I stumbled upon an interesting looking work by R. Yeung that shows an interesting relation between information and measure theory called A New Outlook on Shannon’s Information Measures. In this work the author frequently uses the notion of a "set variable $\tilde{X}$ corresponding to a random variable $X$". I have never heard of such a notion.
Unfortunately, for the author it seems to be common knowledge as he does not explain it. Even more frustrating, looking for such a notion only lead me to other articles by the same author and in none of them I found an explanation.
Does someone know what is meant by "a set variable corresponding to a random variable" or, even better, can point me to a reference where such a notion is explained?
Thank you very much in advance!