Probabilistic Symmetries and Invariance Principles

Download or read book Probabilistic Symmetries and Invariance Principles written by Olav Kallenberg and published by Springer Science & Business Media. This book was released on 2005-12-15 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This is the first comprehensive treatment of the three basic symmetries of probability theory - contractability, exchangeability, and rotatability - defined as invariance in distribution under contractions, permutations, and rotations. Most chapters require only some basic, graduate level probability theory, and should be accessible to any serious researchers and graduate students in probability and statistics. Parts of the book may also be of interest to pure and applied mathematicians in other areas. The exposition is formally self-contained, with detailed references provided for any deeper facts from real analysis or probability used in the book."--Jacket.