Moment Analysis of Uncertain Stationary Independent Increment Processes

Uncertain process is initialized for modelling the evolution of uncertain phenomena. An uncertain process is said to have independent increments if its increments are independent uncertain variables whenever the time intervals do not overlap, and have stationary increments if its increments are identically distributed uncertain variables whenever the time intervals have the same length. Then stationary independent increment process is a type of uncertain process whose increments are not only independent but also stationary. Moment is an important numerical characteristic of an uncertain stationary independent increment process. This paper aims at investigating the k-th moment of a stationary independent increment process. c ©2016 World Academic Press, UK. All rights reserved.