Theory of random sets.
Let \(A(x)\) be the closed set of real numbers not exceeding \(x\). Let \(X\) be a random variable on a given probability space. The traditional approach to distribution theory is to determine the probability of the event that \(X\) belongs to \(A(x)\). These probabilities, that is the values of the distribution function of \(X\), are then utilized to determine characteristics of the distribution, such as expected values, criteria for the strong law of large numbers, and to develop the theory of the extremes of independent copies of \(X\). A similar approach, using the appropriate closed sets in place of \(A(x)\), is utilized in the study of the exceedances of stochastic processes. Several other problems of probability theory follow the preceding approach. A relatively new technique can unify the above results by first developing a theory of closed subsets of a set. After introducing a variety of functionals on the `measurable closed subsets', distribution theory can be obtained from properties of capacities. Kolmogorov's existence and uniqueness theorem for probability measures is taken over by Choquet's theorem on capacities. The book under review develops such an approach in a self-contained and systematic manner. Full proofs are given, and many steps are illustrated by graphs and drawings. The interdisciplinary nature of the theory of random sets within mathematics is well shown. The author is a master of the subject matter. An extensive bibliography is provided as well as the history of the subject matter is given in detail. The book will be an invaluable reference for probabilists, mathematicians, statisticians and electronic and electrical engineers in the fields of image analysis. The reader is advised to follow the instructions and description in the Preface by the author. The book is highly recommended both for personal use and for libraries.
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