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文章基本信息

  • 标题:Random Correspondences as Bundles of Random Variables
  • 本地全文:下载
  • 作者:Adriana Castaldo ; University of Sussex, Brighton ; U.K. Fabio Maccheroni
  • 期刊名称:Sankhya. Series A, mathematical statistics and probability
  • 印刷版ISSN:0976-836X
  • 电子版ISSN:0976-8378
  • 出版年度:2004
  • 卷号:66
  • 期号:03
  • 出版社:Indian Statistical Institute
  • 摘要:We relate the distributions induced by random sets with the distributions induced by their measurable selections, thus providing a probabilistic foundation for viewing random sets as ``sets'' of random variables. In so doing we revisit and extend some results of Artstein, Hart, Hess, and Kohlberg, and we obtain a ``change of variable formula'' for the Aumann integral of a random set.
  • 关键词:Distributions of random sets, measurable selections, Choquet integral, Aumann integral.
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