On law of large numbers for L-R fuzzy numbers∗ Robert Fullér † rfuller@ra.abo.fi Abstract This paper extends the author’s earlier work on the Law of Large Numbers for fuzzy numbers [2] to the case where the fuzzy numbers are of type L-R. Namely, we shall define a class of Archimedean triangular norms in which the equality lim Nes(mn − ≤ ηn ≤ mn + = 1, for any > 0, n→∞ holds for all sequences of fuzzy numbers, ξi = (Mi , α, β)LR , i ∈ N, with twice differentiable and concave shape functions L and R; where ηn = ξ1 ⊕ · · · ⊕ ξn , n ∈ N, n is the sequence of t-arithmetic means of the first n-terms of {ξi } (defined via a sup-t-norm convolution), mn = M 1 + · · · + Mn , n and Nes denotes Necessity. Keywords: Triangular norm, L-R fuzzy number, t-arithmetic mean, possibility, necessity 1 Definitions A fuzzy number ξ is a fuzzy set of the real line IR with an unimodal, normalized (i.e. there exists unique a ∈ IR such that ξ(a) = 1) and upper-semicontinuous membership function. An L-R fuzzy number ξ denoted by (M, α, β)LR is defined as ξ(t) = L((M − t)/α) if M − α ≤ t ≤ M , ξ(t) = R((t − M )/β) if M ≤ t ≤ M + β and ξ(t) = 0 ∗ The final version of this paper appeared in: R.Lowen and M.Roubens eds., Proceedings of the Fourth IFSA Congress, Vol. Mathematics, Brussels, 1991 74-77. † Supported by the German Academic Exchange Service (DAAD). 1 otherwise, where M ∈ IR is the modal value and α > 0, β > 0 are the left and right spreads of ξ, respectively. Given a subset D ⊂ IR, the grade of possibility of the statement ”D contains the value of ξ” is defined by [7] P os(ξ|D) = sup ξ(x) x∈D The quantity 1 − P os(ξ|D̄), where D̄is the complement of D, is denoted by N es(ξ|D) and is interpreted as the grade of necessity of the statement ”D contains the value of ξ”. If D = [a, b] ⊂ IRthen instead of N es(ξ|[a, b]) we shall write N es(a ≤ ξ ≤ b) and if D = x, x ∈ IR we write N es(ξ = x). Let {ξn } be a sequence of fuzzy numbers. We say that {ξn } converges pointwise to a fuzzy set ξ (and write limn→∞ ξn = ξ) if lim ξn (x) = ξ(x), for all x ∈ IR. n→∞ A triangular norm (t-norm for short) T is said to be Archimedean iff T is continuous and T (x, x) < x, for all x ∈ (0, 1). Every Archimedean t-norm T is representable by a continuous and decreasing function f : [0, 1] × [0, ∞] with f (1) = 0 and T (x, y) = f [−1] (f (x) + f (y)) where f [−1] is the pseudo-inverse of f , defined by f −1 (y) if y ∈ [0, f (0)] and f [−1] (y) = 0 if y ∈ [f (0), ∞]. The function f is the additive generator of T . Let T be a t-norm and let ξ1 , ξ2 be fuzzy sets of the real line, then their T -sum ξ1 ⊕ ξ2 is defined by [1] (ξ1 ⊕ ξ2 )(z) = sup T (ξ1 (x1 ), ξ2 (x2 )), z ∈ IR x1 +x2 =z Let n ∈ N , T be a t-norm and ξ1 , . . . , ξn be fuzzy sets of IR. Then (according to Zadeh’s extension principle) their T-arithmetic mean (ξ1 ⊕ · · · ⊕ ξn )/n is defined as ξ1 ⊕ ... ⊕ ξn (x) := (ξ1 ⊕ · · · ⊕ ξn )(nx), for all x ∈ IR. n 2 The result The theorem in question can be stated as follows: Theorem 2.1 Let T be an Archimedean t-norm with an additive generator f and let {ξi = (Mi , α, β)LR , i ∈ N} be a sequence of fuzzy numbers of type L-R. If L and R are twice differentiable, concave functions, and f is twice differentiable, strictly convex function and m := lim mn n→∞ exists and it is finite, then lim N es(mn − ≤ ηn ≤ mn + ) = 1, n→∞ 2 for all > 0, where {ηn = (ξ1 ⊕ · · · ⊕ ξn )/n, n ∈ N} is the sequence of T -arithmetic means of the first n-terms of {ξi } and mn = M1 + · · · + Mn . n Proof. From Theorem 1 [3] it follows that 1 [−1] f nf L[(mn − z)/α] ηn (z) = [−1] f nf R[(z − mn )/β] 0 if z = mn if mn − α ≤ z ≤ mn if mn ≤ z ≤ mn + β otherwise therefore, we have lim N es(mn − ≤ ηn ≤ mn + ) = n→∞ lim (1 − Pos(ηn | (−∞, mn − ) ∪ (mn + , ∞))) = n→∞ 1 − lim max{f [−1] (nf (L(/α))), f [−1] (nf (R(/β)))} n→∞ = 1 − f [−1] ( lim n max{f (L(/α)), f (R(/β}) n→∞ finally, from f (L(/α)) > 0, f (R(/β)) > 0 and limx→∞ f [−1] (x) = 0 we get (i). (ii) Let z ∈ IR be arbitrarily fixed. If z = m then we have ( lim ξn )(m) = lim ξn (mn ) = 1. n→∞ n→∞ Without lost of generality we can suppose that z < m. Then there exist an index n0 ∈ N and a real number > 0 such that mn − z > for all n ≥ n0 Therefore we get ( lim ξn )(z) = lim ξn (z) = lim f [−1] (nf (L((mn − z)/α))) ≤ n→∞ n→∞ n→∞ f [−1] ( lim nf (L(/α))) = 0, n→∞ which proves the theorem. Remark 2.1 Theorem 1 can be interpreted as a Law of Large Numbers for mutually T -related fuzzy variables [6]. Strong laws of large numbers for fuzzy random variables were proved in [4,5]. Remark 2.2 If T (x, y) = min{x, y} (non-Archimedean t-norm) then for any 0 < < min{α, β} we get lim N es(mn − ≤ ηn ≤ mn + ) = 1 − max{L(/α), R(/β)} n→∞ Nes( lim ηn = m) = 0 n→∞ which shows that Theorem 1 is not valid for the whole family of t-norms. 3 m-α m m+β Figure 1: The limit distribution of ηn , ηn = (m, α, β)LR , if T =’min’. References [1] D. Dubois and H. Prade, Additions of Interactive Fuzzy Numbers, IEEE Transactions on Automatic Control, 1981,Vol.26, No.4 926-936. [2] R.Fullér, A Law of Large Numbers for Fuzzy Numbers, Fuzzy Sets and Systems, 45(1992) 299-303. [3] R. Fullér and T. Keresztfalvi, t-Norm-based Addition of Fuzzy Intervals, Fuzzy Sets and Systems 51(1992) 155-159. [4] R.Kruse, The Strong Law of Large Numbers for fuzzy Random Variables, Information Sciences, 28(1982) 233-241. [5] M. Miyakoshi and M. 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