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Abstract
Keywords: statistical convergence, mean, standard deviation, fuzzy limit, statistics, fuzzy
convergence
2 Mark Burgin and Oktay Duman
1. Introduction
The idea of statistical convergence goes back to the first edition (published in Warsaw
in 1935) of the monograph of Zygmund [37]. Formally the concept of statistical
convergence was introduced by Steinhaus [34] and Fast [18] and later reintroduced by
Schoenberg [33].
Statistical convergence, while introduced over nearly fifty years ago, has only
recently become an area of active research. Different mathematicians studied properties
of statistical convergence and applied this concept in various areas such as measure
theory [30], trigonometric series [37], approximation theory [16], locally convex spaces
[29], finitely additive set functions [14], in the study of subsets of the Stone-Chech
compactification of the set of natural numbers [13], and Banach spaces [15].
However, in a general case, neither limits nor statistical limits can be calculated or
measured with absolute precision. To reflect this imprecision and to model it by
mathematical structures, several approaches in mathematics have been developed: fuzzy
set theory, fuzzy logic, interval analysis, set valued analysis, etc. One of these approaches
is the neoclassical analysis (cf., for example, [7, 8]). In it, ordinary structures of analysis,
that is, functions, sequences, series, and operators, are studied by means of fuzzy
concepts: fuzzy limits, fuzzy continuity, and fuzzy derivatives. For example, continuous
functions, which are studied in the classical analysis, become a part of the set of the fuzzy
continuous functions studied in neoclassical analysis. Neoclassical analysis extends
methods of classical calculus to reflect uncertainties that arise in computations and
measurements.
The aim of the present paper is to extend and study the concept of statistical
convergence utilizing a fuzzy logic approach and principles of the neoclassical analysis,
which is a new branch of fuzzy mathematics and extends possibilities provided by the
classical analysis [7, 8]. Ideas of fuzzy logic have been used not only in many
applications, such as, in bifurcation of non- linear dynamical systems, in the control of
chaos, in the computer programming, in the quantum physics, but also in various
Statistical Convergence and Convergence in Statistics 3
branches of mathematics, such as, theory of metric and topological spaces, studies of
convergence of sequences and functions, in the theory of linear systems, etc.
In the second section of this paper, going after introduction, we remind basic
constructions from the theory of statistical convergence consider relations between
statistical convergence, ergodic systems, and convergence of statistical characteristics
such as the mean (average), and standard deviation. In the third section, we introduce a
new type of fuzzy convergence, the concept of statistical fuzzy convergence, and give a
useful characterization of this type of convergence. In the fourth section, we consider
relations between statistical fuzzy convergence and fuzzy convergence of statistical
characteris tics such as the mean (average) and standard deviation.
For simplicity, we consider here only sequences of real numbers. However, in a
similar way, it is possible to define statistical fuzzy convergence for sequences of
complex numbers and obtain similar properties.
2. Convergence in statistics
Statistics is concerned with the collection and analysis of data and with making
estimations and predictions from the data. Typically two branches of statistics are
discerned: descriptive and inferential. Inferential statistics is usually used for two tasks: to
estimate properties of a population given sample characteristics and to predict properties
of a system given its past and current properties. To do this, specific statistical
constructions were invented. The most popular and useful of them are the average or
mean (or more exactly, arithmetic mean) µ and standard deviation σ (variance σ2 ).
To make predictions for future, statistics accumulates data for some period of time. To
know about the whole population, samples are used. Normally such inferences (for future
or for population) are based on some assumptions on limit processes and their
convergence. Iterative processes are used widely in statistics. For instance the empirical
approach to probability is based on the law (or better to say, conjecture) of big numbers,
4 Mark Burgin and Oktay Duman
states that a procedure repeated again and again, the relative frequency probability tends
to approach the actual probability. The foundation for estimating population parameters
and hypothesis testing is formed by the central limit theorem, which tells us how sample
means change when the sample size grows. In experiments, scientists measure how
statistical characteristics (e.g., means or standard deviations) converge (cf., for example,
[23, 31]).
