Theory of Random Sets

See Ita Cirovic Donev’s review of the first edition. Coming twelve years later, the second edition reflects quite a lot of recent activity in the field. Much of that activity has been motivated by problems in mathematical finance. The original almost-500 pages are now almost-700. This research monograph is truly a labor of love, reflecting the author’s fascination with the subject since reading Matheron’s foundational Random Sets and Integral Geometry in 1981.

Fernando Q. Gouvêa is the editor of MAA Reviews.