SearcharxivSearch

arXiv · 2504.21522

The Principles of Probability: From Formal Logic to Measure Theory to the Principle of Indifference

Abstract

In this work, we develop a formal system of inductive logic. It uses an infinitary language that allows for countable conjunctions and disjunctions. It is based on a set of nine syntactic rules of inductive inference, and contains classical first-order logic as a special case. We also provide natural, probabilistic semantics, and prove both $\sigma$-compactness and completeness. We show that the whole of measure-theoretic probability theory is embedded in this system of inductive logic. The semantic models of inductive logic are probability measures on sets of structures. (Structures are the semantic models of finitary, deductive logic.) Moreover, any probability space, together with a set of its random variables, can be mapped to such a model in a way that gives each outcome, event, and random variable a logical interpretation. This embedding, however, is proper. There are scenarios that are expressible in this system of logic which cannot be formulated in a measure-theoretic probability model. The principle of indifference is an idea originating with Laplace. It says, roughly, that if we are "equally ignorant" about two possibilities, then we should assign them the same probability. The principle of indifference has no rigorous formulation in probability. It exists only as a heuristic. Moreover, its use has a problematic history and is prone to apparent paradoxes. Within inductive logic, however, we formulate it rigorously and illustrate its use through a number of examples. Many of the ideas in inductive logic have counterparts in measure theory. The principle of indifference, however, does not. Its formulation requires the structure of inductive logic, both its syntactic structure and the semantic structures embedded in its models. As such, it exemplifies the fact that inductive logic is a strictly broader theory of probability than any that is based on measure theory alone.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Jason Swanson. 2025-04-30. The Principles of Probability: From Formal Logic to Measure Theory to the Principle of Indifference. https://arxiv.org/abs/2504.21522

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR