Soft Comput
DOI 10.1007/s00500-017-2717-1
FOCUS
Complex uncertain random variables
Rong Gao1 · Zhiqiang Zhang2 · Hamed Ahmadazde3 · Dan A. Ralescu4
© Springer-Verlag GmbH Germany 2017
Abstract One can identify at least two types of inexact-
ness: one is randomness associated with frequencies and the
other is uncertainty associated with belief degrees. However,
randomness and uncertainty usually exist in a complex sys-
tem simultaneously. To model such complex phenomena,
we present a concept of complex uncertain random variable.
Then, we derive the complex chance distributions of complex
uncertain random variables. Moreover, the expected value
and variance of a complex uncertain random variable are
also studied. Finally, we define and study the complex linear
and normal uncertain random variables.
Keywords Uncertainty theory · Uncertain variable ·
Uncertain random variable · Chance distribution · Complex
variable
Communicated by Y. Ni.
B Rong Gao
gaor14@tsinghua.org.cn
Zhiqiang Zhang
sjzhangzhiqiang@sxdtdx.edu.cn
1 School of Economics and Management, Hebei University of
Technology, Tianjin 300401, China
2 School of Mathematics and Computer Science, Shanxi
Datong University, Datong 037009, China
3 Department of Statistics, University of Sistan and
Baluchestan, Zahedan, Iran
4 Department of Mathematical Sciences, University of
Cincinnati, Cincinnati, OH 45221-0025, USA
1 Introduction
Complex variables have been applied to modeling many
quantities in practice such as alternating current in electric-
ity, two-dimensional potential flow in fluid mechanics, and
periodic signal in information science. Since these complex
quantities are inexact, Wooding (1956) introduced complex
normal random variables to model these quantities under the
framework of probability theory. From the complex normal
random variable was introduced, Turin (1960) has studied the
characteristic function of a complex normal random variable,
Goodman (1963) has investigated the statistical properties of
complex variables, and Pearlman (1979) has discussed com-
plex normal random variables under polar coordinates.
We often use probability theory to model randomness
associated with frequency. The frequencies are elicited from
samples. When samples are not available in practice for tech-
nical, financial, or some other reasons, we have to rely on
domain experts’ belief degrees concerning the chance that
the possible event may happen. Due to conservative esti-
mates from human being, such belief degrees may deviate far
from the frequencies. It is argued in Liu (2015) that human
beings usually estimate a much wider range of values than the
object actually takes. Consequently, for solving this problem
we should try to find new tools such as uncertainty theory
introduced by Liu (2007).
As a counterpart of complex random variables, complex
uncertain variables were introduced by Peng (2012) to model
complex quantities with uncertainty based on uncertainty
theory. Peng (2012) also presented the concepts of complex
uncertainty distribution and expected value for describing
and ranking a complex uncertain variable, respectively. The
variance of a complex uncertain variable was studied, and
complex normal uncertain variables were also investigated.
Chen et al. (2017) provided some formulas to calculate the
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 R. Gao et al.

variance and pseudo-variance of a complex uncertain vari- Axiom 3 (Subadditivity Axiom) For every countable
able. Later Chen et al. (2016) studied the convergence of a sequence of events Λ1 , Λ2 , . . ., we have
sequence of complex uncertain variables. ∞ 
 ∞

