A decomposition theorem for fuzzy set-valued random variables and a characterization of fuzzy random translation
Abstract
Let be a fuzzy set--valued random variable (\frv{}), and the family of all fuzzy sets for which the Hukuhara difference exists --almost surely. In this paper, we prove that can be decomposed as for --almost every , is the unique deterministic fuzzy set that minimizes as is varying in , and is a centered \frv{} (i.e. its generalized Steiner point is the origin). This decomposition allows us to characterize all \frv{} translation (i.e. for some deterministic fuzzy convex set and some random element in ). In particular, is an \frv{} translation if and only if the Aumann expectation is equal to up to a translation. Examples, such as the Gaussian case, are provided.
Keywords
Cite
@article{arxiv.1111.2482,
title = {A decomposition theorem for fuzzy set-valued random variables and a characterization of fuzzy random translation},
author = {Giacomo Aletti and Enea G. Bongiorno},
journal= {arXiv preprint arXiv:1111.2482},
year = {2011}
}
Comments
12 pages, 1 figure. v2: minor revision. v3: minor revision; references, affiliation and acknowledgments added. Submitted version