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Intuitive meaning of Giry monad's $\sigma$-algebra

The Giry monad $G : \textbf{Meas} \to \textbf{Meas}$ maps a measurable space $(X, \mathcal{F})$ to its set of probability measures. The $\sigma$-algebra of $G(X, \mathcal{F})$ is the smallest algebra ...
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