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VOL. 1 | 1989 Chapter 4: Models invariant under compact groups

Abstract

Our goal here is to understand the structure of probability measures which are invariant under a compact group. In the first section, a basic representation theorem is proved and is interpreted in terms of random variables. Section 2 contains some basic examples while applications to some robustness problems are given in Section 3.

Information

Published: 1 January 1989
First available in Project Euclid: 1 May 2016

Digital Object Identifier: 10.1214/cbms/1462061034

Rights: Copyright © 1989 IMS and ASA

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