In the various branches of science, probability and randomness provide us with useful theoretical frameworks. The Formalized Mathematics has already published some articles concerning the probability: [23], [24], [25], and [30]. In order to apply those articles, we shall give some theorems concerning the probability and the real-valued random variables to prepare for further studies.
Given two measure spaces equipped with liftings or densities (complete if liftings are considered) the existence of product liftings and densities with lifting invariant or density invariant sections is investigated. It is proved that if one of the marginal liftings is admissibly generated (a subclass of consistent liftings), then one can always find a product lifting which has the property that all sections determined by one of the marginal spaces are lifting invariant (Theorem 2.13). For a large...
Following the studies made by Alsina and Schweizer about countable products of probabilistic metric spaces, two kinds of products of probabilistic normed spaces are investigated.
We have been working on the formalization of the probability and the randomness. In [15] and [16], we formalized some theorems concerning the real-valued random variables and the product of two probability spaces. In this article, we present the generalized formalization of [15] and [16]. First, we formalize the random variables of arbitrary set and prove the equivalence between random variable on Σ, Borel sets and a real-valued random variable on Σ. Next, we formalize the product of countably infinite...
In this paper we present and develop, only elementarily, an axiomatic frame for some special fuzzy relations, the so called relational probabilities, which happen to be families of functions which in some cases are quantic probabilities [1] on sublattices of a given lattice; in this way we obtain calculations similar to the ordinary ones but based on a weaker lattice background. This framework is inspired on the presentation of conditional probability on Boolean algebras made in [5] and in [4] and...
In this paper, the authors introduce the notion of conditional expectation of an observable on a logic with respect to a sublogic, in a state , relative to an element of the logic. This conditional expectation is an analogue of the expectation of an integrable function on a probability space.
The ring of all real-valued measurable functions, carrying the pointwise convergence, is a sequential ring completion of the subring of all continuous functions and, similarly, the ring of all Borel measurable subsets of is a sequential ring completion of the subring of all finite unions of half-open intervals; the two completions are not categorical. We study -rings of maps and develop a completion theory covering the two examples. In particular, the -fields of sets form an epireflective...
In this paper we analyze the construction of -copulas including the ideas of Cuculescu and Theodorescu [5], Fredricks et al. [15], Mikusiński and Taylor [25] and Trutschnig and Fernández-Sánchez [33]. Some of these methods use iterative procedures to construct copulas with fractal supports. The main part of this paper is given in Section 3, where we introduce the sample -copula of order with , the central idea is to use the above methodologies to construct a new copula based on a sample. The...
In a probability space (Ω,σ,P), for α ⊂ σ a sub-σ field, in general the best approximation in L∞ by elements of L∞(α) has not a unique solution. For the election between these, we prove the convergence P-almost surely of the conditional r-means, when r → ∞, to one solution, which we call conditional mid-range. This is characterized for each ω ∈ Ω by the mid-range, of one regular conditional distribution Q(ω, ·).
A Borel subset of the unit square whose vertical and horizontal sections are two-point sets admits a natural group action. We exploit this to discuss some questions about Borel subsets of the unit square on which every function is a sum of functions of the coordinates. Connection with probability measures with prescribed marginals and some function algebra questions is discussed.