Fuzzy Prokhorov metric on the set of probability measures
D. Repov\v{s}, A. Savchenko, M. Zarichnyi
TL;DR
This paper introduces a fuzzy metric on probability measures within fuzzy metric spaces, extending the classical Prokhorov metric to the fuzzy setting, enabling new ways to analyze probabilistic measures in fuzzy contexts.
Contribution
It develops a fuzzy analogue of the Prokhorov metric for probability measures on fuzzy metric spaces, expanding the mathematical framework for fuzzy probability theory.
Findings
Defined a fuzzy metric on probability measures
Extended Prokhorov metric to fuzzy metric spaces
Provided theoretical properties of the new metric
Abstract
We introduce a fuzzy metric on the set of probability measures on a fuzzy metric space. The construction is an analogue, in the realm of fuzzy metric spaces, of the Prokhorov metric on the set of probability measures on compact metric spaces.
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