In a complex system, randomness and uncertainty may
M Λi ≤ M{Λi }.
exist simultaneously. To deal with these situations, chance
i=1 i=1
theory introduced by Liu (2013a) was introduced including
concepts of chance measure, uncertain random variable, and Definition 1 (Liu 2007) The set function M is called an
chance distribution. The concepts of expected value and vari- uncertain measure if it satisfies the normality, duality, and
ance of an uncertain random variable were introduced by Liu subadditivity axioms.
(2013a). As an important contribution to chance theory, Liu
(2013b) put forward the operational law for uncertain ran- The triplet (Γ, L, M) is called an uncertainty space. Fur-
dom variables. Guo and Wang (2014) calculate the variance thermore, the product uncertain measure on the product
of an uncertain random variable using the uncertainty distri- σ -algebra L is defined by Liu (2009) as follows:
bution. For related work, the reader may consult Gao et al. Axiom 4 (Product Axiom) Let (Γk , Lk , Mk ) be uncertainty
(2017), Gao and Sheng (2016), Gao and Yao (2016a, b), Liu spaces for k = 1, 2, . . .. The product uncertain measure M
(2014), Liu and Ralescu (2014), Sheng and Yao (2014), Wen satisfies
and Kang (2016), and Yao and Gao (2016).
∞  ∞
In the framework of the results mentioned above, our paper  
will present a new concept of complex uncertain random vari- M Λk = Mk {Λk }
able. The remainder of this paper is organized as follows: k=1 k=1
Sect. 2 will be devoted to reviewing some basic concepts
where Λk are arbitrary events chosen from Lk for k =
and properties of uncertain variables, complex uncertain vari-
1, 2, . . ., respectively.
ables and uncertain random variables. Section 3 will be used
to propose a concept of complex uncertain random variable Definition 2 (Liu 2007) An uncertain variable is a measur-
and study some properties. Complex chance distribution of able function ξ from an uncertainty space (Γ, L, M) to the
a complex uncertain random variable will be presented and set of real numbers, i.e., for any Borel set B of real numbers,
studied in Sect. 4. In addition, the expected value and variance the set
will be investigated in Sect. 5. We will define complex nor-
mal uncertain random variable and complex linear uncertain {ξ ∈ B} = {γ ∈ Γ |ξ(γ ) ∈ B}
random variable in Sect. 6. Finally, we give a short summary
in Sect. 7. is an event.
Definition 3 (Liu 2007) Suppose ξ is an uncertain variable.
Then the uncertainty distribution of ξ is defined by
2 Preliminary
Φ(x) = M {ξ ≤ x}
In this section, we will introduce some fundamental concepts
about uncertain variables, complex uncertain variables, and for any real number x.
uncertain random variables.
Next we introduce the definition of independence of uncer-
2.1 Uncertain variable tain variables.
Definition 4 (Liu 2009) The uncertain variables
Let Γ be a nonempty set, and L a σ -algebra over Γ . Each ξ1 , ξ2 , . . . , ξn are said to be independent if
element Λ in L is called an event and assigned a number  
M{Λ} to indicate the belief degree that we believe Λ will 
n 
n

happen. In order to deal with belief degrees rationally, Liu M (ξi ∈ Bi ) = M {ξi ∈ Bi }
i=1 i=1
(2007) suggested the following axioms:
for any Borel sets B1 , B2 , . . . , Bn .
Axiom 1 (Normality Axiom) M{Γ } = 1 for the universal
set Γ ; An uncertainty distribution Φ(x) is said to be regular if
its inverse function Φ −1 (α) exists and is unique for each
Axiom 2 (Duality Axiom) M{Λ} + M{Λc } = 1 for every α ∈ (0, 1). And the inverse uncertainty distribution plays
event Λ; an important role in the operation of independent uncertain
variables.

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Complex uncertain random variables

Theorem 1 (Liu 2010) Let ξ1 , ξ2 , . . . , ξn be independent Definition 6 (Peng 2012) A complex uncertain variable is a
uncertain variables with continuous uncertainty distribu- measurable function ξ from an uncertainty space (Γ, L, M)
tions Φ1 , Φ2 , . . . , Φn , respectively. If the function to the set of complex numbers, i.e., the set
f (x1 , x2 , . . . , xn ) is strictly increasing with respect to
x1 , x2 , . . . , xm and strictly decreasing with respect to {ξ ∈ B} = {γ ∈ Γ |ξ(γ ) ∈ B}
xm+1 , xm+2 , . . . , xn , then the uncertain variable
is an event for any Borel set B of complex numbers.
ξ = f (ξ1 , ξ2 , . . . , ξn ) Theorem 4 (Peng 2012) A variable ξ from an uncertainty
space (Γ, L, M) to the set of complex numbers is a complex
has the uncertainty distribution uncertain variable if and only if Re(ξ ) and Im(ξ ) are uncer-
tain variables where Re(ξ ) is the real part and Im(ξ ) is the

