The characteristic function of fuzzy random variables is defined based on the average chance distribution function. Then, the mathematical properties of the characteristic function, which are similar ...

A random variable is one whose value is unknown or a function that assigns values to each of an experiment’s outcomes. A random variable can be discrete or continuous.

During the Oxford Conference of the Econometric Society in 1936, Ragnar Frisch proposed a problem of characterization of distributions based on the property of linear regression of one linear function ...

Characteristic and generating functions. Vector formulation of random variables and their parameters. Mean square estimation and orthogonality principle. Criteria for estimators. Introduction to ...

Introduction to the theories of probability and random variables, and their applications in the analysis and modelling of engineering systems. Topics include: a review of probability and random ...

As an application we prove almost sure invariance principles for sums of independent identically distributed random variables with values in $\mathbb {R}^d$ and for sums of $\phi$-mixing random ...