Probability Trees

Abstract

In this article, we introduce a formal definition of the concept of probability tree and conduct a detailed and comprehensive study of its fundamental structural properties. In particular, we define what we term an inductive probability measure and prove that such trees can be identified with these measures. Furthermore, we prove that probability trees are completely determined by probability measures on the Borel $σ$-algebra of the tree's body. We then explore applications of probability trees in several areas of mathematics, including probability theory, measure theory, and set theory. In the first, we show that the cumulative distribution of finitely many dependent and non-identically distributed Bernouli tests is bounded by the cumulative distribution of some binomial distribution. In the second, we establish a close relationship between probability trees and the real line, showing that Borel, measurable sets, and their measures can be preserved, as well as other combinatorial properties. Finally, in set theory, we establish that the null ideal associated with suitable probability trees is Tukey equivalent to the null ideal on $[0, 1]$. This leads to a new elementary proof of the fact that the null ideal of a free $σ$-finite Borel measure on a Polish space is Tukey equivalent with the null ideal of $\mathbb{R}$, which supports that the associated cardinal characteristics remain invariant across the spaces in which they are defined.

Figures (6)

• Figure 1: Example of a probability tree.
• Figure 2: Connections between the classes associated with $\mathcal{TP}$, $\mathcal{IP}$ and $\mathcal{GP}$.
• Figure 3: Connections between the classes associated to $\mathcal{TP}$, $\mathcal{IP}$, $\mathcal{GP}$ and $\mathcal{BP}$.
• Figure 4: The situation in \ref{['p64']}.
• Figure 5: Graphic situation of \ref{['b087']}: $N_{\bar{\mu}}^{\ast} \subseteq f_{\bar{\mu}}^{-1}[Q_{\bar{\mu}}]$, $\mathop{\mathrm{ran}}\nolimits f_{\bar{\mu}}$ may include some elements of $Q_{\bar{\mu}}$, and the shaded regions are homeomorphic via $f_{\bar{\mu}} {\restriction} \mathop{\mathrm{ran}}\nolimits g_{\bar{\mu}}$, whose inverse is $g_{\bar{\mu}} {\restriction} \mathop{\mathrm{ran}}\nolimits f_{\bar{\mu}}$.

Theorems & Definitions (152)

• Theorem 1
• Theorem 2
• Theorem 3
• Corollary 2.2
• Corollary 2.3
• Corollary 2.4
• Example 2.5
• Definition 2.6
• Definition 2.7
• Lemma 2.8