Article contents
A structure theorem for stochastic processes indexed by the discrete hypercube
Published online by Cambridge University Press: 28 January 2021
Abstract
Let A be a finite set with , let n be a positive integer, and let
$A^n$ denote the discrete
$n\text {-dimensional}$ hypercube (that is,
$A^n$ is the Cartesian product of n many copies of A). Given a family
$\langle D_t:t\in A^n\rangle $ of measurable events in a probability space (a stochastic process), what structural information can be obtained assuming that the events
$\langle D_t:t\in A^n\rangle $ are not behaving as if they were independent? We obtain an answer to this problem (in a strong quantitative sense) subject to a mild ‘stationarity’ condition. Our result has a number of combinatorial consequences, including a new (and the most informative so far) proof of the density Hales-Jewett theorem.
MSC classification
- Type
- Foundations
- Information
- Creative Commons
- This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited.
- Copyright
- © The Author(s), 2021. Published by Cambridge University Press
References
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