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A Weakest Pre-Expectation Semantics for Mixed-Sign Expectations
We present a weakest-precondition-style calculus for reasoning about the
expected values (pre-expectations) of \emph{mixed-sign unbounded} random
variables after execution of a probabilistic program. The semantics of a
while-loop is well-defined as the limit of iteratively applying a functional to
a zero-element just as in the traditional weakest pre-expectation calculus,
even though a standard least fixed point argument is not applicable in this
context. A striking feature of our semantics is that it is always well-defined,
even if the expected values do not exist. We show that the calculus is sound,
allows for compositional reasoning, and present an invariant-based approach for
reasoning about pre-expectations of loops
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