Infinitesimals and Probability

Many philosophers have become worried about the use of standard real numbers for the probability function that represents an agent's credences. They point out that real numbers can't capture the distinction between certain extremely unlikely events and genuinely impossible ones—they are both represented by credence 0, which violates a principle known as “regularity.” Following Skyrms 1980 and Lewis 1980, they recommend that we should instead use a much richer set of numbers, called the “hyperreals.” This essay argues that this popular (...) view is the result of two mistakes. The first mistake, which this essay calls the “numerical fallacy,” is to assume that a distinction that isn't represented by different numbers isn't represented at all in a mathematical representation. In this case, the essay claims that although the real numbers do not make all relevant distinctions, the full mathematical structure of a probability function does. The second mistake is that the hyperreals make too many distinctions. They have a much more complex structure than credences in ordinary propositions can have, so they make distinctions that don't exist among credences. While they might be useful for generating certain mathematical models, they will not appear in a faithful mathematical representation of credences of ordinary propositions. (shrink)

How much value can our decisions create? We argue that unless our current understanding of physics is wrong in fairly fundamental ways, there exists an upper limit of value relevant to our decisions. First, due to the speed of light and the definition and conception of economic growth, the limit to economic growth is a restrictive one. Additionally, a related far larger but still finite limit exists for value in a much broader sense due to the physics of information and (...) the ability of physical beings to place value on outcomes. We discuss how this argument can handle lexicographic preferences, probabilities, and the implications for infinite ethics and ethical uncertainty. (shrink)

In standard probability theory, probability zero is not the same as impossibility. But many have suggested that only impossible events should have probability zero. This can be arranged if we allow infinitesimal probabilities, but infinitesimals do not solve all of the problems. We will see that regular probabilities are not invariant over rigid transformations, even for simple, bounded, countable, constructive, and disjoint sets. Hence, regular chances cannot be determined by space-time invariant physical laws, and regular credences cannot satisfy seemingly reasonable (...) symmetry principles. Moreover, the examples here are immune to the objections against Williamson’s infinite coin flips. (shrink)

This paper considers hybrid systems — dynamical systems that exhibit both continuous and discrete behavior. Usually, in these systems, interactions between the continuous and discrete dynamics occur when a pre-defined function becomes equal to zero, i.e., in the system occurs a zero-crossing (the situation where the function only “touches” zero is considered as the zero-crossing, as well). Determination of zero-crossings plays a crucial role in the correct simulation of the system in this case. However, for models of many real-life hybrid (...) systems, such interactions may lead to the so-called Zeno executions, i.e., situations where the system undergoes an unbounded number of discrete transitions in a finite and bounded length of time. In this case, standard numerical methods of simulating the systems may fail, since the time between two transitions can decrease significantly leading to ill-conditioning of the simulation. Correct determination of zero-crossings for a complex real-life system can require a lot of computational resources and, as a consequence, slow down the simulation significantly. This paper presents a new way to execute the simulation generating time observations of the hybrid system dynamically using numerical infinitesimals introduced recently, allowing thus to determine zero-crossings more accurately. The proposed method allows to automatically detect zero-crossings with predefined accuracy and to analyze better the behavior of the system around the zero-crossings generating observations more densely, where it is necessary. Moreover, the search for zero-crossings is performed efficiently without re-evaluation of the whole system at each observation. To show the validity of the proposed algorithm, the well-known Bouncing Ball hybrid system has been studied and the obtained simulation results were compared with the standard method. (shrink)

