Gaussian fuzzy random variables (Q1973345): Difference between revisions

\textit{M. L. Puri} and \textit{D. A. Ralescu} [Ann. Probab. 13, 1373-1379 (1985; Zbl 0583.60011)] introduced the concept of Lipschitzian Gaussian fuzzy random variables (f.r.v.) and proved the following representation theorem: Every Gaussian f.r.v. equals the sum of its expectation and a mean zero Gaussian random vector. Using \textit{M. Ma's} more general embedding theorem [Fuzzy Sets Syst. 55, No. 3, 313-318 (1993; Zbl 0798.46058)] the author proves the same representation theorem for Gaussian f.r.v. but without Lipschitz condition. Moreover, the covariance operator, the characteristic functional and linear transformations of Gaussian f.r.v. are introduced and investigated.