imaginary part of ξ .
Φ(x) = sup min Φi (x) ∧ min (1 − Φi (x)) . Definition 7 (Peng 2012) Let ξ be a complex uncertain
f (x1 ,x2 ,...,xn )=x 1≤i≤m m+1≤i≤n
variable. Then the complex uncertainty distribution of ξ is
Theorem 2 (Liu 2010) Let ξ1 , ξ2 , . . . , ξn be independent defined by
uncertain variables with regular uncertainty distributions
Φ(z) = M{Re(ξ ) ≤ x, Im(ξ ) ≤ y}
Φ1 , Φ2 , . . . , Φn , respectively. If the function f (x1 , x2 , . . . , xn )
is strictly increasing with respect to x1 , x2 , . . . , xm and
for any complex z = x + i y.
strictly decreasing with respect to xm+1 , xm+2 , . . . , xn , then
the uncertain variable Definition 8 (Peng 2012) Let ξ be a complex uncertain vari-
able. If the expected values of Re(ξ ) and Im(ξ ) exist, then
ξ = f (ξ1 , ξ2 , . . . , ξn ) the expected value of ξ is defined by

E[ξ ] = E[Re(ξ )] + i E[Im(ξ )].

has an inverse uncertainty distribution
Definition 9 (Peng 2012) Suppose ξ is a complex uncertain
Φ −1 (α) = f (Φ1−1 (α), . . . , Φm−1 (α), variable with finite expected value. Then the variance of ξ is
−1
Φm+1 (1 − α) · · · , Φn−1 (1 − α)). defined by

The expected value is the average value of uncertain vari- V [ξ ] = E |ξ − E(ξ )|2 .
able in the sense of uncertain measure, and it represents the
size of uncertain variable. 2.3 Uncertain random variable

Definition 5 (Liu 2007) Let ξ be an uncertain variable. Then Liu (2013a) introduced chance theory in order to model
the expected value of ξ is defined by a complex system with both uncertainty and random-
ness, including chance measure, uncertain random vari-
 +∞  0 able, chance distribution, operational law, expected value.
E[ξ ] = M{ξ ≥ x}dx − M{ξ ≤ x}dx
0 −∞
A chance space refers to the product space (Γ, L, M) ×
(Ω, A, Pr), in which (Γ, L, M) is an uncertainty space and
provided that at least one of the two integrals is finite. (Ω, A, Pr) is a probability space.
Basically, it is another triplet,
Theorem 3 (Liu 2007) Let ξ be an uncertain variable with
uncertainty distribution Φ. If the expected value exists, then (Γ × Ω, L × A, M × Pr)

 +∞ where Γ × Ω is the universal set, L × A is the product

E[ξ ] = xdΦ(x). σ -algebra, and M × Pr is the chance measure.
−∞
Definition 10 (Liu 2013a) Let (Γ, L, M) × (Ω, A, Pr) be a
2.2 Complex uncertain variable chance space, and let Θ ∈ L × A be an event. The chance
measure of Θ is defined as
In this section, we introduce some concepts and properties  1
concerning complex uncertain variables introduced by Peng Ch{Θ} = Pr{ω ∈ Ω | M{γ ∈ Γ | (γ , ω) ∈ Θ} ≥ x}dx.
(2012). 0

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 R. Gao et al.

