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Register a new userAn elementary proof of de Finettis Theorem
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Authors
Werner Kirsch
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A sequence of random variables is called exchangeable if the joint distribution of the sequence is unchanged by any permutation of the indices. De Finettis theorem characterizes all ${0,1}$-valued exchangeable sequences as a mixture of sequences of independent random variables. We present an new, elementary proof of de Finettis Theorem. The purpose of this paper is to make this theorem accessible to a broader community through an essentially self-contained proof.
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We present a novel proof of de Finettis Theorem characterizing permutation-invariant probability measures of infinite sequences of variables, so-called exchangeable measures. The proof is phrased in the language of Markov categories, which provide an abstract categorical framework for probability and information flow. The diagrammatic and abstract nature of the arguments makes the proof intuitive and easy to follow. We also show how the usual measure-theoretic version of de Finettis Theorem for standard Borel spaces is an instance of this result.
We give an elementary proof of Grothendiecks non-vanishing Theorem: For a finitely generated non-zero module $M$ over a Noetherian local ring $A$ with maximal ideal $m$, the local cohomology module $H^{dim M}_{m}(M)$ is non-zero.
Hanners theorem is a classical theorem in the theory of retracts and extensors in topological spaces, which states that a local ANE is an ANE. While Hanners original proof of the theorem is quite simple for separable spaces, it is rather involved for the general case. We provide a proof which is not only short, but also elementary, relying only on well-known classical point-set topology.
A finite form of de Finettis representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $ngeq k$ is close to a mixture of product distributions. Closeness is measured in terms of the relative entropy and an explicit bound is provided.
Let $Omega(n)$ denote the number of prime factors of $n$. We show that for any bounded $fcolonmathbb{N}tomathbb{C}$ one has [ frac{1}{N}sum_{n=1}^N, f(Omega(n)+1)=frac{1}{N}sum_{n=1}^N, f(Omega(n))+mathrm{o}_{Ntoinfty}(1). ] This yields a new elementary proof of the Prime Number Theorem.
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