Decompositions of finite high-dimensional random arrays

A $d$-dimensional random array on a nonempty set $I$ is a stochastic process $\boldsymbol{X}=\langle X_s:s\in \binom{I}{d}\rangle $ indexed by the set $\binom{I}{d}$ of all $d$-element subsets of $I$. We obtain structural decompositions of finite, high-dimensional random arrays whose distribution is invariant under certain symmetries.

Our first main result is a distributional decomposition of finite, (approximately) spreadable, high-dimensional random arrays whose entries take values in a finite set; the two-dimensional case of this result is the finite version of an infinitary decomposition due to Fremlin and Talagrand. Our second main result is a physical decomposition of finite, spreadable, high-dimensional random arrays with square-integrable entries that is the analogue of the Hoeffding/Efron–Stein decomposition. All proofs are effective.

We also present applications of these decompositions in the study of concentration of functions of finite, high-dimensional random arrays.