Equilibrium Mean Value of Random Fuzzy Variable and Its Convergence Properties
نویسندگان
چکیده
The equilibrium measure is a natural extension of both probability and credibility measures. The convergence modes of random fuzzy variables with respect to equilibrium measure is an important issue for research. In this paper, we first introduce several convergence concepts for sequences of random fuzzy variables, including convergence in equilibrium measure and convergence in equilibrium distribution. Then we deal with the properties of the convergence modes of random fuzzy variables. The equilibrium mean value of random fuzzy variable with respect to equilibrium measure is also defined by nonlinear integral. For sequence of integrable random fuzzy variables, we deal with the important monotone convergence theorems as well as dominated convergence theorems. The convergent results obtained in this paper have potential applications in the approximation scheme of equilibrium optimization models. c ©2013 World Academic Press, UK. All rights reserved.
منابع مشابه
A new quadratic deviation of fuzzy random variable and its application to portfolio optimization
The aim of this paper is to propose a convex risk measure in the framework of fuzzy random theory and verify its advantage over the conventional variance approach. For this purpose, this paper defines the quadratic deviation (QD) of fuzzy random variable as the mathematical expectation of QDs of fuzzy variables. As a result, the new risk criterion essentially describes the variation of a fuzzy ...
متن کاملConditions of Convergence in Distribution for Random Fuzzy Variables
Fuzziness plays an essential role in the real world. Fuzzy set theory has been developed very fast since it was introduced by Zadeh (1965) [1]. A fuzzy set was characterized with its membership function by Zadeh. The term fuzzy variable was fist introduced by Kaufmann (1975) [2], and then appeared in Zadeh (1978) [3] and Nahmias (1978) [4] as a fuzzy set of real numbers. In order to establish t...
متن کاملFURTHER RESULTS OF CONVERGENCE OF UNCERTAIN RANDOM SEQUENCES
Convergence is an issue being widely concerned about. Thus, in this paper, we mainly put forward two types of concepts of convergence in mean and convergence in distribution for the sequence of uncertain random variables. Then some of theorems are proved to show the relations among the three convergence concepts that are convergence in mean, convergence in measure and convergence in distributio...
متن کاملSOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES
The concept of fuzzy random variable has been applied in several papers to model the present value of life insurance liabilities. It allows the fuzzy uncertainty of the interest rate and the probabilistic behaviour of mortality to be used throughout the valuation process without any loss of information. Using this framework, and considering a triangular interest rate, this paper develops closed...
متن کاملOn the Notion of Uniform Integrability and Mean Convergence Theorem for Fuzzy Random Variables
In this paper the convergence criterion of fuzzy random variable is investigated. An attempt is made to study the equivalence relation of uniform integrability of fuzzy random variables. Mean convergence theorem, Lebesgue dominated convergence theorem and Mean Ergodic theorem for the case of fuzzy random variable are introduced.
متن کامل