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A font for X typically defines shapes for a single alphabet or script. Therefore, displaying the entire range of scripts that Emacs supports requires a collection of many fonts. In Emacs, such a collection is called a fontset. A fontset is defined by a list of fonts, each assigned to handle a range of character codes.
Each fontset has a name, like a font. The available X fonts are defined by the X server; fontsets, however, are defined within Emacs itself. Once you have defined a fontset, you can use it within Emacs by specifying its name, anywhere that you could use a single font. Of course, Emacs fontsets can use only the fonts that the X server supports; if certain characters appear on the screen as hollow boxes, this means that the fontset in use for them has no font for those characters.1
Emacs creates two fontsets automatically: the standard fontset and the startup fontset. The standard fontset is most likely to have fonts for a wide variety of non-ASCII characters; however, this is not the default for Emacs to use. (By default, Emacs tries to find a font that has bold and italic variants.) You can specify use of the standard fontset with the ‘-fn’ option, or with the ‘Font’ X resource (see Font X). For example,
emacs -fn fontset-standard
A fontset does not necessarily specify a font for every character code. If a fontset specifies no font for a certain character, or if it specifies a font that does not exist on your system, then it cannot display that character properly. It will display that character as an empty box instead.