Commonly used algebraic structures over probability, as seen in, for example, Free probability.

## Algebraic probability

In algebraic probability we do not take the Kolmogorov axioms as foundational, but do away with measure theory and event spaces, starting rather from RVs and expectations.

George Lowther introduces this and a connection to quantum probablility in characteristically plain-talk style 1, 2, which is one useful generalization. We can also get a handle on “non-commutative” probability this way, and are especially interested in free probability in that context. But my knowledge is exhausted now. If you wish to know more, here are some people who actually know stuff about

## Group structures which arise in classic probability

- the convolution semigroup, used in divisible processes (what do you call the semigroup of maximum processes?)
- the general transition semigroup of Markov processes.

There is obviously a lot going on . But I do not know it. See, however, John Baez’s category theory lists.

## References

*IEEE Transactions on Information Theory*46 (2): 325–43.

*Lévy Processes and Stochastic Calculus*. 2nd ed. Cambridge Studies in Advanced Mathematics 116. Cambridge ; New York: Cambridge University Press.

*Probability Measures on Groups X*, edited by Herbert Heyer, 337–63. Springer US.

*Statistics & Probability Letters*81 (2): 207–11.

*Algebraic Probability Theory*. John Wiley & Sons Inc.

*arXiv:1908.08125 [Math]*, August.

*arXiv:1902.10763 [Math]*, February.

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