Convergence of means/averages and standard deviations have been studied by many
authors and applied to different problems (cf. [1-4, 17, 19, 20, 24-28, 35]). Convergence
of statistical characteristics such as the average/mean and standard deviation are rela ted
to statistical convergence as we show in this section and Section 4.
Consider a subset K of the set N of all natural numbers. Then Kn = {k ∈ K; k ≤ n}.
Let us consider a sequence l = {ai ; i = 1,2,3,…} of real numbers, real number a, and
the set L ε (a) = {i ∈ N; |ai - a| ≥ ε }.
Definition 2.2. The asymptotic density, or simply, density d(l) of the sequence l with
respect to a and ε is equal to d(L ε (a)).
Note that convergent sequences are statistically convergent since all finite subsets of
the natural numbers have density zero. However, its converse is not true [21, 33]. This is
also demonstrated by the following example.
Example 2.1. Let us consider the sequence l = {ai ; i = 1,2,3,…} whose terms are
i when i = n2 for all n = 1,2,3,…
ai =
1/i otherwise.
Then, it is easy to see that the sequence l is divergent in the ordinary sense, while 0 is
the statistical limit of l since d(K) = 0 where K = {n2 for all n = 1,2,3,…}.
Not all properties of convergent sequences are true for statistical convergence. For
instance, it is known that a subsequence of a convergent sequence is convergent.
However, for statistical convergence this is not true. Indeed, the sequence h = {i ; i =
1,2,3,…} is a subsequence of the statistically convergent sequence l from Example 2.1.
At the same time, h is statistically divergent.
However, if we consider dense subsequences of fuzzy convergent sequences, it is
possible to prove the corresponding result.
In other words, the dynamic average is the limit of the partial averages/means of the
sequence { Tkx ; k =1,2,3,…}.
Let l = {ai ; i = 1,2,3,…} be a bounded sequence, i.e., there is a number m such that
|ai| < m for all i∈N. This condition is usually true for all sequences generated by
measurements or computations, i.e., for all sequences of data that come from real life.
Example 2.3. Let us consider the sequence l = {ai ; i = 1,2,3,…} whose terms are
ai = (-1)i √ i . This sequence is statistically divergent although lim µ(l) = 0.
8 Mark Burgin and Oktay Duman
partial variances σn 2 .
Theorem 2.3. If a = stat-lim l and | ai | < m for all i∈ N, then lim σ(l) = 0.
n
Proof. We will show that lim σ2 (l) = 0. By the definition, σn 2 = (1/n) Σ i=1 (ai - µn )2 =
(1/n) Σ i=1 n (ai)2 - µn2 . Thus, lim σ2 (l) = limn→∞ (1/n) Σ i=1 n (ai)2 - limn→∞ µn 2 .
If | ai| < m for all i∈ N, then there is a number p such that | ai2 - a2 | < p for all i∈ N.
Namely, | ai 2 - a2 | ≤ | ai |2 + | a|2 < m2 + | a|2 < m2 + | a|2 + m + | a| = p. Let us consider the
n
absolute value of the difference µn 2 - (1/n) Σ i=1 (ai)2 = σ2n . Taking the set Ln,ε (a) = {i ≤
n, i ∈ N; | ai - a| ≥ ε }, denoting |Ln,ε (a)| by un , and using the hypothesis |ai | < m for all i∈
N, we have the following system of inequalities:
n
|σ2 n | = | (1/n) Σ i=1 (ai)2 - µn2 |
n
= | (1/n) Σ i=1 (ai2 - a2 ) - (µn 2 – a2 )|
n
≤ (1/n) Σ i=1 | ai2 - a2 | + |µn 2 – a2 |
n
< (p/n) Σ i=1 |ai - a| + |µn 2 – a2 |
right hand side of the above inequality tends to zero as n → ∞. Therefore, we have
lim σ(l) = 0.
Theorem is proved.
Corollary 2.2. If a = stat-lim l and | ai | < m for all i∈ N, then lim σ2 (l) = 0.
≥ (1/n) Σ | ai - a | ≥ ε (a - ai)
≥ (un /n)ε
Consequently, limn→∞ | a - µn | ≥ limn→∞ (un /n) ε. As limn→∞ | a - µn | =0 and ε is a fixed
number, we have limn→∞ (1/n) |{i ≤ n, i ∈ N; | ai - a| ≥ ε }| = 0, i.e., a = stat-lim l.
