Choquet weak convergence of capacity functionals of random sets (Q2372222): Difference between revisions
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Revision as of 19:20, 19 March 2024
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English | Choquet weak convergence of capacity functionals of random sets |
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Choquet weak convergence of capacity functionals of random sets (English)
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25 July 2007
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The weak convergence of random closed sets \(X_n\), \(n\geq1\), in a locally compact second countable Hausdorff space is equivalent to the pointwise convergence of their capacity functionals \(T_{X_n}(K)=\mathbb{P}\{X_n\cap K\neq \emptyset\}\) for all compact sets \(K\) such that \(T_X(K)=T_X(\text{Int} K)\) for the limiting random closed set \(X\). The authors explore relationships between this weak convergence concept and convergence of the Choquet integrals \(\int f\,dT_{X_n}=\int_0^\infty T_{X_n}(\{f\geq t\})\,dt\) for non-negative bounded continuous functions \(f\).
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random set
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Choquet integral
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weak convergence
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capacity functional
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