Chance theory is a mathematical methodology for dealing with indeterminatephenomena including uncertainty and randomness.Consequently, uncertain random variable is developed to describe the phenomena which involveuncertainty and randomness.Thus, uncertain random variable is a fundamental concept in chance theory.This paper provides some practical quantities to describe uncertain random variable...

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 ra...

Chance theory is put forward as a tool to deal with a complex system including randomness and uncertainty. As a fundamental concept in chance theory, uncertain random variable is an extension of random variable and uncertain variable. This paper obtains a new law of large numbers for independent uncertain random variables but not necessarily identically distributed.

A random variable is a measurable function from an uncertainty space to the set of real numbers, which is used to model randomness. An uncertain variable is a measurable function from uncertainty space to the set of real numbers, which is used to describe uncertainty. However, randomness and uncertainty often simultaneously appear in a complex system. Uncertain random variable provides a useful...

In many cases, human uncertainty and objective randomness simultaneously appear in a system. In order to describe this phenomena, this paper presents a new concept of uncertain random variable. To measure uncertain random events, this paper also combines probability measure and uncertain measure into a chance measure. Based on the tool of chance measure, the concepts of chance distribution, exp...

In this paper, we mainly propose a definition of partial entropy for uncertain random variables. In fact, partial entropy is a tool to characterize how much of entropy of an uncertain random variable belongs to the uncertain variable. Furthermore, some properties of partial quadratic entropy are investigated such as positive linearity. Finally, some other types of partial entropies are studied.

Uncertain random variable is a tool to deal with a mixture of uncertainty and randomness. This paper presents an operational law of uncertain random variables, and shows an expected value formula by using probability and uncertainty distributions. This paper also provides a framework of uncertain random programming that is a type of mathematical programming involving uncertain random variables....

Uncertainty theory is a mathematical methodology for dealing withnon-determinate phenomena in nature. As we all know, uncertainprocess and uncertain integral are important contents of uncertaintytheory, so it is necessary to have deep research. This paperpresents the definition and discusses some properties of strongcomonotonic uncertain process. Besides, some useful formulas ofuncertain integr...