The case when ai ≥ lim µ(l)) for all i = 1, 2, 3, … is considered in a similar way.
Theorem is proved as ε is an arbitrary positive number.
Let l = {ai ; i = 1,2,3,…} be a bounded sequence, i.e., there is a number m such that |ai|
< m for all i∈N.
Sufficiency. Let us assume that a = lim µ(l), lim σ(l) = 0, and take some ε > 0. This
implies that for any λ > 0, there is a number n such that λ > | a - µn | . Then taking a
number n such that it implies the inequality ε > λ, we have
n
σn2 = (1/n) Σ i=1 (ai - µn ) 2
when n tends to ∞. The sum 2λk (1/n) Σ {(ai - a); |ai - a| ≥ ε} also converges to 0 when k
tends to ∞ because λk converges to 0 and (1/n) Σ (ai - a) < (1/n) Σ (|ai| + |a|) ≤ m + |a| .
At the same time, the sequence {σn ; n = 1, 2, 3,…} also converges to 0. Thus, limn→∞
Statistical Convergence and Convergence in Statistics 11
(1/n) Σ {(ai - µn ) 2 ; |ai - a| ≥ ε} = 0. This implies that limn→∞ (1/n)Σ {|ai - µn |2 ; |ai - a| ≥ ε} =
0. At the same time, limn→∞ (1/n) Σ {|ai - µn |2 ; |ai - a| ≥ ε} ≥ ε⋅(limn→∞ (1/n) |{i ≤ n, i ∈ N;
Remark 3.1. We know from [8] that if a = lim l (in the ordinary sense), then for any r
≥ 0, we have a = r- lim l. In a similar way, using Definition 3.1, we easily see that if a = r-
lim l, then we have a = stat-r-lim l since every finite subset of the natural numbers has
density zero. However, its converse is not true as the following example of a sequence
that is statistically r-convergent but not r-convergent and also not statistically convergent.
shows.
Example 3.1. Let us consider the sequence l = {ai ; i = 1,2,3,…} whose terms are
This result shows that statistical fuzzy convergence is a natural extension of statistical
convergence.
Theorem 3.2. a = stat-r-lim l if and only if there exists an increasing index sequence
K = {k n ; k n ∈ N, n = 1,2,3,…} of the natural numbers such that d(K) = 1 and a = r- lim lK
where lK = {ai ; i ∈ K}.
Proof. Necessity. Suppose that a = stat-r-lim l. Let us consider sets Lr,,j (a) = {i ∈ N;
|ai - a| < r + (1/j) } for all j = 1,2,3,… By the definition, we have
14 Mark Burgin and Oktay Duman
In a similar way, we can find a number i3 from the set Lr,3 (a) such that i2 < i3 and
(3.4) (1/n) |{i ∈ N; i ≤ n ; |ai - a| < r + 1/j}| > (j – 1)/j for all n ≥ ij .
Then from (3.2), (3.4) and (3.5), we conclude that for all n from the interval ij ≤ n ≤ ij+1
and all j = 1,2,3,…, we have
(3.6) (1/n){k ∈ K; k ≤ n} = (1/n) |{i ∈ N; i ≤ n ; |ai - a| < r + 1/j}| > (j – 1)/j.
Hence it follows from (3.6) that d(K) = 1. Now let us denote lK = {ai ; i ∈ K}, take
some ε > 0 and choose a number j ∈ N such that 1/j < ε. If n ∈ K and n ≥ ij , then, by the
definition of K, there exists a number m ≥ j such that im ≤ n ≤ im+1 and thus, n ∈ Lr,m (a).
Hence, we have
|an - a| < r + 1/j < r + ε
As this is true for all n ∈ K, we see that a = stat-r-lim lK
Thus, the proof of necessity is completed.
