Kolmogorov extension, martingale convergence, and compositionality of processes

DOI10.1145/2933575.2933610zbMATHOpenAlexMaRDI QIDQ4635932FDO

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

Markov processescompositionalitymartingale convergenceprobabilistic computationKolmogorov extension

Mathematics Subject Classification ID

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

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(3)

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

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