The Voronoi diagram is simply the tuple of cells (R_k)_{k \in K} . In principle, some of the sites can intersect and even coincide (an application is described below for sites representing shops), but usually they are assumed to be disjoint. In addition, infinitely many sites are allowed in the definition (this setting has applications in geometry of numbers and crystallography), but again, in many cases only finitely many sites are considered.
