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Approximate Independence of Distributions on Spheres and Their Stability Properties
- Source :
- Ann. Probab. 19, no. 3 (1991), 1311-1337
- Publication Year :
- 1991
- Publisher :
- Institute of Mathematical Statistics, 1991.
-
Abstract
- 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.
- Subjects :
- Statistics and Probability
Exponential distribution
de Finetti's theorem
62B20
Principle of maximum entropy
Mathematical analysis
Conditional probability distribution
stability
Exponential function
Combinatorics
characterization of distributions
SPHERES
60E05
Statistics, Probability and Uncertainty
Quotient
Mathematics
Subjects
Details
- ISSN :
- 00911798 and 13111337
- Volume :
- 19
- Database :
- OpenAIRE
- Journal :
- The Annals of Probability
- Accession number :
- edsair.doi.dedup.....bdd38f0e63bda4cd57c869139ac87464
- Full Text :
- https://doi.org/10.1214/aop/1176990346