International Journal of Engineering Science Invention

ISSN (Online): 2319 6734, ISSN (Print): 2319 6726

www.ijesi.org ||Volume 5 Issue 3|| March 2016 || PP.45-61

Fuzzy random variables and Kolomogrovs important results

1
1

Dr.Earnest Lazarus Piriya kumar, 2R. Deepa,

Associate Professor, Department of Mathematics, Tranquebar Bishop Manickam Lutheran College, Porayar,
India.
2
Assistant Professor, Department of Mathematics, E.G.S. Pillay Engineering College, Nagapattinam,
Tamilnadu, India.

ABSTRACT :In this paper an attempt is made to transform Kolomogrov Maximal inequality, Koronecker
Lemma, Loeves Lemma and Kolomogrovs strong law of large numbers for independent, identically distributive
fuzzy Random variables. The applications of this results is extensive and could produce intensive insights on
Fuzzy Random variables.

Keywords :Fuzzy Random Variables, Fuzzy Real Number, Fuzzy distribution function, Strong law of Large
Numbers.

I. Introduction
The theory of fuzzy random variables and fuzzy stochastic processes has received much attention in
recent years [1-12]. Prompted for studying law of large numbers for fuzzy random variables is both theoretical
since of major concern in fuzzy stochastic theory as in the case of classical probability theory would be the
different limit theorems for sequences of fuzzy random variables and practically since they are applicable to
statistical analysis when samples or prior information are fuzzy. The concept of fuzzy random variables was
introduced by Kwakernack [4] and Puri and Ralesea [6].
In order to make fuzzy random variables applicable to statistical analysis for imprecise data, we need to
come up with weak law of large numbers, strong law of large numbers and Kolomogorov inequalities. In the
present paper we have deduced Kolomogrov maximal inequality, Kroneckers lemma, and Loeves Lemma.
2. Preliminaries
In this section, we describe some basic concepts of fuzzy numbers. Let R denote the real line. A fuzzy
number is a fuzzy set : [0, 1] with the following properties.
1) is normal, i.e. there exists such that () = 1.
2) is upper semicontinuous.
3) Supp = { > 0} is compact.
rights reserved.
4) is a convex fuzzy set, i.e. + 1 min ((x)), (y)) for x, y, R and [0, 1].
Let F(R) be the family of all fuzzy numbers. For a fuzzy set , if we define.
: , 0 < 1,
=
Supp = 0
Then it follows that is a fuzzy number if and only if 1 and is a closed bounded interval
for each [0, 1].
From this characterization of fuzzy numbers, a fuzzy number is a completely determined by the end

points of the intervals = [ ,+ ].

3. Fuzzy Random Variables:
Throughout this paper, (, , ) denotes a complete probability space.

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Fuzzy random variables and Kolomogrovs

If : () is a fuzzy number valued function and B is a subset of R, then 1 () denotes the fuzzy subset
of defined by
1 = Sup ()()
for every . The function : () is called a fuzzy random variable if for every closed subset B or
R, the fuzzy set 1 is measurable when consider as a function from to [0,1]. If we denote () =

{ (), () 0 1 , then it is a well-known that is a fuzzy random variable if and only if for each

[0, 1]. and + are random variable in the usual sense (for details, see Ref.[11]). Hence, if is the