Sufficiency. Suppose that there exists an increasing index sequence K = {k n ; kn ∈ N;
n= 1,2,3,…} of the natural numbers such that d(K) = 1 and a = r-lim lK where lK = {ai ; i
Statistical Convergence and Convergence in Statistics 15
∈ K}. Then there is a number n such that for each i from K such that i ≥ n, the inequality
|ai - a| < r + ε holds. Let us consider the set
Lr,ε (a) = {i ∈ N; |ai - a| ≥ r + ε}
Then we have
Lr,ε (a) ⊆ N \ {k i ; k i ∈ N; i = n, n +1, n + 2,…}
Since d(K) = 1, we get d(N \ {k i ; k i ∈ N; i = n, n +1, n + 2,…}) = 0, which yields
d(Lr,ε(a)) = 0 for every ε > 0. Therefore, we conclude that a = stat-r-lim l.
Theorem is proved.
Corollary 3.1 [32]. a = stat-lim l if and only if there exists an increasing index
sequence K = {kn ; k n ∈ N; n = 1,2,3,…} of the natural numbers such that d(K) = 1 and a
= lim lK where lK = {ai ; i ∈ K}.
We denote the set of all statistical r- limits of a sequence l by Lr-stat (l), that is,
Lr-stat (l) = {a ∈ R; a = stat-r-lim l}.
Then we have the following result.
Theorem 3.3. For any sequence l and number r ≥ 0, L r-stat (l) is a convex subset of the
real numbers.
16 Mark Burgin and Oktay Duman
Proof. Let c, d ∈ Lr-stat (l), c < d and a ∈ [c, d]. Then it is enough to prove that a ∈ Lr-stat (l).
Since a ∈ [c, d], there is a number λ ∈ [0, 1] such that. a = λc - (1-λ)d. As c, d ∈ Lr-stat (l), then
for every ε > 0, there exist index sets K1 and K2 with d(K1 ) = d(K2 ) = 1 and the numbers n1 and
n2 such that |ai - c| < r + ε for all i from K1 and i ≥ n1 and |ai - d| < r + ε for all i from K2 and i ≥
n2 . Let us put K = K1 ∩ K2 and n = max{n1 , n2 }. Then d(K) = 1 and for all i ≥ n1 with i from K,
we have
| ai - a | = | ai - λc - (1-λ)d|
= |(λai - λc) + ((1-λ) ai - (1-λ)d)|
≤ |λai - λc| + |(1-λ) ai - (1-λ)d |
≤ λ(r + ε) + (1-λ)(r + ε) = r + ε.
So, by Theorem 3.1, we conclude a = stat-r- lim l, which implies a ∈ Lr-stat (l).
Theorem is proved.
The upper statistical measure of statistical convergence of l defines the fuzzy set Lstat
(l) = [R, µ(a = stat-lim l)], which is called the complete statistical fuzzy limit of the
sequence l.
Example 3.2. We find the complete statistical fuzzy limit Lstat (l) of the sequence l
from Example 3.1. For this sequence and a real number a, we have
µ(a = stat-lim l) = 1/(2 + |a|)
This fuzzy set Lstat (l) is presented in Figure 1.
µ(a =stat-lim l )
Figure 1. The complete statistical fuzzy limit of the sequence l from Example 3.1.
18 Mark Burgin and Oktay Duman
Definition 3.4 [36]. A fuzzy set [A, µ] is called convex if its membership function
µ(x) satisfies the following condition: µ(?x + (1 - ?)z) = min{µ(x), µ(z)} for any x, z and
any number ? > 0.
Definition 3.5 [36]. A fuzzy set [A, µ] is called normal if sup µ(x) = 1.
Let l = {ai∈R; i = 1,2,3, …}and h = {bi ∈R; i = 1,2,3, …}. Then their sum l + h is
equal to the sequence {ai + bi; i = 1,2,3, …} and their difference l - h is equal to the
sequence {ai - bi; i = 1,2,3, …}. Lemma 2.1 allows us to prove the following result.
(a) a + b = stat-(r+q)-lim(l+h) ;
(b) a - b = stat-(r+q)-lim(l - h) ;
(c) ka = stat-( |k|⋅r)- lim (kl) for any k∈R where kl = {kai ; i = 1,2,3,…}.
This result shows that the property to be a statistically fuzzy fundamental sequenc e is
a natural extension of the property to be a statistically Cauchy sequence.
20 Mark Burgin and Oktay Duman
Using the similar technique as in proof of Theorem 3.2, one can obtain the following
result.
