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Fuzzy random variables

Journal of Mathematical Analysis and ApplicationsPublished 1 March 1986
Madan L. Puri, Dan A. Ralescu
Citations1,865
SJR quartileQ1
SJR score0.85
SNIP1.14

TL;DR

The new definition of expectation generalizes the integral of a set-valued function and derives the Lebesgue-dominated convergence type theorem by considering a suitable generalization of the Hausdorff metric.

Abstract

In this paper we define the concepts of fuzzy random variable and the expectation of a fuzzy random variable. The new definition of expectation generalizes the integral of a set-valued function. We derive some properties of these new concepts. By considering a suitable generalization of the Hausdorff metric, we derive the Lebesgue-dominated convergence type theorem.

Keywords

MathematicsDecision Sciences