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<p>separable metric space. The corresponding open subsets generate a <a href="page.php?w=sigma_algebra">&sigma;-algebra</a> on , the <a href="page.php?w=Borel_sigma_algebra">Borel sigma algebra</a>  of .</p>

<p>A <b>random compact set</b> is ? <a href="page.php?w=measurable_function">measurable function</a>  from ? <a href="page.php?w=probability_space">probability space</a>  into .</p>

<p>Put another way, a random compact set is a measurable function  such that  is <a href="page.php?w=almost_surely">almost surely</a> compact and</p>

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