  We investigate the connection between measure, capacity and algorithmic
randomness for the space of closed sets. For any computable measure m, a
computable capacity T may be defined by letting T(Q) be the measure of the
family of closed sets K which have nonempty intersection with Q. We prove an
effective version of Choquet's capacity theorem by showing that every
computable capacity may be obtained from a computable measure in this way. We
establish conditions on the measure m that characterize when the capacity of an
m-random closed set equals zero. This includes new results in classical
probability theory as well as results for algorithmic randomness. For certain
computable measures, we construct effectively closed sets with positive
capacity and with Lebesgue measure zero. We show that for computable measures,
a real q is upper semi-computable if and only if there is an effectively closed
set with capacity q.
