De Finetti's Theorem
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De Finetti's Theorem
In probability theory, de Finetti's theorem states that exchangeable observations are conditionally independent relative to some latent variable. An epistemic probability distribution could then be assigned to this variable. It is named in honor of Bruno de Finetti. For the special case of an exchangeable sequence of Bernoulli random variables it states that such a sequence is a "mixture" of sequences of independent and identically distributed (i.i.d.) Bernoulli random variables. A sequence of random variables is called exchangeable if the joint distribution of the sequence is unchanged by any permutation of the indices. While the variables of the exchangeable sequence are not ''themselves'' independent, only exchangeable, there is an ''underlying'' family of i.i.d. random variables. That is, there are underlying, generally unobservable, quantities that are i.i.d. – exchangeable sequences are mixtures of i.i.d. sequences. Background A Bayesian statistician often seeks the co ...
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Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ...
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Compound Probability Distribution
In probability and statistics, a compound probability distribution (also known as a mixture distribution or contagious distribution) is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution, with (some of) the parameters of that distribution themselves being random variables. If the parameter is a scale parameter, the resulting mixture is also called a scale mixture. The compound distribution ("unconditional distribution") is the result of marginalizing (integrating) over the ''latent'' random variable(s) representing the parameter(s) of the parametrized distribution ("conditional distribution"). Definition A compound probability distribution is the probability distribution that results from assuming that a random variable X is distributed according to some parametrized distribution F with an unknown parameter \theta that is again distributed according to some other distribution G. The resulting di ...
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Probability Theorems
Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty."Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory", Alan Stuart and Keith Ord, 6th Ed, (2009), .William Feller, ''An Introduction to Probability Theory and Its Applications'', (Vol 1), 3rd Ed, (1968), Wiley, . The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written as 0.5 or 50%). These conce ...
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Krein–Milman Theorem
In the mathematical theory of functional analysis, the Krein–Milman theorem is a proposition about compact convex sets in locally convex topological vector spaces (TVSs). This theorem generalizes to infinite-dimensional spaces and to arbitrary compact convex sets the following basic observation: a convex (i.e. "filled") triangle, including its perimeter and the area "inside of it", is equal to the convex hull of its three vertices, where these vertices are exactly the extreme points of this shape. This observation also holds for any other convex polygon in the plane \R^2. Statement and definitions Preliminaries and definitions Throughout, X will be a real or complex vector space. For any elements x and y in a vector space, the set , y:= \ is called the or closed interval between x and y. The or open interval between x and y is (x, x) := \varnothing when x = y while it is (x, y) := \ when x \neq y; it satisfies (x, y) = , y\setminus \ and , y= (x, y) \cup \. The points x ...
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Choquet Theory
In mathematics, Choquet theory, named after Gustave Choquet, is an area of functional analysis and convex analysis concerned with measures which have support on the extreme points of a convex set ''C''. Roughly speaking, every vector of ''C'' should appear as a weighted average of extreme points, a concept made more precise by generalizing the notion of weighted average from a convex combination to an integral taken over the set ''E'' of extreme points. Here ''C'' is a subset of a real vector space ''V'', and the main thrust of the theory is to treat the cases where ''V'' is an infinite-dimensional (locally convex Hausdorff) topological vector space along lines similar to the finite-dimensional case. The main concerns of Gustave Choquet were in potential theory. Choquet theory has become a general paradigm, particularly for treating convex cones as determined by their extreme rays, and so for many different notions of ''positivity'' in mathematics. The two ends of a line segment dete ...
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Quantum Entanglement
Quantum entanglement is the phenomenon that occurs when a group of particles are generated, interact, or share spatial proximity in a way such that the quantum state of each particle of the group cannot be described independently of the state of the others, including when the particles are separated by a large distance. The topic of quantum entanglement is at the heart of the disparity between classical and quantum physics: entanglement is a primary feature of quantum mechanics not present in classical mechanics. Measurements of physical properties such as position, momentum, spin, and polarization performed on entangled particles can, in some cases, be found to be perfectly correlated. For example, if a pair of entangled particles is generated such that their total spin is known to be zero, and one particle is found to have clockwise spin on a first axis, then the spin of the other particle, measured on the same axis, is found to be anticlockwise. However, this behavior gives ...
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Quantum Key Distribution
Quantum key distribution (QKD) is a secure communication method which implements a cryptographic protocol involving components of quantum mechanics. It enables two parties to produce a shared random secret key known only to them, which can then be used to encrypt and decrypt messages. It is often incorrectly called quantum cryptography, as it is the best-known example of a quantum cryptographic task. An important and unique property of quantum key distribution is the ability of the two communicating users to detect the presence of any third party trying to gain knowledge of the key. This results from a fundamental aspect of quantum mechanics: the process of measuring a quantum system in general disturbs the system. A third party trying to eavesdrop on the key must in some way measure it, thus introducing detectable anomalies. By using quantum superpositions or quantum entanglement and transmitting information in quantum states, a communication system can be implemented that detect ...
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Quantum Information
Quantum information is the information of the state of a quantum system. It is the basic entity of study in quantum information theory, and can be manipulated using quantum information processing techniques. Quantum information refers to both the technical definition in terms of Von Neumann entropy and the general computational term. It is an interdisciplinary field that involves quantum mechanics, computer science, information theory, philosophy and cryptography among other fields. Its study is also relevant to disciplines such as cognitive science, psychology and neuroscience. Its main focus is in extracting information from matter at the microscopic scale. Observation in science is one of the most important ways of acquiring information and measurement is required in order to quantify the observation, making this crucial to the scientific method. In quantum mechanics, due to the uncertainty principle, non-commuting observables cannot be precisely measured simultaneously, as ...
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