Characterizing joint distributions of random sets by multivariate capacities (Q2375324)

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.