Exchangeability and irreducible rotational invariance

Paolo Baldi, Domenico Marinucci, Stefano Trapani

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)…