Post #2103473
2026-04-30 16:06 UTC
On the occasion of my return to Mathstodon, a short note about my most recent preprint, The Universal Property of Measure-Theoretic Probability (https://arxiv.org/abs/2512.15485).
To summarize, I prove the following theorem: Among Markov categories \(\mathcal{C}\) such that
- The deterministic subcategory \(\mathcal{C}_\mathrm{det}\) is countably complete, (countably) extensive and Boolean,
- the inclusion \(\mathcal{C}_\mathrm{det} \hookrightarrow \mathcal{C}\) preserves the countable coproducts, pullbacks along coproduct inclusions, and carries the countable products to *Kolmogorov products* (in the sense of my previous paper https://arxiv.org/abs/1912.02769 with Tobias Fritz),
- there exists a morphism \(1 \to 1+1\) satisfying some equations identifying it as a "fair coinflip" (such a morphism is unique if it exists),
(and Markov functors which preserve this structure in an obvious sense), the usual Markov category \(\mathsf{BorelStoch}\) of standard Borel measurable spaces and measurable Markov kernels is (bi-) initial.
This uses a previous result by Chen, that the category of standard Borel spaces and measurable functions is initial among categories satisfying the requirements for \(\mathcal{C}_\mathrm{det}\) above. Thus the really interesting part is that, combined with the assumptions about how the stochastic maps interact with the limits and colimits (point 2 above), adjoining a single binary stochastic map suffices to generate all the probability measures, and moreover to prove all the equations between them!
Replies (1)
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@eigil@mathstodon.xyz 2026-04-30 16:06
It is not so hard to see why you get every kernel this way. Every kernel \(A \to B\) can be written as a measurable function \(f: A \times [0,1] \to B\) composed with the Lebesgue measure \(1 \to [0,1]\), which in turn is measure-isomorphic to the "infinite independent coinflip" measure \(1 \to 2^\mathbb{N}\). This can be constructed using the coinflip and the property that \(2^\mathbb{N}\) is a Kolmogorov product. It is much more subtle to see that every identity between such kernels is a consequence of the axioms. The full proof is complicated (and very ugly currently, although I have ideas for how to make it more conceptual), but I'll sketch a key lemma which contains the general idea.