On permutation-invariance of limit theorems

By a classical principle of probability theory, sufficiently thin subsequences of general sequences of random variables behave like i.i.d. sequences. This observation not only explains the remarkable properties of lacunary trigonometric series, but also provides a powerful tool in many areas of anal...

Full description

Saved in:
Bibliographic Details
Published in:Journal of Complexity 2015-06, Vol.31 (3), p.372-379
Main Authors: Berkes, I., Tichy, R.
Format: Article
Language:English
Subjects:
Exchangeable sequences
Lacunary series
Limit theorems
Permutation-invariance
Subsequence principle
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:By a classical principle of probability theory, sufficiently thin subsequences of general sequences of random variables behave like i.i.d. sequences. This observation not only explains the remarkable properties of lacunary trigonometric series, but also provides a powerful tool in many areas of analysis, such as the theory of orthogonal series and Banach space theory. In contrast to i.i.d. sequences, however, the probabilistic structure of lacunary sequences is not permutation-invariant and the analytic properties of such sequences can change after rearrangement. In a previous paper we showed that permutation-invariance of subsequences of the trigonometric system and related function systems is connected with Diophantine properties of the index sequence. In this paper we will study permutation-invariance of subsequences of general r.v. sequences.
ISSN:0885-064X
1090-2708
DOI:10.1016/j.jco.2014.06.001