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Measurable order and simulation

Rodolfo Garza-Morales, Juan González-Hernández and César Emilio Villarreal-Rodríguez

International Journal of Mathematics in Operational Research, 2016, vol. 9, issue 1, 79-98

Abstract: In this article is proposed a method for simulating random objects in a sample space Ω provided with a probability measure, a total order ⪯ and general conditions, such as the fact that for all ω0 ∈ Ω the set {ω ∈ Ω: ω ⪯ ω0} is measurable, the order topology relative to ⪯ is first countable, and a completion of Ω relative to the order is also first countable.

Keywords: measurable order; ordered probability space; simulation; complete order; random objects. (search for similar items in EconPapers)
Date: 2016
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