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Abstract: 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... (Update)
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BibTeX entry: (Update)
@misc{ richter-formalizing,
author = "Stefan Richter",
title = "Formalizing Integration Theory, with an Application to Probabilistic Algorithms",
url = "citeseer.ist.psu.edu/richter03formalizing.html" }
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