Exchangeability and irreducible rotational invariance

Abstract

In this note we prove that a finite family $\{X_1,\dots ,X_d\}$ of real r.v.'s that is exchangeable and such that $(X_1,\dots ,X_d)$ is invariant with respect to a subgroup of $SO(d)$ acting irreducibly, is actually invariant with respect to the action of the full group $SO(d)$. Three immediate consequences are deduced: a characterization of isotropic spherical random eigenfunctions whose Fourier coefficients are exchangeable, an extension of Bernstein's characterization of the Gaussian and a characterization of the Lebesgue measure on the sphere.