Exchangeability and sets of desirable gambles

Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We give a general discussion of such models and their rationality criteria. We study exchangeability assessments for them, and prove counterparts of de Finetti's finite and infinite representation theorems. We show that the finite representation in terms of count vectors has a very nice geometrical interpretation, and that the representation in terms of frequency vectors is tied up with multivariate Bernstein (basis) polynomials. We also lay bare the relationships between the representations of updated exchangeable models, and discuss conservative inference (natural extension) under exchangeability and the extension of exchangeable sequences.Comment: 40 page

Accept & Reject Statement-Based Uncertainty Models

We develop a framework for modelling and reasoning with uncertainty based on accept and reject statements about gambles. It generalises the frameworks found in the literature based on statements of acceptability, desirability, or favourability and clarifies their relative position. Next to the statement-based formulation, we also provide a translation in terms of preference relations, discuss---as a bridge to existing frameworks---a number of simplified variants, and show the relationship with prevision-based uncertainty models. We furthermore provide an application to modelling symmetry judgements.Comment: 35 pages, 17 figure

Infinite Divisibility in Euclidean Quantum Mechanics

In simple -- but selected -- quantum systems, the probability distribution determined by the ground state wave function is infinitely divisible. Like all simple quantum systems, the Euclidean temporal extension leads to a system that involves a stochastic variable and which can be characterized by a probability distribution on continuous paths. The restriction of the latter distribution to sharp time expectations recovers the infinitely divisible behavior of the ground state probability distribution, and the question is raised whether or not the temporally extended probability distribution retains the property of being infinitely divisible. A similar question extended to a quantum field theory relates to whether or not such systems would have nontrivial scattering behavior.Comment: 17 pages, no figure

A quantum de Finetti theorem in phase space representation

The quantum versions of de Finetti's theorem derived so far express the convergence of n-partite symmetric states, i.e., states that are invariant under permutations of their n parties, towards probabilistic mixtures of independent and identically distributed (i.i.d.) states. Unfortunately, these theorems only hold in finite-dimensional Hilbert spaces, and their direct generalization to infinite-dimensional Hilbert spaces is known to fail. Here, we address this problem by considering invariance under orthogonal transformations in phase space instead of permutations in state space, which leads to a new type of quantum de Finetti's theorem that is particularly relevant to continuous-variable systems. Specifically, an n-mode bosonic state that is invariant with respect to this continuous symmetry in phase space is proven to converge towards a probabilistic mixture of i.i.d. Gaussian states (actually, n identical thermal states).Comment: 5 page

A de Finetti representation for finite symmetric quantum states

Consider a symmetric quantum state on an n-fold product space, that is, the state is invariant under permutations of the n subsystems. We show that, conditioned on the outcomes of an informationally complete measurement applied to a number of subsystems, the state in the remaining subsystems is close to having product form. This immediately generalizes the so-called de Finetti representation to the case of finite symmetric quantum states.Comment: 22 pages, LaTe

Additivity of the Renyi entropy of order 2 for positive-partial-transpose-inducing channels

We prove that the minimal Renyi entropy of order 2 (RE2) output of a positive-partial-transpose(PPT)-inducing channel joint to an arbitrary other channel is equal to the sum of the minimal RE2 output of the individual channels. PPT-inducing channels are channels with a Choi matrix which is bound entangled or separable. The techniques used can be easily recycled to prove additivity for some non-PPT-inducing channels such as the depolarizing and transpose depolarizing channels, though not all known additive channels. We explicitly make the calculations for generalized Werner-Holevo channels as an example of both the scope and limitations of our techniques.Comment: 4 page

Existence of equilibria in countable games: an algebraic approach

Although mixed extensions of finite games always admit equilibria, this is not the case for countable games, the best-known example being Wald's pick-the-larger-integer game. Several authors have provided conditions for the existence of equilibria in infinite games. These conditions are typically of topological nature and are rarely applicable to countable games. Here we establish an existence result for the equilibrium of countable games when the strategy sets are a countable group and the payoffs are functions of the group operation. In order to obtain the existence of equilibria, finitely additive mixed strategies have to be allowed. This creates a problem of selection of a product measure of mixed strategies. We propose a family of such selections and prove existence of an equilibrium that does not depend on the selection. As a byproduct we show that if finitely additive mixed strategies are allowed, then Wald's game admits an equilibrium. We also prove existence of equilibria for nontrivial extensions of matching-pennies and rock-scissors-paper. Finally we extend the main results to uncountable games

Imprecise Markov chains and their limit behaviour

When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considering as basic uncertainty models the so-called credal sets that these probabilities are known or believed to belong to, and by allowing the probabilities to vary over such sets. This leads to the definition of an imprecise Markov chain. We show that the time evolution of such a system can be studied very efficiently using so-called lower and upper expectations, which are equivalent mathematical representations of credal sets. We also study how the inferred credal set about the state at time n evolves as n goes to infinity: under quite unrestrictive conditions, it converges to a uniquely invariant credal set, regardless of the credal set given for the initial state. This leads to a non-trivial generalisation of the classical Perron-Frobenius Theorem to imprecise Markov chains.Comment: v1: 28 pages, 8 figures; v2: 31 pages, 9 figures, major revision after review: added, modified, and removed material (no results dropped, results added), moved proofs to an appendi

Computable de Finetti measures

We prove a computable version of de Finetti's theorem on exchangeable sequences of real random variables. As a consequence, exchangeable stochastic processes expressed in probabilistic functional programming languages can be automatically rewritten as procedures that do not modify non-local state. Along the way, we prove that a distribution on the unit interval is computable if and only if its moments are uniformly computable.Comment: 32 pages. Final journal version; expanded somewhat, with minor corrections. To appear in Annals of Pure and Applied Logic. Extended abstract appeared in Proceedings of CiE '09, LNCS 5635, pp. 218-23

A de Finetti representation theorem for infinite dimensional quantum systems and applications to quantum cryptography

According to the quantum de Finetti theorem, if the state of an N-partite system is invariant under permutations of the subsystems then it can be approximated by a state where almost all subsystems are identical copies of each other, provided N is sufficiently large compared to the dimension of the subsystems. The de Finetti theorem has various applications in physics and information theory, where it is for instance used to prove the security of quantum cryptographic schemes. Here, we extend de Finetti's theorem, showing that the approximation also holds for infinite dimensional systems, as long as the state satisfies certain experimentally verifiable conditions. This is relevant for applications such as quantum key distribution (QKD), where it is often hard - or even impossible - to bound the dimension of the information carriers (which may be corrupted by an adversary). In particular, our result can be applied to prove the security of QKD based on weak coherent states or Gaussian states against general attacks.Comment: 11 pages, LaTe