Liu (2013a) proved that the chance measure Ch{Θ} is a Theorem 7 (Liu 2013a) Assume η1 , η2 , . . . , ηm are inde-
monotone increasing function of Θ and pendent random variables with probability distributions
Ψ1 , Ψ2 , . . . , Ψm , and τ1 , τ2 , . . . , τn are uncertain variables
Ch{Λ × A} = M{Λ} × Pr{A} (1) with uncertainty distributions Υ1 , Υ2 , . . ., Υn , respectively.
Then the uncertain random variable
for any Λ ∈ L and any A ∈ A. In particular
ξ = f (η1 , . . . , ηm , τ1 , . . . , τn )
Ch{∅} = 0, Ch{Γ × Ω} = 1.
has a chance distribution
She also proved that the chance measure is self-dual. That is, 
for any event Θ, we have
Φ(x) = F(x; y1 , . . ., ym )dΨ1 (y1 ) . . . dΨm (ym )
m
Ch{Θ} + Ch{Θ c } = 1.
where F(x; y1 , . . . , ym ) is the uncertainty distribution of
In addition, Hou (2014) verified that the chance measure is uncertain variable
subadditive. That is, for any countable sequence of events f (y1 , . . . , ym , τ1 , · · · , τn ) for any real numbers y1 , . . . , ym .
Θ1 , Θ2 , . . ., we have
The expected value is the average value of an uncertain
∞  ∞
  random variable in the sense of chance measure, and it rep-
Ch Θi ≤ Ch{Θi }. resents the size of an uncertain random variable.
i=1 i=1
Definition 13 (Liu 2013a) Let ξ be an uncertain random
Definition 11 (Liu 2013a) An uncertain random variable is variable. Then the expected value of ξ is defined by
a measurable function ξ from a chance space (Γ, L, M) ×
(Ω, A, Pr) to the set of real numbers, i.e.,  +∞  0
E[ξ ] = Ch{ξ ≥ x}dx − Ch{ξ ≤ x}dx
0 −∞
{ξ ∈ B} = {(ω, γ ) ∈ Ω × Γ |ξ(ω, γ ) ∈ B}
provided that at least one of two integrals is finite.
is an event for any Borel set B.
Theorem 8 (Liu 2013a) Suppose ξ is an uncertain random
Theorem 5 (Liu 2013a) Let (Γ, L, M) × (Ω, A, Pr) be a
variable with chance distribution Φ. Then
chance space. Then
 +∞  0
Ch{Λ × A} = M{Λ} × Pr{A} E[ξ ] = (1 − Φ(x))dx − Φ(x)dx.
0 −∞

for any λ ∈ L and any A ∈ A. Theorem 9 (Liu 2015) Assume ξ is an uncertain random
Theorem 6 (Liu 2013a) Let ξ be an uncertain random vari- variable with chance distribution Φ. Then
able on the chance space (Γ, L, M) × (Ω, A, Pr), and let B  +∞
be a Borel set. Then {ξ ∈ B} is an uncertain random event E[ξ ] = xdΦ(x).
with chance measure −∞

Theorem 10 (Liu (2015)) Assume ξ is an uncertain random

 1 variable with regular chance distribution Φ. Then
 
Ch{ξ ∈ B} = Pr ω ∈ Ω | M{γ ∈ Γ | ξ(γ , ω) ∈ B} ≥ x dx
0  1

for any Borel set B of real numbers. E[ξ ] = Φ −1 (α)dα.

0

The chance distribution of an uncertain random variable

ξ was defined by Liu (2013a) as follows.
Definition 12 (Liu 2013a) Suppose ξ is an uncertain random
variable. Then the chance distribution of ξ is
Φ(x) = Ch{ξ ≤ x}
for any real number x.
3 Complex uncertain random variable
Complex numbers are used to represent physical quantities
such as alternating current, periodic signal in information
science and two-dimensional potential flow in fluid mechan-
ics. When due to lack of technical, financial or some other
reasons, we cannot get precise values, we can rely on domain

