Categorical probability

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In mathematics, the term categorical probability denotes a collection of category-theoretic approaches to probability theory and related fields such as statistics, information theory and ergodic theory.

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The earliest ideas in the field were developed independently by Lawvere and by Chentsov, where they defined a version of what we today call the category of Markov kernels, and appeared in 1962 and 1965 respectively. [1] [2]

Some of the most widely used structures in the theory are

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References

  1. W. Lawvere, The category of probabilistic mappings, 1962.
  2. N. N. Chentsov, The categories of mathematical statistics, Dokl. Akad. SSSR 164, 1965.

Further reading