×

zbMATH — the first resource for mathematics

Set-valued integration and set-valued probability theory: An overview. (English) Zbl 1022.60011
Pap, E. (ed.), Handbook of measure theory. Vol. I and II. Amsterdam: North-Holland. 617-673 (2002).
This is a very useful, concise, and readable survey of probabilistic results concerning Minkowski sums of random closed sets in Banach spaces. In particular, the author discusses the measurability issues, the Aumann expectation, set-valued martingales, the law of large numbers and the central limit theorem for sums of random closed sets.
For the entire collection see [Zbl 0998.28001].

MSC:
60D05 Geometric probability and stochastic geometry
28B20 Set-valued set functions and measures; integration of set-valued functions; measurable selections
60B99 Probability theory on algebraic and topological structures
60F99 Limit theorems in probability theory
PDF BibTeX XML Cite