From the Publisher: -/- This book presents a new powerful supercomputing paradigm introduced by Yaroslav D. Sergeyev -/- It gives a friendly introduction to the paradigm and proposes a broad panorama of a successful usage of numerical infinities -/- The volume covers software implementations of the Infinity Computer -/- Abstract -/- This book provides a friendly introduction to the paradigm and proposes a broad panorama of killing applications of the Infinity Computer in optimization: radically new numerical algorithms, great theoretical insights, (...) efficient software implementations, and interesting practical case studies. This is the first book presenting to the readers interested in optimization the advantages of a recently introduced supercomputing paradigm that allows to numerically work with different infinities and infinitesimals on the Infinity Computer patented in several countries. One of the editors of the book is the creator of the Infinity Computer, and another editor was the first who has started to use it in optimization. Their results were awarded by numerous scientific prizes. This engaging book opens new horizons for researchers, engineers, professors, and students with interests in supercomputing paradigms, optimization, decision making, game theory, and foundations of mathematics and computer science. -/- “Mathematicians have never been comfortable handling infinities… But an entirely new type of mathematics looks set to by-pass the problem… Today, Yaroslav Sergeyev, a mathematician at the University of Calabria in Italy solves this problem… ” -/- MIT Technology Review -/- “These ideas and future hardware prototypes may be productive in all fields of science where infinite and infinitesimal numbers (derivatives, integrals, series, fractals) are used.” A. Adamatzky, Editor-in-Chief of the International Journal of Unconventional Computing. -/- “I am sure that the new approach … will have a very deep impact both on Mathematics and Computer Science.” D. Trigiante, Computational Management Science. -/- “Within the grossone framework, it becomes feasible to deal computationally with infinite quantities, in a way that is both new (in the sense that previously intractable problems become amenable to computation) and natural”. R. Gangle, G. Caterina, F. Tohmé, Soft Computing. -/- “The computational features offered by the Infinity Computer allow us to dynamically change the accuracy of representation and floating-point operations during the flow of a computation. When suitably implemented, this possibility turns out to be particularly advantageous when solving ill-conditioned problems. In fact, compared with a standard multi-precision arithmetic, here the accuracy is improved only when needed, thus not affecting that much the overall computational effort.” P. Amodio, L. Brugnano, F. Iavernaro & F. Mazzia, Soft Computing. (shrink)

This paper is dedicated to numerical computation of higher order derivatives in Simulink. In this paper, a new module has been implemented to achieve this purpose within the Simulink-based Infinity Computer solution, recently introduced by the authors. This module offers several blocks to calculate higher order derivatives of a function given by the arithmetic operations and elementary functions. Traditionally, this can be done in Simulink using finite differences only, for which it is well-known that they can be characterized by instability (...) and low accuracy. Moreover, the proposed module allows to calculate higher order Lie derivatives embedded in the numerical solution to Ordinary Differential Equations (ODEs). Traditionally, Simulink does not offer any practical solution for this case without using difficult external libraries and methodologies, which are domain-specific, not general-purpose and have their own limitations. The proposed differentiation module bridges this gap, is simple and does not require any additional knowledge or skills except basic knowledge of the Simulink programming language. Finally, the block for constructing the Taylor expansion of the differentiated function is also proposed, adding so another efficient numerical method for solving ODEs and for polynomial approximation of the functions. Numerical experiments on several classes of test problems confirm advantages of the proposed solution. (shrink)

This article investigates the properties of multistate top revision, a dichotomous model of belief revision that is based on an underlying model of probability revision. A proposition is included in the belief set if and only if its probability is either 1 or infinitesimally close to 1. Infinitesimal probabilities are used to keep track of propositions that are currently considered to have negligible probability, so that they are available if future information makes them more plausible. Multistate top revision satisfies a (...) slightly modified version of the set of basic and supplementary AGM postulates, except the inclusion and success postulates. This result shows that hyperreal probabilities can provide us with efficient tools for overcoming the well known difficulties in combining dichotomous and probabilistic models of belief change. (shrink)

A probability distribution is regular if it does not assign probability zero to any possible event. Williamson argued that we should not require probabilities to be regular, for if we do, certain “isomorphic” physical events must have different probabilities, which is implausible. His remarks suggest an assumption that chances are determined by intrinsic, qualitative circumstances. Weintraub responds that Williamson’s coin flip events differ in their inclusion relations to each other, or the inclusion relations between their times, and this can account (...) for their differences in probability. Haverkamp and Schulz rebut Weintraub, but their rebuttal fails because the events in their example are even less symmetric than Williamson’s. However, Weintraub’s argument also fails, for it ignores the distinction between intrinsic, qualitative differences and relations of time and bare identity. Weintraub could rescue her argument by claiming that the events differ in duration, under a non-standard and problematic conception of duration. However, we can modify Williamson’s example with Special Relativity so that there is no absolute inclusion relation between the times, and neither event has longer duration except relative to certain reference frames. Hence, Weintraub’s responses do not apply unless chance is observer-relative, which is also problematic. Finally, another symmetry argument defeats even the appeal to frame-dependent durations, for there the events have the same finite duration and are entirely disjoint, as are their respective times and places. (shrink)