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Complex uncertain random variables

experts to estimate such numerical quantities. Complex ran- Example 4 If ξ is a complex uncertain random variable, then
dom variables were used to model such complex quantities.
However, complex random variables are always sufficient.
Peng (2012) studied complex uncertain variables under the
framework of uncertainty theory. We present a concept of
complex uncertain random variable.
Definition 14 A complex uncertain random variable is a
function ξ from a chance space (Γ × Ω, L × A, M × Pr) to
the set of complex numbers such that {ξ ∈ B} = {(γ , ω) ∈
Γ × Ω|ξ(γ , ω) ∈ B} is an event in Γ × Ω for any Borel Set
B of complex numbers.
Example 1 Take (Γ × Ω, L × A, M × Pr) to be
{(γ1 , ω1 ), (γ2 , ω2 )} with Ch{(γ1 , ω1 )} = Ch{(γ2 , ω2 )} =
0.5. Then
 variables defined on (Γ × Ω, L × A, M × Pr). Then we
0, (γ , ω) = (γ1 , ω1 )
ξ(γ , ω) =
i, (γ , ω) = (γ2 , ω2 )
is a complex uncertain random variable.
Example 2 Suppose η(ω) is a random variable and τ (γ ) is
an uncertain variable, then
ξ(γ , ω) = η(ω) + iτ (γ )
is a complex uncertain random variable.
Example 3 Suppose η(ω) is a random variable and τ (γ ) is
an uncertain variable, then
ξ(γ , ω) = τ (γ ) + iη(ω)
is a complex uncertain random variable.
Definition 15 Let ξ and ζ be complex uncertain random
variables defined on the chance space (Γ × Ω, L × A, M ×
Pr). Then ξ = ζ if ξ(γ , ω) = ζ (γ , ω) for almost all
(γ , ω) ∈ Γ × Ω.
Theorem 11 Let ξ be a complex uncertain random variable,
and let f : C →  be a measurable function. Then f (ξ ) is
an uncertain random variable.
Proof Since f is measurable, f −1 (B) is a Borel set of com-
plex numbers for any Borel set B of real numbers. Since ξ
is a complex uncertain random variable, for any Borel set
f −1 (B) of complex numbers, the set
{ξ ∈ f −1 (B)} = {(γ , ω) ∈ (Γ, Ω)|ξ(γ , ω) ∈ f −1 (B)}
is an event, that is, the set
{ f (ξ ) ∈ B} = {(γ , ω) ∈ (Γ, Ω)| f (ξ(γ , ω)) ∈ B}
is an event. It follows from Definition 14 that f (ξ ) is a com-
plex uncertain random variable. 
complex uncertain random variable.
ξ , Re(ξ ) and Im(ξ ) are all uncertain random variables.
Theorem 12 A map ξ from a chance space (Γ × Ω, L ×
A, M × Pr) to C is a complex uncertain random variable if
and only if there exist uncertain random variables η and τ
satisfying
ξ = η + iτ, i 2 = −1. (2)
Proof First, if ξ is a complex uncertain random variable,
then Re(ξ ) and Im(ξ ) are two uncertain random variables by
Theorem 11. Letting η = Re(ξ ) and τ = Im(ξ ), we obtain
ξ = η + iτ .
Secondly, suppose ξ is a map from a chance space to the
complex numbers and Re(ξ ), Im(ξ ) are uncertain random
define
G = {B ∈ C|{ξ ∈ B} is an event.}
Since {Re(ξ ) ∈ (x1 , x2 )} and {Im(ξ ) ∈ (y1 , y2 )} are uncer-
tain events on (Γ × Ω, L × A, M × Pr), we know that
{Re(ξ ) + iIm(ξ ) ∈ {x + i y|x ∈ (x1 , x2 ), y ∈ (y1 , y2 )}}
is also an event. Obviously, G contains all the sets like {x +
yi|x ∈ (x1 , x2 ), y ∈ (y1 , y2 )}. Next we will show that G is a
σ -algebra. (1) {ξ ∈ C = Γ × Ω} is an event, so C ∈ G. (2) If
B ∈ C, then B c ∈ C by {ξ ∈ B c } = {ξ ∈ B}c . (3) Suppose
Bi ∈ G, i = 1, 2, . . . , that is, {ξ ∈ Bi }, i = 1, 2, . . . are
events on the chance space, we obtain that
 ∞
 ∞
 
