Some Concepts and Theorems of Uncertain Random Process

Authors

Kai Yao, Department of Mathematical Sciences, Tsinghua University, Beijing 100084, ChinaFollow
Jinwu Gao, School of Information, Renmin University of China, Beijing 100872, ChinaFollow

Document Type

Article

Abstract

As a mixture of randomness and uncertainty, uncertain random variable is a measurable function from a probability space to a collection of uncertain variables. This paper will propose an uncertain random process as a generalization of both stochastic process and uncertain process. Special types of uncertain random process such as independent and stationary increment uncertain random process and uncertain random renewal process will also be discussed.

Recommended Citation

Yao, Kai and Gao, Jinwu, "Some Concepts and Theorems of Uncertain Random Process" (2012). ICEB 2012 Proceedings (Xi'an, China). 12.
https://aisel.aisnet.org/iceb2012/12