Martingales are a class of stochastic processes which has had profound influence on the development

of probability theory and stochastic processes.

Some recent developments are related to mathematical ...

Some maximal inequalities for quadratic forms of independent and linearly negative quadrant dependent fuzzy random variables are established. Strong convergence of such quadratic forms are proved based on the martingale ...

Some inequalities for fuzzy martingales are derived, and convergence

of such of fuzzy random variables are studied. As a direct extension of

classical methods, some limit theorems for fuzzy martingales are ...

The concept of negative dependence for fuzzy random variables is introduced. The basic properties

of such random variables are investigated. Some results on weak and strong convergence for sums and

weighted ...

In this paper we establish Kolmogrov- Feller’s weak law of large numbers for weighted

sums of negatively super additive dependent (NSD) random variables

A bivariate family of copulas has been initiated by Cuadras-Aug´e (1981) and

Marshall (1996). Recently Durante (2007) has considered this family as a general

family of symmetric bivariate copulas indexed by ...

In this paper, based on two different approaches, some limit theorems

are obtained for independent fuzzy random variables. Specially, as a direct exten-

sion of classical methods, we establish a strong ...

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