3 papers
stat.OT2020
New definitions (measures) of skewness, mean and dispersion of fuzzy numbers -- by way of a new representation as parameterized curves
Jan Schneider
We give a geometrically motivated measure of skewness, define a mean value triangle number, and dispersion (in that order) of a fuzzy number without reference or seeking analogy to…
math.PR2017
Levy processes in cones of fuzzy vectors
Jan Schneider, Roman Urban
The general problem of how to construct stochastic processes which are confined to stay in a predefined cone (in the one-dimensional but also multi-dimensional case also referred t…
math.PR2017
Convergence of fuzzy random walks to a standard Brownian motion
Jan Schneider, Roman Urban
In this note - starting from -dimensional (with ) fuzzy vectors - we prove Donsker's classical invariance principle. We consider a fuzzy random walk ${S^*_n}=X^*_1+\cdots+X…