In Bertrand Russell's 1903 Principles of Mathematics, he offers an apparently devastating criticism of the neo-Kantian Hermann Cohen's Principle of the Infinitesimal Method and its History (PIM). Russell's criticism is motivated by his concern that Cohen's account of the foundations of calculus saddles mathematics with the paradoxes of the infinitesimal and continuum, and thus threatens the very idea of mathematical truth. This paper defends Cohen against that objection of Russell's, and argues that properly understood, Cohen's views of limits and infinitesimals (...) do not entail the paradoxes of the infinitesimal and continuum. Essential to that defense is an interpretation, developed in the paper, of Cohen's positions in the PIM as deeply rationalist. The interest in developing this interpretation is not just that it reveals how Cohen's views in the PIM avoid the paradoxes of the infinitesimal and continuum. It also reveals some of what is at stake, both historically and philosophically, in Russell's criticism of Cohen. (shrink)

Numerical computing is a key part of the traditional computer architecture. Almost all traditional computers implement the IEEE 754-1985 binary floating point standard to represent and work with numbers. The architectural limitations of traditional computers make impossible to work with infinite and infinitesimal quantities numerically. This paper is dedicated to the Infinity Computer, a new kind of a supercomputer that allows one to perform numerical computations with finite, infinite, and infinitesimal numbers. The already available software simulator of the Infinity Computer (...) is used in different research domains for solving important real-world problems, where precision represents a key aspect. However, the software simulator is not suitable for solving problems in control theory and dynamics, where visual programming tools like Simulink are used frequently. In this context, the paper presents an innovative solution that allows one to use the Infinity Computer arithmetic within the Simulink environment. It is shown that the proposed solution is user-friendly, general purpose, and domain independent. (shrink)

We give two social aggregation theorems under conditions of risk, one for constant population cases, the other an extension to variable populations. Intra and interpersonal welfare comparisons are encoded in a single ‘individual preorder’. The theorems give axioms that uniquely determine a social preorder in terms of this individual preorder. The social preorders described by these theorems have features that may be considered characteristic of Harsanyi-style utilitarianism, such as indifference to ex ante and ex post equality. However, the theorems are (...) also consistent with the rejection of all of the expected utility axioms, completeness, continuity, and independence, at both the individual and social levels. In that sense, expected utility is inessential to Harsanyi-style utilitarianism. In fact, the variable population theorem imposes only a mild constraint on the individual preorder, while the constant population theorem imposes no constraint at all. We then derive further results under the assumption of our basic axioms. First, the individual preorder satisfies the main expected utility axiom of strong independence if and only if the social preorder has a vector-valued expected total utility representation, covering Harsanyi’s utilitarian theorem as a special case. Second, stronger utilitarian-friendly assumptions, like Pareto or strong separability, are essentially equivalent to strong independence. Third, if the individual preorder satisfies a ‘local expected utility’ condition popular in non-expected utility theory, then the social preorder has a ‘local expected total utility’ representation. Fourth, a wide range of non-expected utility theories nevertheless lead to social preorders of outcomes that have been seen as canonically egalitarian, such as rank-dependent social preorders. Although our aggregation theorems are stated under conditions of risk, they are valid in more general frameworks for representing uncertainty or ambiguity. (shrink)

