On Numerical Characteristics of Random Processes with Fuzzy States

In this paper, we study continuous random processes with fuzzy states. The properties of their numerical characteristics, namely, expectations and correlation functions, corresponding to the properties of the characteristics of numerical random processes, are established. A canonical representation of fuzzy-random processes is introduced and investigated. The results obtained are based on the properties of fuzzy random variables and numerical random processes. Triangular fuzzy-random processes are considered as an application.