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JOURNALS // Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory // Archive

Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 2024 Volume 233, Pages 118–126 (Mi into1284)

On some properties of stationary stochastic processes with fuzzy states

V. L. Khatskevich

Russian Air Force Military Educational and Scientific Center of the "N. E. Zhukovskiy and Yu. A. Gagarin Air Force Academy", Voronezh

Abstract: In this work, continuous stochastic processes with fuzzy states are studied. The main attention is paid to the class of stationary fuzzy stochastic processes. The properties of their numerical characteristics are established: fuzzy expectations, expectations, and correlation functions. Their spectral representation and the generalized Wiener–Khinchin theorem are substantiated. The results obtained are based on the properties of fuzzy stochastic variables and numerical stochastic processes. Triangular fuzzy stochastic processes are considered as examples.

Keywords: continuous stochastic process, fuzzy state, fuzzy expectation, correlation function, spectral decomposition

UDC: 519.24

MSC: 60G10

DOI: 10.36535/2782-4438-2024-233-118-126



© Steklov Math. Inst. of RAS, 2025