A probability distribution is regular if it does not assign probability zero to any possible event. While some hold that probabilities should always be regular, three counter-arguments have been posed based on examples where, if regularity holds, then perfectly similar events must have different probabilities. Howson and Benci et al. have raised technical objections to these symmetry arguments, but we see here that their objections fail. Howson says that Williamson’s “isomorphic” events are not in fact isomorphic, but Howson is speaking (...) of set-theoretic representations of events in a probability model. While those sets are not isomorphic, Williamson’s physical events are, in the relevant sense. Benci et al. claim that all three arguments rest on a conflation of different models, but they do not. They are founded on the premise that similar events should have the same probability in the same model, or in one case, on the assumption that a single rotation-invariant distribution is possible. Having failed to refute the symmetry arguments on such technical grounds, one could deny their implicit premises, which is a heavy cost, or adopt varying degrees of instrumentalism or pluralism about regularity, but that would not serve the project of accurately modelling chances. (shrink)

A probability distribution is regular if no possible event is assigned probability zero. While some hold that probabilities should always be regular, three counter-arguments have been posed based on examples where, if regularity holds, then perfectly similar events must have different probabilities. Howson (2017) and Benci et al. (2016) have raised technical objections to these symmetry arguments, but we see here that their objections fail. Howson says that Williamson’s (2007) “isomorphic” events are not in fact isomorphic, but Howson is speaking (...) of set-theoretic representations of events in a probability model. While those sets are not isomorphic, Williamson’s physical events are, in the relevant sense. Benci et al. claim that all three arguments rest on a conflation of different models, but they do not. They are founded on the premise that similar events should have the same probability in the same model, or in one case, on the assumption that a single rotation-invariant distribution is possible. Having failed to refute the symmetry arguments on such technical grounds, one could deny their implicit premises, which is a heavy cost, or adopt varying degrees of instrumentalism or pluralism about regularity, but that would not serve the project of accurately modelling chances. (shrink)

It is natural to think that questions in the metaphysics of chance are independent of the mathematical representation of chance in probability theory. After all, chance is a feature of events that comes in degrees and the mathematical representation of chance concerns these degrees but leaves the nature of chance open. The mathematical representation of chance could thus, un-controversially, be taken to be what it is commonly taken to be: a probability measure satisfying Kolmogorov’s axioms. The metaphysical questions about chance (...) seem to be left open by all this. I argue that this is a mistake. The employment of real numbers as measures of chance in standard probability theory brings with it commitments in the metaphysics of (objective) chance that are not only substantial but also mistaken. To measure chance properly we need to employ extensions of the real numbers that contain infinitesimals: positive numbers that are infinitely small. But simply using infinitesimals alone is not enough, as a number of arguments show. Instead we need to put three ideas together: infinitesimals, the non-locality of chance and flexibility in measurement. Only those three together give us a coherent picture of chance and its mathematical representation. (shrink)

In ‘Fair Infinite Lotteries’ (FIL), Wenmackers and Horsten use non-standard analysis to construct a family of nicely-behaved hyperrational-valued probability measures on sets of natural numbers. Each probability measure in FIL is determined by a free ultrafilter on the natural numbers: distinct free ultrafilters determine distinct probability measures. The authors reply to a worry about a consequent ‘arbitrariness’ by remarking, “A different choice of free ultrafilter produces a different ... probability function with the same standard part but infinitesimal differences.” They illustrate (...) this remark with the example of the sets of odd and even numbers. Depending on the ultrafilter, either each of these sets has probability 1/2, or the set of odd numbers has a probability infinitesimally higher than 1/2 and the set of even numbers infinitesimally lower. The point of the current paper is simply that the amount of indeterminacy is much greater than acknowledged in FIL: there are sets of natural numbers whose probability is far more indeterminate than that of the set of odd or the set of even numbers. (shrink)

BERKELEY: THE ORIGIN OF CRITICISM OF THE INFINITESIMALS Abstract: In this paper I propose a new reading of a little known George Berkeley´s work Of Infinites. Hitherto, the work has been studied partially, or emphasizing only the mathematical contributions, downplaying the philosophical aspects, or minimizing mathematical issues taking into account only the incipient immaterialism. Both readings have been pernicious for the correct comprehension of the work and that has brought as a result that will follow underestimated its importance, and therefore (...) will not study as should be. Against traditional readings I make one that stand out both philosophical and mathematical aspects, with the purpose to show that richness and complexity of the work deserve that it has an special place within Berkeley´s works. (shrink)

We show that infinitesimal probabilities are much too small for modeling the individual outcome of a countably infinite fair lottery.