ξ∈ Bi = {ξ ∈ Bi }
i=1 i=1
is an event. Thus, we have ∪i Bi ∈ G. It follows from (1)-(3)
that G is a σ -algebra. And G contains all open rectangles, so
G includes all Borel sets of complex numbers, that is, ξ is a
complex uncertain random variable. The result is proved.
Theorem 13 Suppose ξ1 , ξ2 , . . . , ξn are complex uncertain
random variables, and let f : Cn → C be a measurable
function, then f (ξ1 , ξ2 , . . . , ξn ) is a complex uncertain ran-
dom variable.
Proof Since f is a measurable function from Cn to C,
f −1 (B) is a Borel set of complex numbers for any Borel
Set B of complex numbers. Hence,
{(ξ1 (γ , ω), ξ2 (γ , ω), . . . , ξn (γ , ω)) ∈ f −1 (B)}
= { f (ξ1 (γ , ω), ξ2 (γ , ω), . . . , ξn (γ , ω)) ∈ B}
is an event. From Definition 14, we know that f (ξ ) is a
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4 A class of complex chance distribution for any complex number z = x + i y.

We use uncertainty distribution and chance distribution to
describe an uncertain variable and an uncertain random
variable, respectively. Similarly, we apply complex chance
distribution to describe a complex uncertain random variable.
From Theorem 12, we know a complex uncertain random
variable can be expressed as (2). Next we will discuss the
complex chance distribution of a special type of a complex
uncertain random variable
ξ = η + iτ
where η is a random variable or an uncertain variable and τ
is also a random variable or an uncertain variable.
Remark 1 If both η and τ are random variables, then ξ is
a complex random variable. If both ξ and τ are uncertain
variables, then ξ is a complex uncertain variable.
Proof If ξ and τ are independent uncertain variables, then it
follows from the product axioms that ξ has a complex chance
distribution
F(z) = M{ξ ≤ x, τ ≤ y} = M{ξ ≤ x} ∧ M{τ ≤ y} = Φ(x) ∧ Ψ (y)
for any complex number z = x + i y.
If ξ and τ are independent random variables, then ξ has a
complex chance distribution
(3)
F(z) = Pr{ξ ≤ x, τ ≤ y} = Pr{ξ ≤ x} Pr{τ ≤ y} = Φ(x)Ψ (y)
for any complex number z = x + i y.
If one is an uncertain variable and the other is a random
variable, then it follows from Theorem 5 that ξ has a complex
chance distribution

Definition 16 Let ξ be a complex uncertain random variable. F(z) = Ch{ξ ≤ x, τ ≤ y} = M{ξ ≤ x} × Pr{τ ≤ y} = Φ(x)Ψ (y)
Then, the complex chance distribution of ξ is defined by
or
F(z) = Ch {Re(ξ ) ≤ x, Im(ξ ) ≤ y}
F(z) = Ch{ξ ≤ x, τ ≤ y} = Pr{ξ ≤ x} × M{τ ≤ y} = Φ(x)Ψ (y)
for any complex number z = x + i y.
Example 5 Suppose ξ = η + iτ , η ∼ U (0, 1) is a random for any complex number z = x + i y. The proof is finished.
variable and τ ∼ L(0, 1) is an uncertain variable. Then, the 

