Formalizing Integration Theory with an Application to Probabilistic Algorithms

@inproceedings{Richter2004FormalizingIT,
  title={Formalizing Integration Theory with an Application to Probabilistic Algorithms},
  author={Stefan Richter},
  booktitle={TPHOLs},
  year={2004}
}
Inter alia, Lebesgue-style integration plays a major role in advanced probability. We formalize a significant part of its theory in Higher Order Logic using the generic interactive theorem prover Isabelle/Isar. This involves concepts of elementary measure theory, real-valued random variables as Borelmeasurable functions, and a stepwise inductive definition of the integral itself. Building on previous work about formal verification of probabilistic algorithms, we exhibit an example application… CONTINUE READING
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