Some Concepts and Theorems of Uncertain Random Process

In order to deal with a system with both randomness and uncertainty, chance theory has been built, and uncertain random variable has been proposed as a generalization of random variable and uncertain variable. Correspondingly, as a generalization of both stochastic process and uncertain process, this paper will propose an uncertain random process. In addition, some special types of uncertain random processes such as stationary increment uncertain random process and uncertain random renewal process will also be discussed.