On rigidity of infinite exchangeable sequences

Source abstract

We ask when the law of an infinite exchangeable sequence is uniquely determined by a finite-dimensional marginal. For mixtures of a probability kernel, a weak localization condition makes three coordinates determine the directing law. Completeness alone makes four coordinates sufficient. Neither order can be lowered in general. For exponential kernels with a nonnegative sufficient statistic, a Müntz-Szász support condition implies three coordinates suffice. In the scalar case, this result is sharp. We also characterize when completeness holds simultaneously for all scalar mixing laws by a weighted Müntz density condition and show that statistic support alone need not decide completeness. These methods yield sharp finite-dimensional refinements of Freedman's theorem on rotatable sequences, namely that spherical symmetry of three coordinates makes an infinite exchangeable sequence rotatable while symmetry of the first two coordinates is in general insufficient. Finally, for energy-radial densities we give a complete-monotonicity criterion for infinite extendibility and determine the exact uniqueness thresholds for $\ell_q$-norm exponential laws.