Fuzzy-Random Processes with Orthogonal and Independent Increments

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In this paper, random processes with fuzzy states and continuous time are investigated. The main attention is paid to the class of fuzzy random processes with orthogonal and independent increments. The characteristic properties of the variances and covariance functions of such processes are established. Gaussian and Wiener fuzzy random processes, which are analogs of the corresponding real random processes, are considered. The obtained results are based on the properties of fuzzy random variables and the classical results of the theory of real random processes with orthogonal and independent increments. Examples characterize the possibility of applying the developed theory to fuzzy-random processes of a triangular type.

作者简介

Vladimir Khatskevich

Air Force Academy named after N.E. Zhukovsky and Y.U. Gagarin

编辑信件的主要联系方式.
Email: vlkhats@mail.ru

Doctor of Technical Sciences, Professor of the Department of Mathematics

俄罗斯联邦, Voronezh

Olga Makhinova

Air Force Academy named after N.E. Zhukovsky and Y.U. Gagarin

Email: olga.maxinova@list.ru

Candidate of Physical and Mathematical Sciences, Associate Professor of the Department of Mathematics

俄罗斯联邦, Voronezh

参考

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