2015/08/13 by Kai Yao, Jinwu Gao · 1 citation
Mathematics · Decision Sciences · #Fuzzy Systems and Optimization #Multi-Criteria Decision Making #Probability and Risk Models #Random variable #Convergence of random variables #Mathematics #Sum of normally distributed random variables #Algebra of random variables #Law of large numbers #Convergence (economics) #Sequence (biology) #Probability distribution #Multivariate random variable #Expected value #Exchangeable random variables #Variable (mathematics) #Stochastic process #Statistics #Mathematical analysis
paper · doi:10.1109/tfuzz.2015.2466080
openalex publication_date 2015/08/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/06/11
The law of large numbers in probability theory states that the average of random variables converges to its expected value in some sense under some conditions. Sometimes, random factors and human uncertainty exist simultaneously in complex systems, and a concept of uncertain random variable has been proposed to study this type of complex systems. This paper aims to provide a law of large numbers for uncertain random variables, which states that the average of uncertain random variables converges in distribution to an uncertain variable. As a byproduct, the convergence of a sequence of uncertain variables is also studied.