smallest field which makes is a consistent with ({ ,+ |0 1}). This enables us to define the
concept of independence of fuzzy random variables as in the case of classical random variables.
4. Fuzzy Random Variable and its Distribution Function and Exception
Given a real number, x, we can induce a fuzzy number with membership function (r) such that
(x) < 1 for r x (i.e. the membership function has a unique global maximum at x). We call as a fuzzy real
number induced by the real member .
A set of all fuzzy real numbers induced by the real number system the relation ~ on as 1 ~ 2 if
and only if 1 and 2 are induce same real number x. Then ~ is an equivalence relation, which equivalence
classes [ ] = { | ~ }. The quotient set / ~ is the equivalence classes. Then the cardinality of /~ is
equal to the real number system since the map / ~ by x [ ] is Necall / ~ as the fuzzy real
number system.
Fuzzy real number system ( / ~ )Rconsists of canonical fuzzy real number we call / ~ )R as the
canonical fuzzy real number system be a measurable space and , be a Borel measurable space. () (Power
set of R) be a set-valued function. According to is called a fuzzy-valued function if {(x, y) : yf(x)} is x .
f(x) is called a fuzzy-valued function if f : X (the set of all numbers). If is a fuzzy-valued function then
is a set-valued function [0, 1]. is called (fuzzy-valued) measurable if and only if is (set-urable for all
[0,1].
Make fuzzy random variables more tractable mathematically, we strong sense of measurability for
fuzzy-valued functions. (x) be a closed-fuzzy-valued function defined on X. From Wu wing two statements are
equivalent.
(x) are (real-valued) measurable for all [0, 1].
fuzzy-valued) measurable and one of and () is (real-value) measurable for all [0,1].
A fuzzy random variable called strongly measurable if one of the above two conditions is easy to see
that the strong measurability implies measurability. ) be a measure space and (, ) be a Borel measurable
space. () be a set-valued function. For K R the inverse image of f.
={x }
u) be a complete finite measure space. From Hiai and Umehaki ing two statements are equivalent.
Borel set K , f1 (K) is measurable (i.e. f1 (K) ), y is x - measurable.

If is a canonical fuzzy real number then 1 = 1 , Let be a fuzzy random variable. and are random

variables for all x and 1 . Let F(x) be a continuous distribution function of a random variable X. Let and
have the same distribution function F(x) for all [0,1]. For any fuzzy observation of fuzzy random
variable ( () = ), the -level set is = [ , ]. We can see that and are the
observations of and , respectively. () = and () = are continuous with respect to for
fixed . Thus , is continuously shrinking with respect to . Since [ , ] is the disjoint union of [ ,
] and (1 , ] (note that 1 = 1 ), for any real number x [1 , ], we have x = or F ( ) with x. If we
construct an interval

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Fuzzy random variables and Kolomogrovs

A = [min { inf 1 F( ), inf 1 F( ) }
max {sup 1 F( ), sup 1 F( )}]
then this interval will contain all of the distributions. (values) associated with each of x [ , ], We denote
the fuzzy distribution function of fuzzy random variable . Then we define the membership function of
( ) for any fixed by
( ) (r) = sup01 | A , (r)
via the form of Resolution Identity . we also say that the fuzzy distribution function ( ) is induced by the
distribution function F(x). Since F(x) is continuous .we can rewrite A as
A = [min { inf 1 F( ), min 1 F( ) }
max {max 1 F( ), max 1 F( )}]
In order to discuss the convergence in distribution for fuzzy random variables in Section 4, we need to claim
( ) is a closed-fuzzy-valued function. First of all, we need the following proposition,
We shall discuss the strong and weak convergence in distribution for fuzzy random variables in this section. We
propose the following definition.
Definition 3.1 Let and { } be fuzzy random variables defined on the same probability space ( ).
i) We say that { } converges in distribution to level-vise if ( ) and ( ) converge in distribution to

and respectively for all . Let ( ) and ( ) be the respective fuzzy distribution functions of
We say that { }converges in distribution to strongly if
lim

and .

ii) We say that { } converges in distribution to weakly if

lim

From the uniqueness of convergence in distribution for usual random variables.We conclude that the above
three kinds of convergence have the unique limits.
5. MAIN RESULTS
THEOREM 5.1 (KOLMOGOROU CONVERGENCE THEOREM)
Let {Xn} be independent fuzzy random variables with
EXn = 0 and 2 = E2 <, n > 1
If

2
=1 E <

then

=1

converges a.s.

Proof : For > 0

2 P [|

[ ( (Xk) v ( )+
] |]

(0,1

E(

(0,1]

[ ((Xk2 ) ) v (Xk2 )+
]

<3 if m, n no
Therefore

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Fuzzy random variables and Kolomogrovs

(0,1]

(0,1]

[(Sm ) (1 ) V (Sm ) ] ]

P [|

[(Xk ) v ( )+
] ]

i.e.