We propose an alternative approach to probability theory closely related to the framework of numerosity theory: non-Archimedean probability (NAP). In our approach, unlike in classical probability theory, all subsets of an infinite sample space are measurable and only the empty set gets assigned probability zero (in other words: the probability functions are regular). We use a non-Archimedean field as the range of the probability function. As a result, the property of countable additivity in Kolmogorov’s axiomatization of probability is replaced by (...) a different type of infinite additivity. (shrink)

This article discusses how the concept of a fair finite lottery can best be extended to denumerably infinite lotteries. Techniques and ideas from non-standard analysis are brought to bear on the problem.

In this contribution, we focus on probabilistic problems with a denumerably or non-denumerably infinite number of possible outcomes. Kolmogorov (1933) provided an axiomatic basis for probability theory, presented as a part of measure theory, which is a branch of standard analysis or calculus. Since standard analysis does not allow for non-Archimedean quantities (i.e. infinitesimals), we may call Kolmogorov's approach "Archimedean probability theory". We show that allowing non-Archimedean probability values may have considerable epistemological advantages in the infinite case. The current paper (...) focuses on the motivation for our new axiomatization. (shrink)

A possible event always seems to be more probable than an impossible event. Although this constraint, usually alluded to as regularity , is prima facie very attractive, it cannot hold for standard probabilities. Moreover, in a recent paper Timothy Williamson has challenged even the idea that regularity can be integrated into a comparative conception of probability by showing that the standard comparative axioms conflict with certain cases if regularity is assumed. In this note, we suggest that there is a natural (...) weakening of the standard comparative axioms. It is shown that these axioms are consistent both with the regularity condition and with the essential feature of Williamson’s example. (shrink)

One of the problems that Bayesian regularity, the thesis that all contingent propositions should be given probabilities strictly between zero and one, faces is the possibility of random processes that randomly and uniformly choose a number between zero and one. According to classical probability theory, the probability that such a process picks a particular number in the range is zero, but of course any number in the range can indeed be picked. There is a solution to this particular problem on (...) the books: a measure that assigns the same infinitesimal probability to each number between zero and one. I will show that such a measure, while mathematically interesting, is pathological for use in confirmation theory, for the same reason that a measure that assigns an infinitesimal probability to each possible outcome in a countably infinite lottery is pathological. The pathology is that one can force someone to assign a probability within an infinitesimal of one to an unlikely event. (shrink)

By exploiting the parallels between large, yet finite lotteries on the one hand and countably infinite lotteries on the other, we gain insights in the foundations of probability theory as well as in epistemology. We solve the 'adding problems' that occur in these two contexts using a similar strategy, based on non-standard analysis.

This dissertation is a contribution to formal and computational philosophy. -/- In the first part, we show that by exploiting the parallels between large, yet finite lotteries on the one hand and countably infinite lotteries on the other, we gain insights in the foundations of probability theory as well as in epistemology. Case 1: Infinite lotteries. We discuss how the concept of a fair finite lottery can best be extended to denumerably infinite lotteries. The solution boils down to the introduction (...) of infinitesimal probability values, which can be achieved using non-standard analysis. Our solution can be generalized to uncountable sample spaces, giving rise to a Non-Archimedean Probability (NAP) theory. Case 2: Large but finite lotteries. We propose application of the language of relative analysis (a type of non-standard analysis) to formulate a new model for rational belief, called Stratified Belief. This contextualist model seems well-suited to deal with a concept of beliefs based on probabilities ‘sufficiently close to unity’. -/- The second part presents a case study in social epistemology. We model a group of agents who update their opinions by averaging the opinions of other agents. Our main goal is to calculate the probability for an agent to end up in an inconsistent belief state due to updating. To that end, an analytical expression is given and evaluated numerically, both exactly and using statistical sampling. The probability of ending up in an inconsistent belief state turns out to be always smaller than 2%. (shrink)

