Probabilistic Zonotope
A probabilistic zonotope is a random variable (not a set, strictly speaking) defined as
$$\mathcal{Z}_p := \bigg\{ c + \sum_{i=1}^\gamma \beta_i G_{(\cdot,i)} + \sum_{j=1}^q \mathcal{N}^{(j)}(0,1) \, P_{(\cdot,j)} \, \bigg| \, \beta_i \in [-1,1] \bigg\} . $$
More information in Section 2.2.1.11 in the CORA manual.