On Chung's type law of large numbers for fuzzy random variables

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DOI10.1016/J.SPL.2005.04.030MaRDI QIDQ2387332zbMATH OpenOpenAlexFDO

Authors Sang Yeol Joo, Yun Kyong Kim, Joong Sung Kwon

Publication date 2 September 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.030


zbMATH Keywords

\(L_1\)-convergence\(L_p\)-metric\(L_p\)-spacealmost everywhere convergenceconvergence in probabilityembeddingfuzzy sample space

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Strong limit theorems (60F15) (L^p)-limit theorems (60F25)




Review text

The concept of fuzzy r.v. was introduced by \textit{H. Kwakernaak} [Inf. Sci. 15, 1--29 (1978; Zbl 0438.60004)], where useful basic properties were developed. \textit{M. L. Puri} and \textit{D. A. Ralescu} [Math. Proc. Camb. Philos. Soc. 97, 151--158 (1985; Zbl 0559.60007) and J. Math. Anal. Appl. 114, 409--422 (1986; Zbl 0592.60004)] used the concept of fuzzy r.v. and expected values in generalizing results for random sets to fuzzy random sets and developed an important tool for representing imprecise data associated with the outcomes of a random experiment. Statistical inference for fuzzy r.v. leads to the need for LLN (laws of large numbers) to ensure consistency in estimation problems. In this direction, \textit{R. Kruse} [Inf. Sci. 28, 233--241 (1982; Zbl 0571.60039)] proved a SLLN (strong LLN) for i.i.d. r.v.. \textit{M. Miyakoshi} and \textit{M. Shimbo} [Fuzzy Sets Syst. 12, 133--142 (1984; Zbl 0551.60035)] obtained a general SLLN for independent fuzzy r.v.. \textit{E. P. Klement, M. L. Puri} and \textit{D. A. Ralescu} [Proc. R. Soc. Lond., Ser. A 407, 171--182 (1986; Zbl 0605.60038)] considered fuzzy version of random sets in Euclidean spaces and obtained an i.i.d. SLLN. \textit{D. A. Ralescu} [in: Mathematics of fuzzy sets. Logic, topology, and measure theory. Handb. Fuzzy Sets Ser. 3, 701--710 (1999; Zbl 0971.60037)] reviewed very carefully various limit theorems for fuzzy random variables. Recently, \textit{R. L. Taylor, L. Seymour} and \textit{Y. Chen} [Nonlinear Anal., Theory Methods Appl. 47, No.~2, 1245--1256 (2001; Zbl 1042.60502)] proved weak law of large numbers (WLLN) for random sets in separable Banach spaces under varying hypotheses. In the paper reviewed here, Chung's type SLLN for fuzzy random sets in the Euclidean space, under the assumption that WLLN holds, are obtained. The proofs of the results are based heavily on isomorphic embeddings of the fuzzy sample spaces, endowed with \(L_p\)-metrics, into \(L_p\)-spaces. The results give the fuzzy version of that of \textit{B. D. Choi} and \textit{S. H. Sung} [Bull. Aust. Math. Soc. 37, 93--100 (1988; Zbl 0628.60012)] on Chung's SLLN in general Banach spaces.


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