeability rather than duplicating it.
What is here #
conditionallyIID_of_contractable— the summit: contractable implies conditionally i.i.d.;conditionallyIID_of_exchangeableanddeFinetti— de Finetti's theorem in conditional form;deFinetti_equivalence,contractable_iff_conditionallyIID,deFinetti_RyllNardzewski_equivalence— the equivalence forms. These and the summits above ask only for a.e. measurable coordinates, matching the uniqueness endpoints below;deFinetti_viaL2,conditionallyIID_of_contractable_viaL2anddeFinetti_RyllNardzewski_equivalence_viaL2— the same summits proved by theL²averaging route rather than the martingale one. The unsuffixed names above are the martingale route; the suffixed ones name the route explicitly, and are what Layer 7 of the roadmap advertises;deFinetti_viaKoopmanandconditionallyIID_of_contractable_viaKoopman— the same summits proved by the Koopman route, through the shift-invariant σ-algebra rather than the tail. The three route modules are independent at the import level: none imports another;deFinetti_mixture— the unique mixture representation;mixedIID_mixingLaw_unique— uniqueness of the mixing law;conditionallyIID_ae_unique— a.e. uniqueness of the directing measure;ConditionallyIIDWith.ae_map_directing_eq_of_comp_injective— compatibility of directing measures with measurable value maps and injective coordinate selections;conditionallyIID_of_exchangeableFamily— the countable-index extension;exchangeable_extreme_iff_iid— the extreme exchangeable laws are exactly the i.i.d. laws;ConditionallyIIDWith.jointPathLaw_eq_iidMixtureLaw— the full-path joint disintegration;exchangeableSigma_trivial_iff_iid— an exchangeable law is a product law exactly when its exchangeable σ-algebra is trivial;deFinettiBarycenteranddeFinettiEquiv— the affine correspondence carrying a mixing law to its exchangeable path law, withdeFinettiBarycenter_mem_extremePoints_iffidentifying the point masses with the extreme laws anddeFinettiEquiv_convexComb/deFinettiEquiv_symm_convexCombgiving the affinity in both directions, at the bundled level;deFinettiMeasureand its identifications —pathLaw_eq_bind_infinitePi_deFinettiMeasure_of_exchangeable,eq_deFinettiMeasure_of_pathLaw_eq_bind_infinitePianddeFinettiEquiv_symm_eq_deFinettiMeasure— tying the canonical directing measure's law to thedeFinetti_mixturewitness and to the inverse of the correspondence;deFinetti_tendsto_empiricalMeasure_apply— on each fixed measurable set, the mass given by the directing measure of an exchangeable process is the almost-sure limit of the empirical frequencies, withConditionallyIIDWith.tendsto_average_aethe conditional strong law behind it;deFinetti_empiricalMeasure— on a Polish state space, the directing measure is the almost-sure weak limit of the empirical measures themselves, withConditionallyIIDWith.tendsto_empiricalMeasure_aeits conditional form;deFinetti_coding— the functional form of the representation: the joint law of the directing measure and an exchangeable process is the law of their coded pair, formed from an independent i.i.d. uniform sequence under the fixed measurable mapunitIntervalCoding, withexchangeableLaw_iff_exists_codingthe resulting path-law equivalence.
The two uniqueness statements are genuinely different, and the difference is the point of the
conditional predicate: only the law μ.map ν is pinned down by the mixture identity, whereas a
directing measure is pinned down almost everywhere.
Scope #
This facade exports the stable representation and uniqueness API. Proof routes keep their own endpoints and internals in their own modules, and the worked examples live with the examples; both are reachable directly.
References #
- Roadmap:
TauCetiRoadmap/Exchangeability/README.md, Layer 7 (public API), which specifies this facade and the symmetry facade it builds on. - O. Kallenberg, Probabilistic Symmetries and Invariance Principles (Springer, 2005), Theorem 1.1, for the representation theorem this module exposes.