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On Monadic Vector-Valued Integration

Benedikt Peterseim

Abstract

In recent times, there has been a growing interest in a structuralist understanding of probability, measure and integration theory. The present thesis contributes to this programme in three ways. First, we construct a commutative probability monad on the cartesian closed category of hk-spaces (also known as CGWH spaces, or weak Hausdorff k-spaces in the literature). Secondly, in order to achieve this in a seamless way, we develop the theory of paired linear hk-spaces, a functional-analytic category tailored to the duality between measures and functionals. Finally, vector-valued integration emerges naturally from the free-forgetful adjunction between paired linear hk-spaces and hk-spaces, inducing a commutative monad of compactly supported measures and leading to a theory of monadic vector-valued integration.

On Monadic Vector-Valued Integration

Abstract

In recent times, there has been a growing interest in a structuralist understanding of probability, measure and integration theory. The present thesis contributes to this programme in three ways. First, we construct a commutative probability monad on the cartesian closed category of hk-spaces (also known as CGWH spaces, or weak Hausdorff k-spaces in the literature). Secondly, in order to achieve this in a seamless way, we develop the theory of paired linear hk-spaces, a functional-analytic category tailored to the duality between measures and functionals. Finally, vector-valued integration emerges naturally from the free-forgetful adjunction between paired linear hk-spaces and hk-spaces, inducing a commutative monad of compactly supported measures and leading to a theory of monadic vector-valued integration.
Paper Structure (157 sections, 139 theorems, 288 equations, 4 tables)

This paper contains 157 sections, 139 theorems, 288 equations, 4 tables.

Key Result

Theorem 1.2.0.1

The category $\mathsf{L}$ of paired linear $hk$-spaces admits a closed symmetric monoidal structure consisting of a tensor product $\,\widehat{\otimes}\,$ and an internal hom $[-,-]$. For paired linear $hk$-spaces $V,W$, the internal hom $[V,W]$ is the closed subspace of $C(V,W)$ consisting of morph a natural isomorphism of paired linear $hk$-spaces. Moreover, for every paired linear $hk$-space $V

Theorems & Definitions (390)

  • Theorem 1.2.0.1
  • Theorem 1.2.0.2
  • Theorem 1.2.0.3
  • Definition 1.3.1.1
  • Definition 1.3.1.2: $k$-space, $hk$-space
  • Definition 1.3.1.4
  • Definition 1.3.2.1: Monad
  • Example 1.3.2.2: The Giry monad on Polish spaces, giry1981categorical
  • Definition 1.4.1.1
  • Remark 1.4.1.2
  • ...and 380 more