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Probability integral as a linearization

In: Tatra Mountains Mathematical Publications, vol. 72, no. 2
Dušana Babicová
Detaily:
Rok, strany: 2018, 1 - 15
Jazyk: eng
Kľúčové slová:
generalized probability, measurable function, fuzzy random event, D-poset, effect algebra, A-poset, IA-poset, Łukasiewicz tribe, epireflection, probability integral, linearization.
Typ článku: Scientific/Mathematics
O článku:
In fuzzified probability theory, a classical probability space $(\Omega,\mathbf{A},p)$ is replaced by a generalized probability space $(\Omega, \mathcal{M}(\mathbf{A}), \int (.) \textup{d}p)$, where $\mathcal{M}(\mathbf{A})$ is the set of all measurable functions into [0,1] and $\int (.) \textup{d}p $ is the probability integral with respect to $p$. Our paper is devoted to the transition from $p$ to $\int (.) \textup{d}p$. The transition is supported by the following categorical argument: there is a minimal category and its epireflective subcategory such that $\mathbf{A}$ and $\mathcal{M}(\mathbf{A})$ are objects, probability measures and probability integrals are morphisms, $\mathcal{M}(\mathbf{A})$ is the epireflection of $\mathbf{A}$, $\int (.) \textup{d}p$ is the corresponding unique extension of $p$, and $\mathcal{M}(\mathbf{A})$ carries the initial structure with respect to probability integrals.

We discuss reasons why the fuzzy random events are modeled by $\mathcal{M}(\mathbf{A})$ equipped with pointwise partial order, pointwise Łukasiewicz operations (logic) and pointwise sequential convergence. Each probability measure induces on classical random events an additive linear preorder which helps making decisions. We show that probability integrals can be characterized as the additive linearizations on fuzzy random events, i.e., sequentially continuous maps, preserving order, top and bottom elements.

Ako citovať:
ISO 690:
Babicová, D. 2018. Probability integral as a linearization. In Tatra Mountains Mathematical Publications, vol. 72, no.2, pp. 1-15. 1210-3195. DOI: https://doi.org/10.2478/tmmp-2018-0017

APA:
Babicová, D. (2018). Probability integral as a linearization. Tatra Mountains Mathematical Publications, 72(2), 1-15. 1210-3195. DOI: https://doi.org/10.2478/tmmp-2018-0017
O vydaní:
Vydavateľ: MU SAV
Publikované: 20. 12. 2018