complex chance distribution of ξ is

⎧
⎨ 0, if x ≤ 0 or y ≤ 0
5 Expected value and variance
F(z) = Ch{η ≤ x, τ ≤ y} = x y, if 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
⎩
1, if x ≥ 1, y ≥ 1
Definition 17 Suppose ξ is a complex uncertain random
for any z = x + i y, x, y ∈ . variable. If the expected values of Re(ξ ) and Im(ξ ) exist,
then the expected value of ξ is defined by
Example 6 Suppose ξ = η + iτ , η ∼ U (0, 3) is a random
variable and τ ∼ Z(0, 1, 3) is an uncertain variable. Then, E[ξ ] = E[Re(ξ )] + i E[Im(ξ )].
the complex chance distribution of ξ is
Example 7 Suppose ξ = η + iτ , η ∼ N (0, 1) is a random
⎧
⎪
⎪ 0, if x ≤ 0 or y ≤ 0 variable and τ ∼ L(0, 1) is an uncertain variable. Then, the
⎪
⎪xy
⎨ , if 0 ≤ x ≤ 1, 0 ≤ y ≤ 3 expected value of ξ is
F(z) = Ch{η ≤ x, τ ≤ y} = x y 6+ y
⎪
⎪ , if 1 ≤ x ≤ 1, 0 ≤ y ≤ 3
⎪
⎪ i
⎩ 6 E[ξ ] = .
1, if x ≥ 1, y ≥ 1 2
for any z = x + i y, x, y ∈ . Example 8 Suppose ξ = η + iτ , η ∼ Z(0, 2, 3) is an uncer-
tain variable and τ ∼ N (0, 1) is a random variable. Then,
Theorem 14 Let ξ be a complex uncertain random variable the expected value of ξ is
defined as (2), where ξ has distribution Φ, and ξ has distri-
bution Ψ . Assume that η and τ are independent uncertain 7
variables or random variables. Then, the complex chance E[ξ ] = .
4
distribution of ξ is
Theorem 15 Suppose ξ and ζ are two complex uncertain

Φ(x) ∧ Ψ (y), if ξ and τ are uncertain variables random variables and their expected values exist. If Re(ξ ),
F(z) =
Φ(x)Ψ (y), otherwise. Re(ζ ) are same type of variable and independent, Im(ξ ),

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Complex uncertain random variables

Im(ζ ) are same type of variable and independent, then the for every x > 0. Then, we have
expected value of aξ + bζ exists and satisfies
M{|ξ − E(ξ )|2 = 0} = 1,
E[aξ + bζ ] = a E[(ξ )] + bE[(ζ )]
and the proof is finished. 

where a, b ∈ C.

Proof Without loss of generality, we assume that Re(ξ ) and

Re(ζ ) are independent random variables, we have
E[Re(ξ ) + Re(ζ )] = E[Re(ξ )] + E[Re(ζ )]
from the linearity. Suppose Re(ξ ) and Re(ζ ) are independent
uncertain variables, we have
E[Im(ξ ) + Im(ζ )] = E[Im(ξ )] + E[IM(ζ )]
from linearity again. Thus we have
E[aξ + bζ ] = E[aRe(ξ ) + iaIm(ξ ) + bRe(ζ ) + ibIm(ζ )]
= E[aRe(ξ ) + bRe(ζ )] + i E[aIm(ξ ) + bRe(ζ )]
= a E[Re(ξ )] + bE[Re(ζ )] + ia E[Im(ξ )] + ibE[Re(ζ )]
= a(E[Re(ξ )] + E[Im(ξ )]) + b(E[Re(ζ )] + E[Im(ζ )])
= a E[ξ ] + bE[ζ ].
This ends the proof. 
N(e1 , σ2 ) is an uncertain variable, then we have
6 Complex normal and linear uncertainty random
variable
Definition 19 Suppose η and τ are two variables, where one
is a normal random variable and the other is a normal uncer-
tain variable. We call
ξ = η + iτ
a complex normal uncertain random variable.
Theorem 17 Let ξ = η + iτ , where η ∼ N(e1 , σ12 ) is a
normal random variable and τ ∼ N(e1 , σ2 ) is a normal
uncertain variable. Then, the expected value of ξ is
E[ξ ] = e1 + ie2 .
Proof If η ∼ N(e1 , σ12 ) is a random variable and τ ∼

Definition 18 Suppose ξ is a complex uncertain random E[ξ ] = E[η] + i E[τ ] = e1 + ie2 .

variable. If the expected value of ξ exists and is denoted
by z ∈ C, then the variance of ξ is defined by 

V [ξ ] = E[|ξ − z|2 ]. Theorem 18 Let ξ = η + iτ , where τ ∼ N(e1 , σ12 ) is a

normal random variable and η ∼ N(e1 , σ2 ) is a normal
Theorem 16 A complex uncertain random variable ξ has uncertain variable. Then, the expected value of ξ is
variance 0 if and only if ξ is a constant z ∈ C almost every-
where. E[ξ ] = e1 + ie2 .

