Abstract
Let $\mathscr{P} = \{F_0,\cdots, F_m\}$ be a class of probability measures on $(\mathscr{X}, \mathscr{B})$. For any signed measure $\tau$ on $\mathscr{B}^N$, let $\tau^\ast$ be the average of $\tau g$ over all $N$! permutations $g$ and let $\|\tau\| = \mathbf{V}\{|\tau(C)|: C \in \mathscr{B}^N\}$. Let $d_{ij} = \|F_i - F_j\|$ and $K(x) = .5012\cdots x(1 - x)^{-\frac{3}{2}}$. For any nonnegative integral partitions $\mathbf{N} = (N_0,\cdots, N_m)$ and $\mathbf{N}' = (N_0',\cdots, N_m')$ of $N$, let $\delta_i = N'_i - N_i$ and $\wedge_i = (N'_i \wedge N_i) + 1$. With $\tau = \times F_i^{N_i} - \times F_i^{N_i'}$ and $n = {\tt\#}\{i\mid\delta_i \neq 0\} - 1$, we bound $\|\tau^\ast\|^2$ by \begin{equation*}\tag{T3} nK(d)\sum \delta_i^2\wedge_i^{-1}\quad \text{with} d = \vee\{d_{ij}\mid\delta_i \neq 0, \delta_j \neq 0\}\end{equation*} and, if $\mathscr{P}$ is internally connected by chains with non-orthogonal successive elements, by \begin{equation*}\tag{T4} \frac{1}{2}mK(\check{d})(\sum |\delta_i|)^2(\sum \wedge_i^{-1}) \quad\text{with} \check{d} = \vee\{d_{ij} \mid F_i ?? F_j\}.\end{equation*} The bound (T3) is finite iff the $F_i$ with $\delta_i \neq 0$ are pairwise non-orthogonal and (T4) is designed to replace it otherwise.
Citation
James Hannan. J. S. Huang. "A Stability of Symmetrization of Product Measures with Few Distinct Factors." Ann. Math. Statist. 43 (1) 308 - 319, February, 1972. https://doi.org/10.1214/aoms/1177692724
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