The factorization of the Giry monad

DOI10.1016/J.AIM.2018.10.007MaRDI QIDQ1621453zbMATH OpenOpenAlexWikidataFDO

Authors Kirk Sturtz

Publication date 8 November 2018

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.00488

zbMATH Keywords

probability theoryGiry monaddense subcategoryconvex spacesGiry algebrasIsbell duality

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Eilenberg-Moore and Kleisli constructions for monads (18C20) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Categories, functors in functional analysis (46M15) Axiomatic and generalized convexity (52A01) Axioms; other general questions in probability (60A05)

Abstract: We construct a factorization of the Giry monad through the category of convex spaces, and show that, provided that no measurable cardinals exist, probability measures can be viewed as natural transformations. Using the adjunction of this factorization, we then show the category of Giry algebras is equivalent to the category of convex measurable spaces where the $sigma$-algebra structure associated with a convex space satisfies an elementary property.

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Cites work

• scientific article; zbMATH DE number 3764843 (Why is no real title available?)
• scientific article; zbMATH DE number 3434546 (Why is no real title available?)
• A categorical foundation for Bayesian probability
• Cogenerators for convex spaces
• Eilenberg--Moore algebras for stochastic relations
• Erratum and addendum: ``Eilenberg-Moore algebras for stochastic relations
• The monad of probability measures over compact ordered spaces and its Eilenberg-Moore algebras

Cited in

(1)

• Codensity and the Giry monad

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