2
votes
2answers
126 views

Integral over integrals with different measures

I was trying to construct a category of measurable spaces and 'nondeterministic functions' (not the usual category of measurable spaces); specifically a map $(\Omega, \Sigma)\rightarrow (\Omega', ...
4
votes
2answers
190 views

Obtaining conditional probabilities as pushforwards of [0,1]

It is standard that every Borel probability measure on a polish space $X$ can be obtained as pushforward of the uniform measure $\lambda$ on $[0,1]$ along an almost-everywhere-defined Borel-measurable ...
4
votes
0answers
133 views

Beck-Chevalley for measures?

A measurable set is a pair $(X,\Sigma)$ where $X$ is a set and $\Sigma$ is a $\sigma$-algebra on $X$. The elements $U\in\Sigma$ will be considered as subsets $U\subseteq X$. A morphism of measurable ...
4
votes
1answer
95 views

A terminal coalgebra of a certain functor on Mes

Let $\mathfrak C = \mathsf{Mes}$ be the category of meausurable spaces and measurable maps. For any object $X\in \mathfrak C_0$ we assign a measurable space $\mathcal P(X)$ whose elements $\mu$ are ...
9
votes
1answer
298 views

Is there a natural measurable structure on the $\sigma$-algebra of a measurable space?

Let $(X, \Sigma)$ denote a measurable space. Is there a non-trivial $\sigma$-algebra $\Sigma^1$ of subsets of $\Sigma$ so that $(\Sigma, \Sigma^1)$ is also a measurable space? Here is one natural ...
11
votes
2answers
551 views

Can one view the Independent Product in Probability categorially?

One can construct a category of probability spaces, but this category has no products. Now probability theory relies strongly on the ability to build independent products, the product measure. In a ...
7
votes
2answers
366 views

Fixed objects of the M endofunctor on category Meas

Consider the category $\operatorname{Meas}$ of measurable spaces: its objects are sets equipped with $\sigma$-algebras, and its morphisms are measurable functions between spaces. As Gerald Edgar ...
6
votes
1answer
290 views

Groupoids and hypergroups

There are two generalizations of usual groups: groupoids, where the multiplication operation becomes "partial", and hypergroups, for which the result of multiplying two elements is a probability ...
5
votes
0answers
183 views

Diffusion processes in wide generality

It is common knowledge among schoolchildren that one may define jump diffusion processes in wide generality. Hard question: What are the most general structures on which one may define something ...
5
votes
1answer
373 views

Which categorical (coproduct-like) operation captures integration of measures?

Suppose we have a measure space $(X,a)$, a measurable space $Y$ and for every $x\in X$ we have a measure $b_x$ on $Y$. Suppose that $(Z,c)$ is a measure space such that as a measurable space ...
18
votes
2answers
3k views

Is there a category structure one can place on measure spaces so that category-theoretic products exist?

The usual category of measure spaces consists of objects $(X, \mathcal{B}_X, \mu_X)$, where $X$ is a space, $\mathcal{B}_X$ is a $\sigma$-algebra on $X$, and $\mu_X$ is a measure on $X$, and measure ...
13
votes
4answers
1k views

measure spaces as presheaves?

I recently had the idea that maybe measure spaces could be viewed as sheaves, since they attach things, specifically real numbers, to sets... But at least as far as I can tell, it doesn't quite work ...