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Measurable order and simulation

Author

Listed:
  • Rodolfo Garza-Morales
  • Juan González-Hernández
  • César Emilio Villarreal-Rodríguez

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.

Suggested Citation

  • Rodolfo Garza-Morales & Juan González-Hernández & César Emilio Villarreal-Rodríguez, 2016. "Measurable order and simulation," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 9(1), pages 79-98.
    • Handle: RePEc:ids:ijmore:v:9:y:2016:i:1:p:79-98
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