Manfred comments on Utility functions and quantum mechanics - Less Wrong Discussion
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It's kind of an abstract mathematical fact. If you are fine with that, I recommend reading Everett's original paper, which includes this fact as equation 34.
The significane is that now we're talking about some "fundamental" property of the universe, rather than probability, which is more about our ignorance of what's going to happen. Um, so if that description of probability didn't make sense, the distinction won't make much sense.