Related papers: Absolute continuity, supports and idempotent split…
This article studies the compatibility of Koenig's notion of an exact Borel subalgebra of a quasi-hereditary or, more generally, standardly stratified algebra with taking idempotent subalgebras or quotients. As an application, we provide…
In the field of categorical probability, one uses concepts and techniques from category theory, such as monads and monoidal categories, to study the structures of probability and statistics. In this paper, we connect some ideas from…
We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…
The Aldous-Hoover Theorem concerns an infinite matrix of random variables whose distribution is invariant under finite permutations of rows and columns. It states that, up to equality in distribution, each random variable in the matrix can…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…
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 develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…
We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…
We axiomatize and generalize Markov's approach to the continuity problem for Type 1 computable functions, i.e. the problem of finding sufficient conditions on a computable topological space to obtain a theorem of the form "computable…
The Glivenko--Cantelli theorem is a uniform version of the strong law of large numbers. It states that for every IID sequence of random variables, the empirical measure converges to the underlying distribution (in the sense of uniform…
We assess the descriptive complexity of *bisimilarity* or "equality of behavior" on a family of Markov decision processes over uncountable standard Borel spaces, namely *nondeterministic labelled Markov processes* (NLMP). We show that…
The d-separation criterion detects the compatibility of a joint probability distribution with a directed acyclic graph through certain conditional independences. In this work, we study this problem in the context of categorical probability…
In this paper, we consider a class of inhomogeneous semi-Markov processes directly based on intensity processes for marked point processes. We show that this class satisfies the semi-Markov properties defined elsewhere in the literature. We…
We introduce a new distributional invariance principle, called `partial spreadability', which emerges from the representation theory of the Thompson monoid $F^+$ in noncommutative probability spaces. We show that a partially spreadable…
We consider piecewise deterministic Markov processes with degenerate transition kernels of the "house-of-cards"-type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the…
In the paper the basic concepts of extended probability theory are introduced. The basic idea: the concept of an event as a subset of \Omega is replaced with the concept of an event as a partition. The partition is any set of disjoint…
Strong typicality and the Markov lemma have been used in the proofs of several multiterminal source coding theorems. Since these two tools can be applied to finite alphabets only, the results proved by them are subject to the same…
In these notes we develop some basic theory of idempotents in monoidal categories. We introduce and study the notion of a pair of complementary idempotents in a triangulated monoidal category, as well as more general idempotent…
Higher-order probabilistic programming languages allow programmers to write sophisticated models in machine learning and statistics in a succinct and structured way, but step outside the standard measure-theoretic formalization of…
The Markov group conjecture, a long-standing open problem in the theory of Markov processes with countable state space, asserts that a strongly continuous Markov semigroup $T = (T_t)_{t \in [0,\infty)}$ on $\ell^1$ has bounded generator if…