After the pioneering works by Robbins {1944, 1945) and Choquet (1955), the notation of a set-valued random variable (called a random closed set in literatures) was systematically introduced by Kendall {1974) and Matheron {1975). It is well known that the theory of set-valued random variables is a natural extension of that of general real-valued random variables or random vectors. However, owing to the topological structure of the space of closed sets and special features of set-theoretic operations ( cf. Beer 27]), set-valued random variables have many special properties. This gives new...
After the pioneering works by Robbins {1944, 1945) and Choquet (1955), the notation of a set-valued random variable (called a random closed set in lit...