Domains and stochastic processes

DOI10.1016/J.TCS.2019.05.002MaRDI QIDQ2286750zbMATH OpenOpenAlexFDO

Authors Michael Mislove

Publication date 22 January 2020

Published in Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.00884

zbMATH Keywords

domain theoryrandom variablesSkorohod representation theorem

Mathematics Subject Classification ID

Continuous lattices and posets, applications (06B35) Convergence of probability measures (60B10) Foundations of stochastic processes (60G05) Semantics in the theory of computing (68Q55) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

Abstract: Domain theory has a long history of applications in theoretical computer science and mathematics. In this article, we explore the relation of domain theory to probability theory and stochastic processes. The goal is to establish a theory in which Polish spaces are replaced by domains, and measurable maps are replaced by Scott-continuous functions. We illustrate the approach by recasting one of the fundamental results of stochastic process theory -- Skorohod's Representation Theorem -- in domain-theoretic terms. We anticipate the domain-theoretic version of results like Skorohod's Theorem will improve our understanding of probabilistic choice in computational models, and help devise models of probabilistic programming, with its focus on programming languages that support sampling from distributions where the results are applied to Bayesian reasoning.

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Cited in

(5)

• Stochastic processes on random domains
• Completing simple valuations in K-categories
• A domain-theoretic approach to Brownian motion and general continuous stochastic processes
• scientific article; zbMATH DE number 1497754 (Why is no real title available?)
• A domain-theoretic approach to Brownian motion and general continuous stochastic processes

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