Characterizing joint distributions of random sets by multivariate capacities

DOI10.1016/J.IJAR.2012.06.017MaRDI QIDQ2375324zbMATH OpenOpenAlexFDO

Authors Bernhard Schmelzer

Publication date 13 June 2013

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2012.06.017

zbMATH Keywords

capasity functionalDaniell-Kolmogorov theoremjoint distributionrandom set

Mathematics Subject Classification ID

Set functions and measures on topological spaces (regularity of measures, etc.) (28C15) Probability distributions: general theory (60E05)

Review text

The aim of this paper is to present characterizations of the joint distribution of finitely many random sets (fmrs). It is proved that the joint distribution of fmrs can be characterized by multivariate set function being completely alternating in each component, or alternatively by a capacity functional defined on complements of cylindrical sets. For the special case of finite sets a multivariate version of the Moebius inversion formula is discussed. Finally the author stated a Daniell-Kolmogorov theorem for set-valued stochastic process.

Recommendations

• Multivariate capacity functionals vs. capacity functionals on product spaces
• Joint distributions of random sets and their relation to copulas
• Random capacities and their distributions
• The joint distribution of the discrete random set vector and bivariate coarsening at random models
• Characteristic function for random sets and convergence of sums of independent random sets

Cites work

• A Daniell-Kolmogorov theorem for supremum preserving upper probabilities
• An Introduction to Random Sets
• Approximations of upper and lower probabilities by measurable selections
• Convex analysis and measurable multifunctions
• Fuzzy set-valued Gaussian processes and Brownian motions
• scientific article; zbMATH DE number 3148795 (Why is no real title available?)
• scientific article; zbMATH DE number 3669505 (Why is no real title available?)
• scientific article; zbMATH DE number 46732 (Why is no real title available?)
• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 3502485 (Why is no real title available?)
• scientific article; zbMATH DE number 3560492 (Why is no real title available?)
• scientific article; zbMATH DE number 490143 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• Measurable relations
• On random sets and belief functions
• Statistics with vague data
• Theory of capacities
• Theory of Random Sets
• Upper and Lower Probabilities Induced by a Multivalued Mapping

Cited in

(14)

• Random capacities and their distributions
• A link between the multivariate cumulative distribution function and the hitting function for random closed sets
• Complementary Lipschitz continuity results for the distribution of intersections or unions of independent random sets in finite discrete spaces
• Multivariate capacity functionals vs. capacity functionals on product spaces
• On the independence of correspondences
• scientific article; zbMATH DE number 3864225 (Why is no real title available?)
• Capacities, Set-Valued Random Variables and Laws of Large Numbers for Capacities
• The joint belief function and Shapley value for the joint cooperative game
• Towards generalizing Bayesian statistics: a random fuzzy set approach
• The joint distribution of the discrete random set vector and bivariate coarsening at random models
• Random sets, copulas and related sets of probability measures
• Measures of association and dependence properties of nested random sets
• Joint distributions of random sets and their relation to copulas
• Sklar's theorem for minitive belief functions

This page was built for publication: Characterizing joint distributions of random sets by multivariate capacities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2375324)