Martin-Löf random generalized Poisson processes

Martin-Löf randomness was originally defined and studied in the context of the Cantor space 2ω. In [2] probability theoretic random closed sets (RACS) are used as the foundation for the study of Martin-Löf randomness in spaces of closed sets. We use that framework to explore Martin-Löf randomness for the space of closed subsets of R and a particular family of measures on this space, the generalized Poisson processes. This gives a novel class of Martin-Löf random closed subsets of R. We describe some of the properties of these Martin-Löf random closed sets; one result establishes that a real number is Martin-Löf random if and only if it is contained in some Martin-Löf random closed set.