Limit Theorems and Applications of Set-Valued and Fuzzy Set-Valued Random Variables: 43 (Theory and Decision Library B, 43) - Softcover

Shoumei Li; Ogura, Y.; Kreinovich, V.

Softcover

ISBN 10: 9048161398 ISBN 13: 9789048161393

Publisher: Springer, 2010

Synopsis

After the pioneering works by Robbins {1944, 1945) and Choquet (1955), the notation of a set-valued random variable (called a random closed set in literatures) was systematically introduced by Kendall {1974) and Matheron {1975). It is well known that the theory of set-valued random variables is a natural extension of that of general real-valued random variables or random vectors. However, owing to the topological structure of the space of closed sets and special features of set-theoretic operations ( cf. Beer [27]), set-valued random variables have many special properties. This gives new meanings for the classical probability theory. As a result of the development in this area in the past more than 30 years, the theory of set-valued random variables with many applications has become one of new and active branches in probability theory. In practice also, we are often faced with random experiments whose outcomes are not numbers but are expressed in inexact linguistic terms.

About this title

Product Description

This book presents a clear, systematic treatment of convergence theorems of set-valued random variables (random sets) and fuzzy set-valued random variables (random fuzzy sets). Topics such as strong laws of large numbers and central limit theorems, including new results in connection with the theory of empirical processes are covered. The author's own recent developments on martingale convergence theorems and their applications to data processing are also included. The mathematical foundations along with a clear explanation such as Holmander's embedding theorem, notions of various convergence of sets and fuzzy sets, Aumann integrals, conditional expectations, selection theorems, measurability and integrability arguments for both set-valued and fuzzy set-valued random variables and newly obtained optimizations techniques based on invariant properties are also given.

Review

From the reviews:

"The book under review is devoted to set-valued and fuzzy set-valued random variables which are generalizations of ordinary random variables ... . the book is a useful reference for mathematicians who are working on set-valued or fuzzy set-valued random variables and related topics. Here one can find in one place results that are scattered throughout the literature. All the theorems are proven and the historical comments give the reader a wider perspective." (Osmo Kaleva, Mathematical Reviews, Issue 2005 b)

Edition details

• Publisher: Springer
• Publication date: 2010
• Language: English
• ISBN 10: 9048161398
• ISBN 13: 9789048161393
• Binding: Paperback
• Number of pages: 407