Abstract
To explain the idea behind the present paper the following fundamental principle is emphasized. Let X = (X 1,…, X n ) be an n-dimensional vector valued random variable, and let µ(x) =µ(x 1…, x n )be its probability measure (defined on euclidean n-space E n ). Suppose that X has the property that µ(x) =µ(gx) for every element g of a group G of order h of transformations of E n into itself. Let f(x) =f(x 1…, x n ) be a µ-integrable complex valued function on E n Then the expected value of f(x) is
, where
.
The research of this author was supported in part by the united States Air Force under Contract No. AF18(600)-685 monitored by the Office of Scientific Research.
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Spitzer, F. (1991). A Combinatorial Lemma and its Application to Probability Theory. In: Durrett, R., Kesten, H. (eds) Random Walks, Brownian Motion, and Interacting Particle Systems. Progress in Probability, vol 28. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0459-6_1
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