Borel complexity of the space of probability measures

Using a technique developed by Louveau and Saint Raymond, we find the complexity of the space of probability measures in the Borel hierarchy: if is any non-Polish Borel subspace of a Polish space, then , the space of probability Borel measures on with the weak topology, is always true , where is the least ordinal such that is .

     

Tightness of probability measures on function spaces

Let be the Banach space, with the supremum norm, of all continuous functions f from the unit interval into the Banach space E. If E=R we put CR=C. Function spaces under consideration are equipped with their Borel σ-field. This paper deals with the tightness property of some classes of probability measures (p.m) on the function space CE. We will be concerned mainly with the specific cases E=R, E=C and more generally E a separable Banach space. We give sufficient conditions for tightness by extending and strengthening the conditions developed by Prohorov in connection with limit theorems of stochastic processes. In the general case of a separable Banach space E, the property of tightness will be settled under conditions of different nature from those of Prohorov. Finally weak convergence of p.m on CE will be established under the condition of weak convergence of their finite dimensional distributions. This extends a similar result valid in the space C.     

Fuzzy值Fuzzy测度的完备化

引入Fuzzy值Fuzzy测度的完备化定义,证明Fuzzy值Fuzzy测度的完备化定理,讨论完备化Fuzzy值Fuzzy测度的某些重要性质。     

Supports of semi-stable probability measures on locally convex spaces

LetE be a locally convex space. Let be an absolutely convexly tight Radom semi-stable probability measure onE with index 1<2 and Lévy measureM. The main result of this paper shows that the closed semigroup generated by the support ofM and the negative of the barycenter ofM restricted to a suitable compact subset ofE is a (closed) linear space ofE, and that the support of is a suitable translate of this linear space. This result complements a few known results concerning the supports of stable and semi-stable probability measures. In particular, it extends an analogous result proved recently for the support of -stable probability measures 1<2 (Ref. 4). Related results concerning the support of Radon semi-stable probability measures onE of index 0<<1 are also discussed.The research of this author was partially supported by AFSOR Grant No. 90-0168The research of this author was supported by KBN Grant, and the University of Tennessee Science Alliance, a State of Tennessee Center of Excellence.     

On multifunction transforms of probability measures

The paper briefly presents Topsøe's setup and gives two results based on that. A delta theorem for multifunctions improving that of King [2] is given. In particular, the contingent derivative may be a compact-valued instead of a single-valued multi-function. Stochastic optimization is also discussed. Some results are achieved for the limit distribution of optimal values as well as of optimal solutions.     

Copulae of probability measures on product spaces

It has been proved (Sklar, 1959, Publ. Inst. Statist. Univ. Paris 8 229–231) that any multivariate distribution function depends on its arguments only through its marginal distributions. An analogous result will be proved in the general framework of probability measures on (Polish) product spaces. Many properties, holding for distribution functions, still hold in the more general situation. Some results related to convergence in probability will be examined.     

Fuzzy映射和乘积Fuzzy测度

从研究Ｆｕｚｚｙ集合的直积和Ｆｕｚｚｙ关系出发,讨论了Ｆｕｚｚｙ关系和Ｆｕｚｚｙ映射的一些性质,最后利用Ｆｕｚｚｙ关系的截影性质给出了乘积Ｈ型Ｆｕｚｚｙ测度的存在性定理。     

Fuzzy σ-algebras and fuzzy measurable functions

In this paper we first give an axiomatic definition of a fuzzy σ-algebra which is a generalisation of the family of fuzzy events considered by L.A. Zadeh [13]. The relationship between classical and fuzzy σ-algebras and between topologies and σ-algebras, in both cases, classical and fuzzy, is established in the notation of commutative diagrams. For fuzzy topologies we refer to the work of R. Lowen [8]. After a comparison between classical measurability of functions and fuzzy measurability defined in this paper we finally introduce the product of fuzzy σ-algebras.     

A note on the Poisson structures of the space of probability measures

The space of probability measures on a Riemannian manifold is endowed with the Fisher information metric. In [4] T. Friedrich showed that this space admits also Poisson structures {, }. In this note, we give directly another proof for the structure {, } being Poisson. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

直觉模糊集的广义模糊熵

利用模糊补定义了直觉模糊集的广义补集,并讨论了直觉模糊集广义补集的一些性质。在此基础上,给出了直觉模糊集广义模糊熵的公理化定义及几个直觉模糊集广义模糊熵的具体计算公式。此外,本文还研究了直觉模糊集的广义模糊熵与相似性测度之间的关系。     

Correspondence between fuzzy measures and classical measures

In this paper we study the question whether, given a fuzzy measure (as defined in [3] and [4]). there exists a classical measure such that the fuzzy measure of a measurable fuzzy set μ equals the classical measure of the area below the membership function of μ. The results are that in the case of finite additivity there is a one-to-one correspondence between classical measures and fuzzy measures, whereas in the case of countable additivity this result only holds for generated fuzzy σ-algebras. Finally, some connections of that problem with the existence of an extension of a fuzzy measure defined on an arbitrary fuzzy σ-algebra σ to the generated fuzzy σ-algebra $\text{σ}$ are discussed.     

Semi-stable probability measures on Hilbert spaces

In this paper we define semi-stable probability measures (laws) on a real separable Hilbert space and are identified as limit laws. We characterize them in terms of their Lévy-Khinchine measure and the exponent 0 < p ≤ 2. Finally we prove that every semi-stable probability measure of exponent p has finite absolute moments of order 0 ≤ α < p.     

直觉模糊集的距离测度

直觉模糊集的距离测度是两个直觉模糊集差异性大小的度量,许多学者围绕其公理化定义和具体表达公式做了大量的工作,并且被广泛应用在多属性决策、模式识别等许多方面。基于直觉模糊集距离测度的公理化定义,本文对一些学者提出的距离测度公式进行了探讨,并给出了几种一般化构造形式。     

On Borel probability measures and noncooperative game theory

In this article, the well-known minimax theorems of Wald, Ville and von Neumann are generalized under weaker topological conditions on the payoff function f and/or extended to the larger set of the Borel probability measures, instead of the set of mixed strategies.     

Some analytical semigroups occurring in probability theory

One-parameter semigroups occurring in operator-limit distributions are investigated. The topological-algebraic background of the relevant monoids is discussed and Lie semigroup theory is applied to the Urbanik Decomposability Semigroup.     

Fuzzy probability vectors

Several recent papers have discussed an extension of decision analysis: both the rewards and probabilities are modelled using fuzzy sets. However, arbitrary specification of the membership functions of the fuzzy probabilities in these models may lead to internal inconsistencies. To avoid this, the fuzzy beta possibility distribution is introduced.     

Imprecise set and fuzzy valued probability

Set valued probability and fuzzy valued probability theory is used for analyzing and modeling highly uncertain probability systems. In this paper the set valued probability and fuzzy valued probability are defined over the measurable space. They are derived from a set and fuzzy valued measure using restricted arithmetics. The range of set valued probability is the set of subsets of the unit interval and the range of fuzzy valued probability is the set of fuzzy sets of the unit interval. The expectation with respect to set valued and fuzzy valued probability is defined and some properties are discussed. Also, the fuzzy model is applied to binomial model for the price of a risky security.