A decomposition theorem for fuzzy set-valued random variables and a characterization of fuzzy random translation

Publication date 10 November 2011

Abstract: Let

X

be a fuzzy set--valued random variable (frv{}), and

h u k u X

the family of all fuzzy sets

B

for which the Hukuhara difference

X H u k u D i f f B

exists

m a t h b b P

--almost surely. In this paper, we prove that

X

can be decomposed as

X (o m e g a) = C M i n k Y (o m e g a)

for

m a t h b b P

--almost every

o m e g a i n O m e g a

,

C

is the unique deterministic fuzzy set that minimizes

m a t h b b E [d_{2} (X, B)^{2}]

as

B

is varying in

h u k u X

, and

Y

is a centered frv{} (i.e. its generalized Steiner point is the origin). This decomposition allows us to characterize all frv{} translation (i.e.

X (o m e g a) = M M i n k i n d i c a t o r x i (o m e g a)

for some deterministic fuzzy convex set

M

and some random element in

B a n a c h

). In particular,

X

is an frv{} translation if and only if the Aumann expectation

m a t h b b E X

is equal to

C

up to a translation. Examples, such as the Gaussian case, are provided.

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