English

A decomposition theorem for fuzzy set-valued random variables and a characterization of fuzzy random translation

Probability 2011-11-28 v3

Abstract

Let XX be a fuzzy set--valued random variable (\frv{}), and \hukuX\huku{X} the family of all fuzzy sets BB for which the Hukuhara difference X\HukuDiffBX\HukuDiff B exists P\mathbb{P}--almost surely. In this paper, we prove that XX can be decomposed as X(ω)=C\MinkY(ω)X(\omega)=C\Mink Y(\omega) for P\mathbb{P}--almost every ωΩ\omega\in\Omega, CC is the unique deterministic fuzzy set that minimizes E[d2(X,B)2]\mathbb{E}[d_2(X,B)^2] as BB is varying in \hukuX\huku{X}, and YY is a centered \frv{} (i.e. its generalized Steiner point is the origin). This decomposition allows us to characterize all \frv{} translation (i.e. X(ω)=M\Mink\indicatorξ(ω)X(\omega) = M \Mink \indicator{\xi(\omega)} for some deterministic fuzzy convex set MM and some random element in \Banach\Banach). In particular, XX is an \frv{} translation if and only if the Aumann expectation EX\mathbb{E}X is equal to CC 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