Measurable order and simulation
by Rodolfo Garza-Morales; Juan González-Hernández; César Emilio Villarreal-Rodríguez
International Journal of Mathematics in Operational Research (IJMOR), Vol. 9, No. 1, 2016

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.

Online publication date: Wed, 06-Jul-2016

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