P [|

if m,n n0
i.e, {Sn} is a calculcy sequence in probability.

@ Sn S Say.
Sn S

a.s.

=1

i.e.

Hence by Levys Theorem

Xn conveyes a.s.

Definition 5.1:
Two sequences of Fuzzy random variables {Xn}
and {Yn} are said to be tail equivalent if

=1

P (Xn Yn ) <

THEOREM 5.2 :
Suppose that { }=1 be a sequence of independent fuzzy random variables.
Let
1
for all n 1
0 > 1

1 =

Then the series

converges a.s. if the following series converges.

(a)

=1

P (w : | / > 1 ) <

(b)

=1

E (1 ) ) converges and

(c)

=1

21 <

Proof
Suppose that the three conditions hold. Because of byKolmogorov Khintchic theorem.

=1

1 +
[((X1n ) E(1 ) ) v ((X1n )+
E (Xn ) ) ]

Conveys a.s. Then (if) implies

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Fuzzy random variables and Kolomogrovs

=1

((X1n ) v (X1n )+
converges a.s.

By (a) and Borel Can telli lemma

P(|

[(Xn ) v (Xn )+
] > 1 i.o. ) = 0

(0,1]

So |

(0,1]

[(Xn ) v (X n )+
] | 1 a.s.

Thus

=1

(0,1]

[(Xn ) v (Xn )+
] Converges a.s.

Conversely
if

[(Xn ) v (Xn )+
]

(0,1]

Converges a.s. then the fuzzy random variables

Xn 0 a.s.
Hence P ( |

( Xn

(0,1]

v (Xn )+
) > 1 i.o. ) = 0

This implies (a) byBorel Zero one law. Now

{ }
=1 and { }=1 are tail equivalent sequences

=1

So it is clear that

0,1

=1

converges a.s. when

[(Xn1 ) v (X1n )+
]

0,1

[(Xn ) v (Xn )+
]

converges a.s.
Now[

[(X1n ) v (X1n )+
]=1 is a sequence

(0,1]

of uniformly bounded indepdent fuzzy random variables

Let 1 =
Since

=1

(0,1]

((X1j ) v (X1j )+
)

=1

(0,1]

lim ( Sup

[(X1n ) (Xn ) )] converges a.s.

1
1 +
1 +
[((Sm
) (Sn1 ) ) V ((Sm
) (Sm
) ) ] = 0

(0,1]

By the lower bound of Kolmogovovs inequality

P (Sup

(0,1]

1
1 +
[((Sm
) (Sn1 ) ) V ((Sm
) (Sm )+
)

(2+)2
2
=1 X 1
j

Now if

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Fuzzy random variables and Kolomogrovs

2

=1 X

= , then we have

P (Sup

1
1 +
1 +
[((Sm
) (Sn1 ) ) V ((Sm
) (Sm
) ) ) = 1

(0,1]

This contradicts the contention (1)

2

=1 X

So

< proving (c)

The Khintchine Kolmogoroves theorem implies

1 +
((X1n ) E(X1n ) )) V ((X1n )+
E(Xn ) ))

(0,1]

converges a.s.

1
=1

Now Since

=1

We have

converges a.s.

(1 ) convergent proving (b)

THEOREM 5. 3 (KOLMOGOROVS INEQUALITY)

Let X1 X2

......

Xn . . . . be independent fuzzy random variables and

E(2 )<, i 1. If Sn =

=1

and

> 0 then

a) 2 P (max1

(0,1]

+
| ((S ) E(S ) ) | V | ((S )+
E(S ) |)

2
=1

and if moreover

(0,1]

[ | (X ) (X )+ | C < a.s.

then
b) 1

(2+)2

2
=1

P (max1

(0,1]

+
(|(S ) E(S ) | V | ((S )+
E(S ) |)

Proof :
We assume EXk =0 , k 1.
Define a fuzzy random variables + by

1 , 1
such that 2 2 if there is such a k.
+ 1

Then (max

(0,1]

[(S ) V(S )+
] ] = [ t n ] and [t = k] (x1x2. .xk)

Hence

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Fuzzy random variables and Kolomogrovs