Proof If ξ = z, and z ∈ C is a constant, then, obviously, the

Proof If τ ∼ N(e1 , σ12 ) is a random variable and η ∼
variance of ξ is 0.
N(e1 , σ2 ) is an uncertain variable, then we have
Conversely, if V [ξ ] = 0, we prove that ξ is a constant. Since

  ∞ E[ξ ] = E[η] + i E[τ ] = e1 + ie2 .

V [ξ ] = E |ξ − E(ξ )|2 = M{|ξ − E(ξ )|2 ≥ x}dx = 0,
0


we have
Definition 20 Suppose η and τ are two variables, where one
M{|ξ − E(ξ )| ≥ x} = 0
2 is a uniform random variable and the other is a linear uncer-
tain variable. We call
for every x > 0. Due to the duality of uncertain measure, we
have ξ = η + iτ

M{|ξ − E(ξ )|2 < x} = 1 a complex linear uncertain random variable.

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 R. Gao et al.

Theorem 19 Let ξ = η + iτ , where η ∼ U (a1 , b1 ) is a Gao R, Sheng YH (2016) Law of large numbers for uncertain random
uniform random variable and τ ∼ L(a2 , b2 ) is a linear variables with different chance distributions. J Intell Fuzzy Syst
31(3):1227–1234
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dom variables with application to k-out-of-n System. Fuzzy Optim
a1 + b1 a2 + b2 Decis Mak 16(2):159–181
E[ξ ] = +i .
2 2 Gao R, Yao K (2016) Importance index of components in uncertain
random systems. Knowl Based Syst 109:208–217
Proof Since η ∼ U (a1 , b1 ) is a random variable and τ ∼ Gao R, Yao K (2016) Importance index of components in uncertain
L(a2 , b2 ) is an uncertain variable, we have reliability systems. J Uncertain Anal Appl 4:7
Goodman NR (1963) Statistial analysis based on a certain multivariate
complex Gaussian distribution. Ann Math Stat 34(1):152–177
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2 2 Uncertain Anal Appl 2:6
Hou YC (2014) Subadditivity of chance measure. J Uncertain Anal


Appl. 2:14
Liu B (2007) Uncertain Theor, 2nd edn. Springer, Berlin
Theorem 20 Let ξ = η + iτ , where η ∼ L(a1 , b1 ) is a Liu B (2009) Some research problems in uncertainty theory. J Uncertain
linear uncertain variable and τ ∼ U (a2 , b2 ) is a uniform Syst 3(1):3–10
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human uncertainty. Springer, Berlin
Liu B (2014) Uncertain random graph and uncertain random network.
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E[ξ ] = +i . J Uncertain Syst 8(1):3–12
2 2 Liu B (2015) Uncertain Theor, 4th edn. Springer, Berlin
Liu YH (2013) Uncertain random variables: a mixture of uncertainty
Proof Similar to the proof above. 

and randomness. Soft Comput 17(4):625–634
Liu YH (2013) Uncertain random programming with applications.
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Liu YH, Ralescu DA (2014) Risk index in uncertain random risk anal-
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Pearlman W (1979) Polar quantization of a complex Gaussian random
This paper introduced a concept of complex uncertain ran- variable. IEEE Trans Commun 27(6):892–899
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Tsinghua University
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sented. Finally, we defined and studied complex normal and tem. Fuzzy Optim Decis Mak 15(4):491–506
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linear uncertain random variables. variable. Biometrica 43:212–215
Sheng YH, Yao K (2014) Some formulas of variance of uncertain ran-
Compliance of ethical standards dom variable. J Uncertain Anal Appl 2:12
Yao K, Gao JW (2016) Law of large numbers for uncertain random
Conflict of interests The authors declare that there is no conflict of variables. IEEE Trans Fuzzy Syst 24(3):615–621
interests regarding the publication of this paper.

Ethical approval This article does not contain any studies with human
participants performed by any of the authors.

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