Kolmogorov Extension, Martingale Convergence, and Compositionality of Processes
Loading...
No Access Until
Permanent Link(s)
Other Titles
Author(s)
Abstract
We show that the Kolmogorov extension theorem and the Doob martingale convergence theorem are two aspects of a common generalization, namely a colimit-like construction in a category of Radon spaces and reversible Markov kernels. The construction provides a compositional denotational semantics for standard iteration operators in programming languages, e.g. Kleene star or while loops, as a limit of finite approximants, even in the absence of a natural partial order.
Journal / Series
Volume & Issue
Description
Sponsorship
Date Issued
2015-12-30
Publisher
Keywords
Kolmogorov Extension; Martingale Convergence; Markov Process; Probabilistic Programs
Location
Effective Date
Expiration Date
Sector
Employer
Union
Union Local
NAICS
Number of Workers
Committee Chair
Committee Co-Chair
Committee Member
Degree Discipline
Degree Name
Degree Level
Related Version
Related DOI
Related To
Related Part
Based on Related Item
Has Other Format(s)
Part of Related Item
Related To
Related Publication(s)
Link(s) to Related Publication(s)
References
Link(s) to Reference(s)
Previously Published As
Government Document
ISBN
ISMN
ISSN
Other Identifiers
Rights
Rights URI
Types
technical report