Email this article Fuzzy-Random Processes with Orthogonal and Independent Increments
- Authors: Khatskevich V.L.1, Makhinova O.A.1
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Affiliations:
- Air Force Academy named after N.E. Zhukovsky and Y.U. Gagarin
- Issue: No 4 (2023)
- Pages: 38-48
- Section: Computational Intelligence
- URL: https://journal-vniispk.ru/2071-8594/article/view/269742
- DOI: https://doi.org/10.14357/20718594230404
- EDN: https://elibrary.ru/SNMXIX
- ID: 269742
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Abstract
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.
About the authors
Vladimir L. Khatskevich
Air Force Academy named after N.E. Zhukovsky and Y.U. Gagarin
Author for correspondence.
Email: vlkhats@mail.ru
Doctor of Technical Sciences, Professor of the Department of Mathematics
Russian Federation, VoronezhOlga A. 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
Russian Federation, VoronezhReferences
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