arXiv (math.PR)
2026-06-18 12:00
DOI:
arXiv:2606.18654
Rigidity of infinite exchangeable sequences with Gaussian marginals
Authors:
Abstract
arXiv:2606.18654v1 Announce Type: new
Abstract: We study infinite exchangeable sequences with Gaussian one-dimensional marginals. We formulate the conjecture that joint Gaussianity of a single pair of coordinates forces the entire sequence to be a Gaussian process. Although this conjecture remains open, we prove that joint Gaussianity of the first four coordinates is sufficient. We also establish the corresponding two-point criterion under the additional assumption that the directing measure is almost surely infinitely divisible.