Probability Seminar

Tim AustinCourant Institute of Mathematical Sciences, New York University
Exchangeable random measures

Thursday, November 21, 2013 - 2:45pm
Malott 251

Classical theorems of de Finetti, Aldous-Hoover and Kallenberg describe the structure of exchangeable probability measures on spaces of sequences or arrays. Similarly, one can add an extra layer of randomness, and ask after exchangeable random measures on these spaces. It turns out that those classical theorems, coupled with an abstract version of the `replica trick' from statistical physics, give a structure theorem for these random measures also. This leads to a new proof of the Dovbysh-Sudakov Theorem describing exchangeable positive semi-definite matrices, and has potential applications in the study of mean-field spin glasses.