2016
DOI: 10.1007/s10700-016-9242-z
|View full text |Cite
|
Sign up to set email alerts
|

On the convergence of uncertain random sequences

Abstract: In this paper, a useful inequality for central moment of uncertain random variables is proved. Based on this inequality, a convergence theorem for sum of uncertain random variables is derived. A Borel-Cantelli lemma for chance measure is obtained based on the continuity assumption of uncertain measure. Finally, several convergence theorems for uncertain random sequences are established.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
6
0

Year Published

2018
2018
2022
2022

Publication Types

Select...
8

Relationship

0
8

Authors

Journals

citations
Cited by 14 publications
(6 citation statements)
references
References 19 publications
0
6
0
Order By: Relevance
“…Meanwhile, the definitions, properties and principles of cross-entropy (Chen et al, 2012 ; Gao et al, 2018 ), triangular entropy (Ning et al, 2015 ), partial entropy (Ahmadzade et al, 2017a ), sine entropy (Yao et al, 2013a ), quadratic entropy (Dai, 2018 ), maximum entropy (Chen & Dai, 2011 ), and relative entropy (Zhou et al, 2015 , 2016 ; Sheng et al, 2017b ) have been proposed in several papers. Furthermore, the convergence concept of uncertain sequences and their interrelation (You, 2009 ; Wu & Xia, 2012 ; Chen et al, 2014 , 2016 ; Ahmadzade et al, 2017b ), and the limit theorem (Wang et al, 2018 , 2018 ), have also been discussed in many publications.…”
Section: Discussion Of Development Historymentioning
confidence: 99%
“…Meanwhile, the definitions, properties and principles of cross-entropy (Chen et al, 2012 ; Gao et al, 2018 ), triangular entropy (Ning et al, 2015 ), partial entropy (Ahmadzade et al, 2017a ), sine entropy (Yao et al, 2013a ), quadratic entropy (Dai, 2018 ), maximum entropy (Chen & Dai, 2011 ), and relative entropy (Zhou et al, 2015 , 2016 ; Sheng et al, 2017b ) have been proposed in several papers. Furthermore, the convergence concept of uncertain sequences and their interrelation (You, 2009 ; Wu & Xia, 2012 ; Chen et al, 2014 , 2016 ; Ahmadzade et al, 2017b ), and the limit theorem (Wang et al, 2018 , 2018 ), have also been discussed in many publications.…”
Section: Discussion Of Development Historymentioning
confidence: 99%
“…In order to describe this phenomenon, Liu [33] first proposed the chance theory, which is a mathematical methodology for modeling complex systems with both uncertainty and randomness. Regarding the theoretical aspect, Ahmadzade et al [1] studied some properties of uncertain random sequences. As an application of chance theory, Liu [34] proposed the uncertain random programming as a branch of mathematical programming involving uncertain random variables.…”
Section: Chance Theorymentioning
confidence: 99%
“…In order to study the convergence theorems of uncertain random sequences, Ahmadzade et al [2] introduced the following concepts of convergence: It is mentioned that for ξ = τ n + iη n and ξ = τ + iη, ||ξ n − ξ|| is computed as follows:…”
Section: Uncertain Random Variablementioning
confidence: 99%
“…Furthermore, as major device in chance theory, Liu [17] presented operational law of uncertain random variables. After that, several scholars devoted their studies to applications of uncertain random variables, for instance Guo and Wang [9], Gao et al [5], Ahmadzade et al [1,2], Gao and Sheng [6], Liu and Ralescu [18], and Gao and Yao [8]. For modeling complex quantities in chance theory, Gao et al [7] introduced the concept of complex uncertain random variables.…”
Section: Introductionmentioning
confidence: 99%