Traditional computers work with finite numbers. Situations where the usage of infinite or infinitesimal quantities is required are studied mainly theoretically. In this paper, a recently introduced computational methodology (that is not related to the non-standard analysis) is used to work with finite, infinite, and infinitesimal numbers numerically. This can be done on a new kind of a computer – the Infinity Computer – able to work with all these types of numbers. The new computational tools both give possibilities to (...) execute computations of a new type and open new horizons for creating new mathematical models where a computational usage of infinite and/or infinitesimal numbers can be useful. A number of numerical examples showing the potential of the new approach and dealing with divergent series, limits, probability theory, linear algebra, and calculation of volumes of objects consisting of parts of different dimensions are given. (shrink)

Isn't probability 1 certainty? If the probability is objective, so is the certainty: whatever has chance 1 of occurring is certain to occur. Equivalently, whatever has chance 0 of occurring is certain not to occur. If the probability is subjective, so is the certainty: if you give credence 1 to an event, you are certain that it will occur. Equivalently, if you give credence 0 to an event, you are certain that it will not occur. And so on for other (...) kinds of probability, such as evidential probability. The formal analogue of this picture is the regularity constraint: a probability distribution over sets of possibilities is regular just in case it assigns probability 0 only to the null set, and therefore probability 1 only to the set of all possibilities. (shrink)

This book is an exploration of philosophical questions about infinity. Graham Oppy examines how the infinite lurks everywhere, both in science and in our ordinary thoughts about the world. He also analyses the many puzzles and paradoxes that follow in the train of the infinite. Even simple notions, such as counting, adding and maximising present serious difficulties. Other topics examined include the nature of space and time, infinities in physical science, infinities in theories of probability and decision, the nature of (...) part/whole relations, mathematical theories of the infinite, and infinite regression and principles of sufficient reason. (shrink)

Abstract During 1745-1755 Bošković explicitly used the concept of scientific theory in three cases: the theory of forces existing in nature, the theory of transformations of geometric loci, and the theory of infinitesimals. The theory first mentioned became the famous theory of natural philosophy in 1758, the second was published in the third volume of his mathematical textbook Elementorum Universae Matheseos (1754), and the third theory was never completed, though Bošković repeatedly announced it from 1741 on. The treatment of continuity (...) and infinity in natural philosophy, geometry and infinitesimal analysis brought about inter?theory relations in Bošković's work during his Roman period. The two constructed theories of Bošković, the theory of forces and the theory of geometric transformations, directly influenced the idea for the construction of his third theory. These written theories refer to understanding and effective application of continuity and infinity in natural philosophy and geometry, and this task, according to Bošković, requires methodological support from the theory of infinitesimals. (shrink)

This paper proposes and analyses the following theorem: For every total actual loss caused to a claimant with given probabilities by a single unidentified member of a defined group, there is a corresponding total expected loss, divisible and separable into discrete component expected sub-losses, each individually "caused" by a corresponding specific member of that defined group. Moreover, for every total estimated loss caused to a claimant in the past or present or prospectively in the future with estimable probabilities by one (...) or more unidentified members or causal agents from a defined group, the same result holds. The theorem is applied to Mesothelioma compensation claims. It provides a new justification for the proportional apportionment rule in Barker v Corus 2006 and an explanation of some paradoxical consequences of the rule and of the rule's overall fairness. (shrink)

A randomly selected number from the infinite set of positive integers—the so-called de Finetti lottery—will not be a finite number. I argue that it is still possible to conceive of an infinite lottery, but that an individual lottery outcome is knowledge about set-membership and not element identification. Unexpectedly, it appears that a uniform distribution over a countably infinite set has much in common with a continuous probability density over an uncountably infinite set.

Consider a subset, S, of the positive integers. What is the probability of selecting a number in S, assuming that each positive integer has an equal chance of selection? The purpose of this short paper is to provide an answer to this question. I also suggest that the answer allows us to determine the relative sizes of two subsets of the positive integers.