Abstract
In this paper, a useful inequality for central moment of uncertain random variables is proved. Based on this inequality, a convergence theorem for sum of uncertain random variables is derived. A Borel–Cantelli lemma for chance measure is obtained based on the continuity assumption of uncertain measure. Finally, several convergence theorems for uncertain random sequences are established.
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Acknowledgments
This work was supported by National Natural Science Foundation of China Grant Nos. 61462086, 61563050 and in part by Xinjiang University (No. BS150206).
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Ahmadzade, H., Sheng, Y. & Esfahani, M. On the convergence of uncertain random sequences. Fuzzy Optim Decis Making 16, 205–220 (2017). https://doi.org/10.1007/s10700-016-9242-z
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DOI: https://doi.org/10.1007/s10700-016-9242-z