+
[(S ) ((S ) (S ) ) V (S )+
((S ) (S ) )) d P

(0,1]

[=]

= E

(0,1]

+
[(S ) = ((S ) (S ) ) V ((S )+
(S ) )]

+
= E [ Sk[=] E (((S ) (S ) ) V ((S )+
(S ) )]

=0
Therefore,
(S )2 d P

[=]

[=]

+
+2
((S ) + ((S ) (S ) )2 V ((S )+
+ ((S ) (S ) ) d P

[=]

+
+2
((S ) + ((S ) (S ) )2 V ((S )+2
+ ((S ) (S ) )

+
+
+2 ((S ) (S ) ) (S ) ) V (S )+
(S ) (S ) ) d P

[=]

(S ) (S )+2
) dP

2 P(t = k)

(5.1)

Therefore

2 P (tn) = 2

P (t = k)

=1

[=]

[]

(S )2 V (S+ )2 ) d P

(S )2 V (S+ )2 ) d P

(S )2 V (S+ )2 ) d P

= E (S2 )

( 5.2)

But
ES2

Let X1 X2

=1

......

E (X )2 V (X+ )2 )
Xn . . . . be independents.

2
=1

So from (3) and (1)

2 P [max 1

2
=1

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Fuzzy random variables and Kolomogrovs

To prove the lower bound of Kolmogorovs inequality let f k = I [t>k]. Then fk Sk and Xk+1 are independent
for k = 0, 1, . . . n-1.
Now [t>k] = [t k]c B, (x1 . . . xk) since
[t k] B, (x1 . . . xk). Therefore
E (fk Sk Xk+1) = E (fk Sk)
E (Xk+1) = 0
Now

= E ((S )2 (f1 ) V (S+ )2 + (f1 )+

)
+ 2
= E ((S )2 (f1 ) V (S+ )2 + (f1
) )

+
+
= E ((S1 ) (f1 ) V (S1
) + (f1
)

+
+ (X ) (f1 ) V (X+ ) + (f1
) )2

+ 2
+
= E ((S1 )2 (f1 ) V (S1
) + (f1
) )

+
+ E ((X )2 (f1 ) V (X+ )2 + (f1
) )

+ 2
= E ((S1 )2 (f1 ) V (S1
) (f 1 )+
)

+ E ((X )2 V (X+ )2

+
E ((f1 ) V (f1
) )

+ 2
= E ((S1 )2 (f1 ) V (S1
) + (f1+) )

+
+ E ((X )2 E (f1 ) VE ((X+ )2 E(f1
) )

+ 2
= E ((S1 )2 (f1 ) V (S1
) + (f1+) )

+ E ((X )2 V (X+ )2 ) P (t > k-1)

(5.3)

Again

E ((S )2 (f 1 ) V (S+ )2 + (f1+) )

+ E ((S )2 (f ) V (S+ )2 ) (f+) )

+ E ((S )2 I

[=]

V (S+ )2 ) I

[=]

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(5.4)

52 | Page

Fuzzy random variables and Kolomogrovs

From (5.3) and (5.4)

+ 2
E ((S1 )2 (f1 ) V (S1
) + (f1+) )

+ E ((X )2 V (X+ )2 ) P (t > k-1)

+
= E ((S )2 (f1 ) V (S+ )2 ) (f 1
) )

V (S+ )2 ) (f+ )

= E ((S )2 (f )

+ E ((S )2 I

[=]

V (S+ )2 ) I

[=]

| (X ) V (X+ ) | C for all K

Since

and | (X ) E (X ) V (X+ ) E (X+ ) | 2C

+ 2
E ((S1 )2 (f1 ) V (S1
) + (f 1 ) )

+ E ((X )2 P (t k) V (X+ )2 ) P (t k)

E ((S )2 (f ) V (S+ )2 (f ) )
( +2C)2 P (t k)

(5.5)

Summing over (6) for k=1 to n and after cancellation we get

=1

E ((X )2 V (X+ ) 2 ) P (t k)

E ((S )2 (f ) V (S+ )2 ) (f+ ) )

( +2C)2 P (t n)

