A formalization of de Finetti’s theorem for infinite sequences on standard Borel spaces.
Main Result
Theorem (Kallenberg 1.1): For an infinite sequence of random variables on a standard Borel space, the following are equivalent:
- (Contractable) All strictly increasing subsequences of equal length have the same distribution
- (Exchangeable) Distribution invariant under finite permutations
- (Conditionally i.i.d.) Admits a directing kernel (mixture-of-products representation)
Three Proofs
We formalize all three proofs from Kallenberg (2005):
| Approach | Method |
|---|---|
| Martingale | Reverse martingale convergence (Aldous) |
| L² | Elementary contractability bounds (ℝ-valued, L² integrable) |
| Koopman | Mean Ergodic Theorem |
Visualizations
Import Graphs
Modules colored by proof: 🔵 Martingale 🟢 L² 🟠 Koopman
| Graph | Description |
|---|---|
| Modules (SVG) | 104 files, clickable links to docs |
| Modules (interactive) | Draggable, zoomable |
| All declarations | Searchable |
| Blueprint only | Documented items |
Links
- Blueprint - Proof structure with Lean links
- Blueprint (PDF) - Printable version
- Documentation - Generated Lean documentation
- GitHub Repository
References
- Kallenberg, O. (2005). Probabilistic Symmetries and Invariance Principles. Springer. Chapter 1, Theorem 1.1.