Lr,ε (a) = {i ∈ N; i ≤ n; | ai - a | ≥ r + ε} ⊆ A ∪ B,
we have d(Lr, ε) = 0, which gives stat-r-lim l = a.
The proof is completed.
Corollary 3.8 (The Cauchy Criterion). The sequence l converges if and only if it is
fundamental.
Let l = {ai ; i = 1,2,3,…} be a bounded sequence, i.e., there is a number m such that
|ai| < m for all i∈ N. This condition is usually true for all sequences generated by
measurements or computations.
Theorem 4.1. If a = stat-r- lim l, the n a = r- lim µ(l) where µ(l) = {µn = (1/n) Σ i=1 ai;
n
n = 1, 2, 3, …}.
Proof. Since a = stat-r- lim l, for every ε > 0, we have
If |ai| < m for all i∈ N, then there is a number k such that |ai - a| < k for all i∈ N. Namely,
|ai - a| ≤ |ai | + |a| ≤ m + |a| = k. Taking the set Ln,r,ε (a) = {i ∈ N; i ≤ n and | ai - a | ≥ r +
ε}, denoting |Ln,r,ε (a)| by un , and using the hypothesis |ai| < m for all i∈ N, we have the
following system of inequalities
n
≤ (1/n) Σ i=1 |ai - a|
Example 4.1. Let us consider the sequence l = {ai ; i = 1,2,3,…} elements of which
are
(-1)i⋅1000 when i = n2 for all n = 1,2,3,…
ai =
(-1)i otherwise.
By the definition, 0 = stat-1-lim l since d(K) = 0 where K = {n2 for all n = 1,2,3,…}.
At the same time, this sequence does not have 1- limits.
Theorem 4.2. If a = stat-r-lim l and there is a number m such that |ai| < m for all i =
1,2,…, then 0 = [2pr]½-lim σ(l) where p = max {m2 + |a|2 , m + |a|}.
n
Proof. We will first show that lim σ2 (l) = 0. By the definition, σn 2 = (1/n) Σ i=1 (ai -
µn )2 = (1/n) Σ i=1n (ai)2 - µn2 . Thus, lim σ2 (l) = limn→∞ (1/n) Σ i=1 n (ai)2 - limn→∞ µn2 . Since
|ai| < m for all i∈ N, there is a number p such that |ai2 - a2 | < p for all i∈ N. Namely, | ai 2 -
a2 | ≤ | ai|2 + |a|2 < m2 + |a|2 < max {m2 + | a|2 , m + |a|} = p. Taking the set Ln,r,ε (a) = {i ∈
N; i ≤ n and | ai - a| ≥ r + ε}, denoting |Ln,r,ε (a)| by un , and using the hypothesis | ai| < m
for all i∈ N, we have the following system of inequalities:
n
|σ2 n | = |(1/n) Σ i=1 (ai)2 - µn2 |
n
= |(1/n) Σ i=1 (ai2 - a2 ) - (µn 2 – a2 )|
n
≤ (1/n) Σ i=1 | ai2 - a2 | + |µn2 – a2 |
n
< (p/n) Σ i=1 |ai - a| + |µn – a| |µn +a|
Corollary 4.2. If a = stat-r- lim l and there is a number m such that | ai | < m for all i =
1, 2, 3, … , then 0 = [2pr]-lim σ2 (l) where p = max {m2 + |a|2 , m + |a|}.
5. Conclusion
We have developed the concept of statistical fuzzy convergence and studied its
properties. Relations between statistical fuzzy convergence and fuzzy convergence are
considered in Theorems 3.1 and 3.2. Algebraic structures of statistical fuzzy limits are
described in Theorem 3.5. Topological structures of statistical fuzzy limits are described
in Theorems 3.3 and 3.4. Relations between statistical convergence, ergodic systems, and
convergence of statistical characteristics, such as the mean (average), and standard
deviation, are studied in Sections 2 and 4. Introduced constructions and obtained results
open new directions for further research.
It would be interesting to develop connections between statistical fuzzy convergence
and fuzzy dynamical systems [9], introducing and studying ergodic systems.
Statistical Convergence and Convergence in Statistics 25
References