RUS  ENG
Full version
JOURNALS // Lobachevskii Journal of Mathematics // Archive

Lobachevskii J. Math., 2004 Volume 16, Pages 17–56 (Mi ljm82)

This article is cited in 1 paper

Operator valued probability theory

P. K. Jakobsen, V. V. Lychagin

University of Tromsø

Abstract: We outline an extention of probability theory based on positive operator valued measures. We generalize the main notions from probability theory such as random variables, conditional expectations, densities and mappings. We introduce a product of extended probability spaces and mappings, and show that the resulting structure is a monoidal category, just as in the classical theory.

Received: 01.10.2004

Language: English



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025