Kolmogorov extension, martingale convergence, and compositionality of processes

DOI10.1145/2933575.2933610MaRDI QIDQ4635932zbMATH OpenOpenAlexFDO

Authors Dexter Kozen

Publication date 23 April 2018

Published in Proceedings of the 31st Annual ACM/IEEE Symposium on Logic in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2933575.2933610

zbMATH Keywords

compositionalityKolmogorov extensionMarkov processesmartingale convergenceprobabilistic computation

Mathematics Subject Classification ID

Limits and colimits (products, sums, directed limits, pushouts, fiber products, equalizers, kernels, ends and coends, etc.) (18A30) Categorical semantics of formal languages (18C50) Foundations of stochastic processes (60G05) Martingales with discrete parameter (60G42) Transition functions, generators and resolvents (60J35) Theory of programming languages (68N15) Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10) Semantics in the theory of computing (68Q55) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

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(3)

• A generalization of Kolmogorov's extension theorem and an application to the construction of stochastic processes with random time domains
• Borel kernels and their approximation, categorically
• Almost everywhere continuity of conditional expectations

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