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Fuzzy Probability Theory

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Computational Complexity
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Article Outline

Glossary

Definition of the Subject

Introduction

Mathematical Environment

Fuzzy Random Quantities

Fuzzy Probability

Representation of Fuzzy Random Quantities

Future Directions

Bibliography

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Abbreviations

Fuzzy set and fuzzy vector :

Let \( { \underline{\mathbf{X}} } \) represent a universal set and \( { \underline{x} } \) be the elements of \( { \underline{\mathbf{X}} } \), then

$$ \tilde{\underline{A}}=\{(\underline{x}, \mu_{A}(\underline{x}))\,|\, \underline{x}\in\underline{\mathbf{X}}\},\: \mu_{A}(\underline{x})\ge0\quad\forall \underline{x}\in\underline{\mathbf{X}} $$
(1)

is referred to as fuzzy set \( { \tilde{\underline{A}} } \) on \( { \underline{\mathbf{X}} } \).\( { \mu_{A}(\underline{x}) } \) is the membership function (characteristic function) of the fuzzy set \( { \tilde{\underline{A}} } \) and represents the degree with which the elements \( { \underline{x} } \) belong to \( { \tilde{\underline{A}} } \). If

$$ \sup_{\underline{x}\in \underline{\mathbf{X}}}[\mu_{A} (\underline{x})]=1\:, $$
(2)

the membership function and the fuzzy set \( { \tilde{\underline{A}} } \) are called normalized; see Fig. 1. In case of a limitation to the Euclidean space \( { \underline{\mathbf{X}}=\mathbb{R}^{n} } \) and normalized fuzzy sets, the fuzzy set \( { \tilde{\underline{A}} } \) is also referred to as fuzzy vector denoted by \( { \underline{\tilde{x}} } \) with its membership function \( { \mu (\underline{x}) } \), or, in the one‐dimensional case, as fuzzy variable \( { \tilde{x} } \) with \( { \mu (x) } \).

α‑Level set and support:

The crisp sets

$$ \underline{A}_{\alpha_{k}}= \{\underline{x}\in\underline{\mathbf{X}}\,|\, \mu_{A}(\underline{x})\ge\alpha_{k}\} $$
(3)

extracted from the fuzzy set \( { \tilde{\underline{A}} } \) for real numbers \( { \alpha_{k}\in(0,1] } \) are called α‑level sets.These comply with the inclusion property

$$ \underline{A}_{\alpha_{k}}\subseteq\underline{A}_{\alpha_{i}} \quad\forall\alpha_{i},\alpha_{k}\in(0,1] \text{ with } \alpha_{i}\leq\alpha_{k}\:.$$
(4)

The largest α‑level set \( { \underline{A}_{\alpha_{k}\to +0} } \) is called support \( { S(\underline{\tilde{A}}) } \); see Fig. 1.

Figure 1
figure 1

Normalized fuzzy set with α‑level sets and support

σ‑Algebra:

A family \( { \mathfrak{M}(\underline{\mathbf{X}}) } \) of sets \( { \underline{A}_{i} } \) on the universal set \( { \underline{\mathbf{X}} } \) is referred to as σ‑algebra \( { \mathfrak{S}(\underline{\mathbf{X}}) } \) on \( { \underline{\mathbf{X}} } \), if

$$ \underline{\mathbf{X}}\in \mathfrak{S}(\underline{\mathbf{X}})\:, $$
(5)
$$ \underline{A}_{i}\in\mathfrak{S} (\underline{\mathbf{X}}) \Rightarrow \underline{A}_{i}^{C}\in\mathfrak{S} (\underline{\mathbf{X}})\:, $$
(6)

and if for every sequence of sets \( { \underline{A}_{i} } \)

$$ \underline{A}_{i}\in\mathfrak{S}(\underline{\mathbf{X}});\, i=1,2,\ldots\Rightarrow\bigcup_{i}^{\infty}\underline{A}_{i}\in\mathfrak{S} (\underline{\mathbf{X}})\:.$$
(7)

In this definition, \( { \underline{A}_{i}^{C} } \) is the complementary set of \( { \underline{A}_{i} } \) with respect to \( { \underline{\mathbf{X}} } \), a family \( { \mathfrak{M}(\underline{\mathbf{X}}) } \) of sets \( { \underline{A}_{i} } \) refers to subsets and systems of subsets of the power set \( { \mathfrak{P}(\underline{\mathbf{X}}) } \) on \( { \underline{\mathbf{X}} } \), and the power set \( { \mathfrak{P}(\underline{\mathbf{X}}) } \) is the set of all subsets \( { \underline{A}_{i} } \) of \( { \underline{\mathbf{X}} } \).

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Beer, M. (2012). Fuzzy Probability Theory. In: Meyers, R. (eds) Computational Complexity. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-1800-9_76

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