Gaussian fuzzy random variables
type: Item
instance of: scholarly article
title: Gaussian fuzzy random variables
zbMATH Open document ID: 0966.60017
DOI: 10.1016/S0165-0114(98)00033-5
author: Yuhu Feng
published in: Fuzzy Sets and Systems
publication date: 2001-08-12T00:00:00Z
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.
reviewed by: Wolfgang Näther
Mathematics Subject Classification ID: 60E99
Mathematics Subject Classification ID: 03E72
zbMATH DE Number: 1437002
zbMATH Keywords: Gaussian fuzzy random variable
zbMATH Keywords: covariance operator
zbMATH Keywords: characteristic functional
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1437002