q-exchangeability via quasi-invariance

A.V. Gnedin, G. Olshanski

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    Abstract

    For positive q is not 1, the q-exchangeability of an infinite random word is introduced as quasi-invariance under permutations of letters, with a special cocycle which accounts for inversions in the word. This framework allows us to extend the q-analog of de Finetti’s theorem for binary sequences—see Gnedin and Olshanski [Electron. J. Combin. 16 (2009) R78]—to general real-valued sequences. In contrast to the classical case of exchangeability (q = 1), the order on ℝ plays a significant role for the q-analogs. An explicit construction of ergodic q-exchangeable measures involves random shuffling of ℕ = {1, 2, …} by iteration of the geometric choice. Connections are established with transient Markov chains on q-Pascal pyramids and invariant random flags over the Galois fields.
    Original languageEnglish
    Pages (from-to)2103-2135
    Number of pages33
    JournalAnnals of Probability
    Volume38
    Issue number6
    DOIs
    Publication statusPublished - Nov 2010

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