Choquet weak convergence of capacity functionals of random sets (Q2372222)

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 \(f\).