In this lecture it will be shown how basic concepts of
Probability Theory, such as distribution, independence,
(conditional) expectation, can be extended to the case of
random sets and random (lower semi-continuous)
functions. Then, some convergence results for sequences of
random sets and random functions, already known for
sequences or real-valued random variables, will be presented.
It will be also shown how these results give rise to
various applications to the convergence or approximation of