Now 2 2 2 By definition of t
and P(t > n) < P(t k) if k n imply

=1

E ((X )2 P(t k)

V E ((X+ )2 P(t n)

2 E ((f ) V (f+ ) )
+ ( +2C)2 P (t n)
Or

=1

E ((X )2 V ((X+ )2 P(t > n)

2 P(t > n) + ( +2C)2 P (t n)
( +2C)2 P (t n)

+ ( +2C)2 P (t > n)

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Fuzzy random variables and Kolomogrovs

= ( +2C)2
Hence

=1

1 P (t n) ( +2C)2 /

E ((X )2 V ((X+ )2

(+2C)2

2
=1

implies P (t n) 1 ( +2C)2 /

LEMMA 5.1 : (KRONECKERS LEMMA)

For sequences {an} and {bn} of fuzzy real numbers and
and bn

=1

Proof : Since
1
bn

an converges

1
bn

bk ak 0

as n

an converges Sn =

=1

ak S (say)

+
[(b ) (a ) V (b+
) (a )

=1

bn

bn

bn

+
(b ) (S 1 ) (b+
) (S1 ) )

(b ) (S ) (b+ ) (S+ )

1
1

(b ) (S ) (b+ ) (S+ )

+
+
(b+
) ((S ) (S1 ) )]

[(b ) ((S ) (S 1 )

(b +1 ) (S ) (b++1 ) (S+) )

(((b ) (S ) (b+ ) (S+ )

bn

1
1 ( (b )

(b+1 ) (S ) )

+
((b+) (b+
+1 ) ) (S )

= (S ) (S+ )

1
bn

1
1

((b ) (b+1 ) ) (S ) )

+
((b+) (b+
+1 ) ) (S )

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Fuzzy random variables and Kolomogrovs

SS=0

Since =

1
1 ( (b )

bn

(b +1 ) ((S ) (S ) )

+
((b+) (b+
+1 ) ) ((S ) (S ) )

(S )

1
1 ( (b )

(b )
(S + )

1
1

(b +
)

(b+ ) (b+
+1 )

(b +1 ) V

1
1 [ (b )

bn

(b +1 ) ](S )

(b+ )

+
+
[ (b+
) (b+1 ) ](S )
1

Now

(S )

(b )

(b ) (b +1 )

(S + )

1
1

(b +
)

(S )

1
1

(b )

+
(b+
) (b+1 )

((b1 ) (b ) )

(S + )

((b1+ ) (b+ )

(b +
)

((S ) (S + ) )
as bn
and
1

(b )

1
1

( (b ) (b +1 ) )( S
1

1
1

(b +
)

(S )

( (b+) (b++1 ) )((S+ ) (S + )

0 as n
Since
|

(b )

1
1

( (b ) (b +1 ) )( S

(S )

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Fuzzy random variables and Kolomogrovs

(b )

0
=1

(b )

(b +
)

0
=1

| ( b+

1
0+1

(b +
)

+
+
(b+
+1 ) )((S ) (S ) ) |

1
0+1

(S )

( (b ) (b+1 ) ) ( S
1

( (b+) (b++1 ) )((S+ ) (S + ) ) |

| ( (b ) (b+1 ) ) S
1

1
1

(b +
)

( b+

(S )

(b++1 ) )((S+ ) (S + ) ) |

for n > n0

(b 0+1 ) (b )

(b )

V +

+
(b +
0+1 ) (b )

(b +
)

if n > n0
LEMMA 5.2 : (Loeve)
Let X be a fuzzy random variables and

= P { | V + | > t } = 1 F(t) = F (t)

q(t)

For every y > 0, x > 0 we have

=1

q (/ x ) E ( | | V | |
+ V

=1

q (/ x )

Proof :

E (| | V | + |
=

+ d P ( | |

=1

V | | t )

+ tr dq (t)
1/
(1) 1/ )

tr dq (t) , x > 0

Now

(1)

t r dq (t)
1

nxr [ q 1 q ( )]

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Fuzzy random variables and Kolomogrovs

and
1

t r dq (t)

(1)

(n-1)xr [ q 1 q ( )]

If E (| | v | + | ) =

the proof is obvious.

and if E (| | v | + | ) <

then

xr Nq ( ) 0 as N

In fact,

> E (| | v | + | )

E (| | v | + | ) I (| |

v | + | > x N ]

= Nxr P [ | | v | + | >N ]
1

= Nxr q [ N ]

If E (| | v | + | ) <

by absolute continuity.

of integral Nxr q [ N ] 0 as N
on the other hand.

