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

preprint2011arXivOpen access

Abstract

Let XX be a fuzzy set--valued random variable (\frv{}), and $\huku{X}$ the family of all fuzzy sets BB for which the Hukuhara difference $X\HukuDiff B$ exists P\mathbb{P}--almost surely. In this paper, we prove that XX can be decomposed as $X(ω)=C\Mink Y(ω)$ for P\mathbb{P}--almost every ω∈Ωω\inΩ, 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 $\huku{X}$, 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. $X(ω) = M \Mink \indicator{ξ(ω)}$ for some deterministic fuzzy convex set MM and some random element in $\Banach$). 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.

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