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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:

  1. (Contractable) All strictly increasing subsequences of equal length have the same distribution
  2. (Exchangeable) Distribution invariant under finite permutations
  3. (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)
Elementary contractability bounds (ℝ-valued, L² integrable)
Koopman Mean Ergodic Theorem

Visualizations

Import Graphs

Import Graph

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

References