Related papers: Probability monads as codensity monads

We consider a system of weak* closed sets of finite-dimensional distributions. We show that a corresponding system of random variables can be defined on a probability space with a probability measure determined up to some set of measures,…

Given positive measures $\nu,\mu$ on an arbitrary measurable space $(\Omega, \mathcal F)$, we construct a sequence of finite partitions $(\pi_n)_n$ of $(\Omega, \mathcal F)$ s.t. $$ \sum_{A\in \pi_n: \mu(A)>0} 1_{A} \frac{\nu(A)}{\mu(A)}…

The paper treats density measures as typical examples of finitely additive measures in $\mathbb{R}^n$. We study their structure and derive basic properties. In addition, estimates for related integrals are provided. The results are applied…

Probabilistic submeasures generalizing the classical (numerical) submeasures are introduced and discussed in connection with some classes of aggregation functions. A special attention is paid to triangular norm-based probabilistic…

The expectation monad is introduced abstractly via two composable adjunctions, but concretely captures measures. It turns out to sit in between known monads: on the one hand the distribution and ultrafilter monad, and on the other hand the…

For the generic continuous map and for the generic homeomorphism of the Cantor space, we study the dynamics of the induced map on the space of probability measures, with emphasis on the notions of Li-Yorke chaos, topological entropy,…

We study codensity monads $T$ induced by (mostly small, mostly dense) full subcategories $A \subset K$. These monads behave quite similarly, we show some connections with the Isbell duality, pro-finite objects and compact spaces. We prove…

We produce a probabilistic space from logic, both classical and quantum, which is in addition partially ordered in such a way that entropy is monotone. In particular do we establish the following equation: Quantitative Probability = Logic +…

It is well-known that a random variable, i.e., a function defined on a probability space, with values in a Borel space, can be represented on the special probability space consisting of the unit interval with Lebesgue measure. We show an…

The inclusion hyperspace functor, the capacity functor and monads for these functors have been extended from the category of compact Hausdorff spaces to the category of Tychonoff spaces. Properties of spaces and maps of inclusion…

We study a compactification of the space of invariant probability measures for a transitive countable Markov shift. We prove that it is affine homeomorphic to the Poulsen simplex. Furthermore, we establish that, depending on a combinatorial…

This paper presents a constructive proof of the existence of a regular non-atomic strictly-positive measure on any second-countable non-atomic locally compact Hausdorff space. This construction involves a sequence of finitely-additive set…

This article includes a survey of the historical development and theoretical structure of the pre-modern theory of magnitudes and numbers. In Part 1, work, insights and controversies related to quantity calculus from Euler onward are…

Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…

We exhibit a functor from the category OUS of order unit spaces and positive, unit-preserving mappings into the category $\Prob$ of probabilistic models (test spaces with designated state spaces) and morphisms thereof. Restricted to any…

The Kantorovich-Rubinshtein metric is an $L^1$-like metric on spaces of probability distributions that enjoys several serendipitous properties. It is complete separable if the underlying metric space of points is complete separable, and in…

This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…

Probability theory can be studied synthetically as the computational effect embodied by a commutative monad. In the recently proposed Markov categories, one works with an abstraction of the Kleisli category and then defines deterministic…

We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolution semigroup is the convolution product of its initial…

The paper is devoted to a categorical study of the category of probabilistic metric spaces. The study is based on an isomorphic description of the category of probabilistic metric spaces. The isomorphic description was obtained in [3] and…