Today (because my players were abusing the discretisation) I briefly looked back into a thing I call "synthetic measure theory". It's the beautiful union of functional programming and functional analysis, where you represent probability distributions by their integration operator
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This isn't new at all, but it's very firmly folklore and I don't think many people really know about it. I'm hoping to get a decent application so I have an excuse to write it down properly. Or really I should really write a blog post, as usual
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Replying to @_julesh_
I'm not quite sure what you're talking about, but in measure theory there's a well-known approach where you start with a commutative algebra A equipped with a linear operator ∫: A -> k, where k is your ground field (like the real numbers or complex numbers), obeying some stuff.
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This is why I love maths twitter.. we’re forced to condense rigorous mathematical definitions into the essential bits, leaving behind little golden nuggets of intuition that are otherwise hard to come by
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