<abstract xmlns="http://www.w3.org/1999/xhtml"><p>In fuzzified probability theory, a classical probability space (Ω, <bold>A</bold>, <italic>p</italic>) is replaced by a generalized probability space (Ω, <italic>ℳ</italic>(<bold>A</bold>), ∫(.) d<italic>p</italic>), where <italic>ℳ</italic>(<bold>A</bold>) is the set of all measurable functions into [0,1] and ∫(.)d<italic>p</italic> is the probability integral with respect to <italic>p</italic>. Our paper is devoted to the transition from <italic>p</italic> to ∫(.) d<italic>p</italic>. The transition is supported by the following categorical argument: there is a minimal category and its epireflective subcategory such that <bold>A</bold> and <italic>ℳ</italic>(<bold>A</bold>) are objects, probability measures and probability integrals are morphisms, <italic>ℳ</italic>(<bold>A</bold>) is the epireflection of <bold>A</bold>, ∫(.) d<italic>p</italic> is the corresponding unique extension of <italic>p</italic>, and <italic>ℳ</italic>(<bold>A</bold>) carries the initial structure with respect to probability integrals.</p><p>We discuss reasons why the fuzzy random events are modeled by <italic>ℳ</italic>(<bold>A</bold>) 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.</p></abstract>

In fuzzified probability theory, a classical probability space (Ω, A, p) is replaced by a generalized probability space (Ω, ℳ(A), ∫(.) dp), where ℳ(A) is the set of all measurable functions into [0,1] and ∫(.)dp is the probability integral with respect to p. Our paper is devoted to the transition from p to ∫(.) dp. The transition is supported by the following categorical argument: there is a minimal category and its epireflective subcategory such that A and ℳ(A) are objects, probability measures and probability integrals are morphisms, ℳ(A) is the epireflection of A, ∫(.) dp is the corresponding unique extension of p, and ℳ(A) carries the initial structure with respect to probability integrals.We discuss reasons why the fuzzy random events are modeled by ℳ(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.

Probability Integral as a Linearization

Tatra Mountains Mathematical Publications

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

{"article-title":"Probability Integral as a Linearization"}

In fuzzified probability theory, a classical probability space (Ω, A, p) is replaced by a generalized probability space (Ω, ℳ(A), ∫(.) dp), where ℳ(A) is the...

Probability Integral as a Linearization

Publié en ligne: 12 mars 2019

Pages: 1 - 15

Reçu: 20 oct. 2017

DOI: https://doi.org/10.2478/tmmp-2018-0017

Mots clés
generalized probability, measurable function, fuzzy random event, D-poset, effect algebra, A-poset, IA-poset, Łukasiewicz tribe, epireflection, probability integral, linearization

© 2018 Dušana Babicová, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Probability Integral as a Linearization

Publié en ligne: 12 mars 2019

Pages: 1 - 15

Reçu: 20 oct. 2017

DOI: https://doi.org/10.2478/tmmp-2018-0017

Mots clésgeneralized probability, measurable function, fuzzy random event, D-poset, effect algebra, A-poset, IA-poset, Łukasiewicz tribe, epireflection, probability integral, linearization

© 2018 Dušana Babicová, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Mots clés
generalized probability, measurable function, fuzzy random event, D-poset, effect algebra, A-poset, IA-poset, Łukasiewicz tribe, epireflection, probability integral, linearization