Title: Measurable order and simulation

Authors: Rodolfo Garza-Morales; Juan González-Hernández; César Emilio Villarreal-Rodríguez

Addresses: Facultad de Ingeniería Mecánica y Eléctrica, Universidad Autónoma de Nuevo León (UANL), Ciudad Universitaria, 66455, San Nicolás de los Garza, N.L., Mexico ' Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas, Universidad Nacional Autónoma de México (UNAM), AP 20-726, 01000 México, D.F., Mexico ' Facultad de Ingeniería Mecánica y Eléctrica, Universidad Autónoma de Nuevo León (UANL), Ciudad Universitaria, 66455, San Nicolás de los Garza, N.L., Mexico

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.

DOI: 10.1504/IJMOR.2016.077562

International Journal of Mathematics in Operational Research, 2016 Vol.9 No.1, pp.79 - 98

Accepted: 23 Mar 2015
Published online: 06 Jul 2016 *

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