Gaussian fuzzy random variables

DOI10.1016/S0165-0114(98)00033-5MaRDI QIDQ1973345zbMATH OpenFDO

Authors Yuhu Feng

Publication date 12 August 2001

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-0114(98)00033-5

zbMATH Keywords

characteristic functionalcovariance operatorGaussian fuzzy random variable

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Distribution theory (60E99)

Review text

\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.

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Cites work

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Cited in

(18)

• The concept of normality for fuzzy random variables
• The solutions of linear fuzzy stochastic differential systems.
• Decomposition theorems for fuzzy supermartingales and submartingales
• Note on ``Sums of independent fuzzy random variables
• Least-squares fuzzy regression with fuzzy random variables
• Donsker's fuzzy invariance principle under the Lindeberg condition
• Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables
• Two-sample Kolmogorov-Smirnov fuzzy test for fuzzy random variables
• Fuzzy set-valued Gaussian processes and Brownian motions
• Statistical hypotheses testing for fuzzy data
• Entropy based solid transportation problems with discounted unit costs under fuzzy random environment
• scientific article; zbMATH DE number 1248069 (Why is no real title available?)
• scientific article; zbMATH DE number 1081153 (Why is no real title available?)
• Central limit theorem for a family of reliability measures
• Fuzzy random variables
• Gaussian processes and martingales for fuzzy valued random variables with continuous parameter
• Sums of independent fuzzy random variables
• Analysis of dynamical systems whose inputs are fuzzy stochastic processes

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