E (| | v | + | ) <
1

=1

(n 1) xr [ q ( 1) q ( ) ]

=1

xr [ q () ] (N1)xr q ( )

Since
1

Nq ( ) 0 the right hand side of the last inequality tends to

=1

Now if

xr q ( )

q ( )<

then

nq ( ) 0 and

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Fuzzy random variables and Kolomogrovs

E (| | v | + | )
1

lim

=1

lim

xv ( 1 +

xv ( 1 +

nxv [ q ( 1) q ( ) ]
1

1
1

q ( ) Nq ( ) )

q ( ))

which completes the proof.

THEOREM 5.4: (KOLMOGOROVS STRONG LAW OF LARGE NUMBERS for independent identicals
distributed r.v.s.)

Let {xn} be a sequence of indendent identically distributed fuzzy random variables then

< a.s.

if and only if E (| (1 ) v | (1 ) ) <

and then C = E (X1)
Proof

For the only if part let An = (|

then

|v|

= P (| (1 )
..

)n

E (| (1 ) v | (1 ) + P
P(An) = P (|

Now

|v|

(5.7)

n)

v | (1 )+
n)

<

( )

then

( )+

(1)

( )

( )+

( 1 ) ( 1 )
1

= 0 . .

(1 )

Hence P ( |

| V |

(1 )+

By Borel 0 1 Law
i.e.

=1

> i.o. )

P (| (1 )

=1

P (| ( )
v (1

| v | (+ )

)
2

)+
) ) <
2

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Fuzzy random variables and Kolomogrovs

>

P [ |(1 )

)+
) )

v (1

P (An)

P (An) <

So from (1) E (| (1 )

)+
) ) <

v (1

Conversely let

E ((1 )

C = E ((1 )

and

)+
) <

v (1

)+
)

v (1

Define ( ) V (+)

= (() v ()+
) I [ | |

k ] k=1,2,3, . . .

( ) V ( )+

and

= (

+ . . . .

+ 2

v 2+

v 2

Then Xk , k=1, 2, . . . . n are independent

and |( )

) | k

v (

Now

=1

P [ ( )

v (

P ( |( )

P (Ak) <

@ P [ ( )

Hence

and

v (

v (

)+

)+

( )

)+

v (

)+

| > k)

( ) v (

)+
i.o.

trends to the same limit a.s. if they converge at all in.

+
( ) v ( )+
( ) v ( )
0 . .

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Fuzzy random variables and Kolomogrovs

So it is enough to prove that

E ((1 )

)+
) <

v (1

Now are independent but may be necessarily be identically distributed, we shall show that
(( )

=1

<

and that will imply

E (

)+
)

v (

v +

= E (

= E ( 1

E ( 1

E(

) converges to zero almost surely.

) I [ |

) I [ | 1

v 1

)n]

)n]

) G.S.

Therefore

( ) V ( )+

E (

2 (

( )

E(

v 1

( )+

) E ( | 1

=1

=1

+ 2
( )2
( )

[| 1 v

=1

=1

= 2

(( ) ( )+2
) dP

[k1< |

(( ) ( )+2
) dP

[k1< | 1

((1 ) (1 )+2
) dP

[k1< | 1 v

k2 P [k 1 < | 1

v 1

((1 ) (1 )+2
) dP

] ]

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60 | Page

Fuzzy random variables and Kolomogrovs

= 2

=1

k P [ (k 1) < | 1

= 2

=1

(k1)P [ k 1 < (| 1

v 1

v 1

<]
+

]+2

[k1< ( | 1 v

= 2 ( E ( | 1

v 1

((1 ) (1 )+
) +2

+ 1

REFERENCES
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
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