Probabilistic metric space

In mathematics, probabilistic metric spaces are a generalization of metric spaces where the distance no longer takes values in the non-negative real numbers R0, but in distribution functions.

Let D+ be the set of all probability distribution functions F such that F(0) = 0 (F is a nondecreasing, left continuous mapping from R into [0,1] such that max(F) = 1).

Then given a non-empty set S and a function F: S×SD+ where we denote F(p,q) by Fp,q for every (p,q) ∈ S × S, the ordered pair (S,F) is said to be a probabilistic metric space if:

  • For all u and v in S, u=v if and only if Fu,v(x) = 1 for all x > 0.
  • For all u and v in S, Fu,v = Fv,u.
  • For all u, v and w in S, Fu,v(x) = 1 and Fv,w(y) = 1 ⇒ Fu,w(x+y) = 1 for x, y > 0.