Approximate Independence of Distributions on Spheres and Their Stability Properties
Rachev, S. T. ; Ruschendorf, L.
Ann. Probab., Tome 19 (1991) no. 4, p. 1311-1337 / Harvested from Project Euclid
Let $\zeta$ be chosen at random on the surface of the $p$-sphere in $\mathbb{R}^n, 0_{p,n} := \{x \in \mathbb{R}^n: \sum^n_{i = 1}|x_i|^p = n\}$. If $p = 2$, then the first $k$ components $\zeta_1,\ldots, \zeta_k$ are, for $k$ fixed, in the limit as $n\rightarrow\infty$ independent standard normal. Considering the general case $p > 0$, the same phenomenon appears with a distribution $F_p$ in an exponential class $\mathscr{E}. F_p$ can be characterized by the distribution of quotients of sums, by conditional distributions and by a maximum entropy condition. These characterizations have some interesting stability properties. Some discrete versions of this problem and some applications to de Finetti-type theorems are discussed.
Publié le : 1991-07-14
Classification:  de Finetti's theorem,  characterization of distributions,  stability,  60E05,  62B20
@article{1176990346,
     author = {Rachev, S. T. and Ruschendorf, L.},
     title = {Approximate Independence of Distributions on Spheres and Their Stability Properties},
     journal = {Ann. Probab.},
     volume = {19},
     number = {4},
     year = {1991},
     pages = { 1311-1337},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990346}
}
Rachev, S. T.; Ruschendorf, L. Approximate Independence of Distributions on Spheres and Their Stability Properties. Ann. Probab., Tome 19 (1991) no. 4, pp.  1311-1337. http://gdmltest.u-ga.fr/item/1176990346/