Measure, Randomness and Sublocales

This paper investigates aspects of measure and randomness in the context of locale theory (point-free topology). We prove that every measure (σ-continuous valuation) µ, on the σ-frame of opens of a fitted σ-locale X, extends to a measure on the lattice of all σ-sublocales of X (Theorem 1). Furthermore, when µ is a finite measure with µ(X) = M, the σ-locale X has a smallest σ-sublocale of measure M (Theorem 2). In particular, when µ is a probability measure, X has a smallest σ-sublocale of measure 1. All σ prefixes can be dropped from these statements whenever X is a strongly Lindelöf locale, as is the case in the following applications. When µ is Lebesgue measure on Euclidean space R n, Theorem 1 produces a isometry-invariant measure that, via the inclusion of the powerset P(R n) in the lattice of sublocales, assigns a weight to every subset of R n. (Contradiction is avoided because disjoint subsets need not be disjoint as sublocales.) When µ is the uniform probability measure on Cantor space {0, 1} ω, the smallest measure-1 sublocale, given by Theorem 2, provides a canonical locale of random sequences, where randomness means that all probabilistic laws (measure-1 properties) are satisfied. 1

σ\sigma-locales in Formal Topology

A $\sigma$-frame is a poset with countable joins and finite meets in which binary meets distribute over countable joins. The aim of this paper is to show that $\sigma$-frames, actually $\sigma$-locales, can be seen as a branch of Formal Topology, that is, intuitionistic and predicative point-free topology. Every $\sigma$-frame $L$ is the lattice of Lindel\"of elements (those for which each of their covers admits a countable subcover) of a formal topology of a specific kind which, in its turn, is a presentation of the free frame over $L$. We then give a constructive characterization of the smallest (strongly) dense $\sigma$-sublocale of a given $\sigma$-locale, thus providing a ``$\sigma$-version'' of a Boolean locale. Our development depends on the axiom of countable choice.Comment: Paper presented at the conference Continuity, Computability, Constructivity - From Logic to Algorithms (CCC 2017), Nancy, France, June 26-30 201

A Formalization of Martingales in Isabelle/HOL

This thesis presents a formalization of martingales in arbitrary Banach spaces using Isabelle/HOL. We begin by examining formalizations in prominent proof repositories and extend the definition of the conditional expectation operator from the real numbers to general Banach spaces. The current formalization of conditional expectation in the Isabelle library is limited to real-valued functions. To overcome this limitation, we use measure theoretic arguments to construct the conditional expectation in Banach spaces using suitable limits of simple functions. Subsequently, we define stochastic processes and introduce the concepts of adapted, progressively measurable and predictable processes using suitable locale definitions. We show the relation $$\text{adapted} \supseteq \text{progressive} \supseteq \text{predictable}$$ Furthermore, we show that progressive measurability and adaptedness are equivalent when the indexing set is discrete. We pay special attention to predictable processes in discrete-time, showing that $(X_n)_{n \in \mathbb{N}}$ is predictable if and only if $(X_{n + 1})_{n \in \mathbb{N}}$ is adapted. We rigorously define martingales, submartingales, and supermartingales, presenting their first consequences and corollaries. Discrete-time martingales are given special attention in the formalization. In every step of our formalization, we make extensive use of the powerful locale system of Isabelle. The formalization further contributes by generalizing concepts in Bochner integration by extending their application from the real numbers to arbitrary Banach spaces equipped with a second-countable topology. Induction schemes for integrable simple functions on Banach spaces are introduced. Additionally, we formalize a powerful result called the "Averaging Theorem" which allows us to show that densities are unique in Banach spaces.Comment: 61 pages, Bachelor's Thesis in Informatics and Mathematics at the Technical University of Munic

Pre-measure spaces and pre-integration spaces in predicative Bishop-Cheng measure theory

Bishop's measure theory (BMT) is an abstraction of the measure theory of a locally compact metric space $X$, and the use of an informal notion of a set-indexed family of complemented subsets is crucial to its predicative character. The more general Bishop-Cheng measure theory (BCMT) is a constructive version of the classical Daniell approach to measure and integration, and highly impredicative, as many of its fundamental notions, such as the integration space of $p$-integrable functions $L^p$, rely on quantification over proper classes (from the constructive point of view). In this paper we introduce the notions of a pre-measure and pre-integration space, a predicative variation of the Bishop-Cheng notion of a measure space and of an integration space, respectively. Working within Bishop Set Theory (BST), and using the theory of set-indexed families of complemented subsets and set-indexed families of real-valued partial functions within BST, we apply the implicit, predicative spirit of BMT to BCMT. As a first example, we present the pre-measure space of complemented detachable subsets of a set $X$ with the Dirac-measure, concentrated at a single point. Furthermore, we translate in our predicative framework the non-trivial, Bishop-Cheng construction of an integration space from a given measure space, showing that a pre-measure space induces the pre-integration space of simple functions associated to it. Finally, a predicative construction of the canonically integrable functions $L^1$, as the completion of an integration space, is included.Comment: 29 pages; shortened and corrected versio

Aczel-Mendler Bisimulations in a Regular Category

Aczel-Mendler bisimulations are a coalgebraic extension of a variety of computational relations between systems. It is usual to assume that the underlying category satisfies some form of axiom of choice, so that the theory enjoys desirable properties, such as closure under composition. In this paper, we accommodate the definition in a general regular category - which does not necessarily satisfy any form of axiom of choice. We show that this general definition 1) is closed under composition without using the axiom of choice, 2) coincides with other types of coalgebraic formulations under milder conditions, 3) coincides with the usual definition when the category has the regular axiom of choice. We then develop the particular case of toposes, where the formulation becomes nicer thanks to the power-object monad, and extend the formalism to simulations. Finally, we describe several examples in Stone spaces, toposes for name-passing, and modules over a ring

Rethinking the notion of oracle: A link between synthetic descriptive set theory and effective topos theory

We present three different perspectives of oracle. First, an oracle is a blackbox; second, an oracle is an endofunctor on the category of represented spaces; and third, an oracle is an operation on the object of truth-values. These three perspectives create a link between the three fields, computability theory, synthetic descriptive set theory, and effective topos theory

Internal mathematics for stochastic calculus: a tripos-theoretic approach

We approach the problem of understanding the logical aspects of stochastic calculus through topos theoretic methods. In particular, we construct a tripos which encodes a higher-order logic tailor-made for a specific probability space, which we call Scott tripos. Some internal features and constructions of the associated topos are discussed. Furthermore, we study a family of adjoint modal operators arising from a filtration on a probability space. We explore whether these are related to modal operators in process logics (CTL*, PDL) and we give a negative answer