The central limit theorems for fuzzy random variables (Q1969688)

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The central limit theorems for fuzzy random variables
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    The central limit theorems for fuzzy random variables (English)
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    19 March 2000
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    The author finds assumptions on fuzzy random numbers (frn's) which allow to trace central limit theorems (CLT's) for them back to CLT's for classical random variables. Some more detailed: By assumptions on continuity and closedness, a frn \(\widetilde X\) is uniquely described by its \(\alpha\)-cut \([\widetilde X^L_\alpha, \widetilde X^U_\alpha]\), i.e. by the two families \(\{\widetilde X^L_\alpha\}_{\alpha\in [0,1]}\), \(\{\widetilde X^U_\alpha \}_{ \alpha \in[0,1]}\) of classical random variables. The author defines a so-called fuzzy distribution function of \(\widetilde X\), especially the fuzzy expectation \(\widetilde E(\widetilde X)\) by \((\widetilde E(\widetilde X))_\alpha =[E \widetilde X^L_\alpha,E\widetilde X^U_\alpha]\), and calls \(\widetilde X\) normally distributed if \(\widetilde X^L_\alpha\), \(\widetilde X^U_\alpha\) are normally distributed for all \(\alpha\in [0,1]\). The paper presents some CLT's for so-called \(H\)-frn's where \(\widetilde X\) is called \(H\)-frn if the Hukuhara-difference \(\widetilde X(w)\ominus \widetilde E(\widetilde X)\) exists for all \(w\in\Omega\).
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    fuzzy random variables
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    central limit theorem
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