Abstract
One-dimensional random variables are introduced when the object of interest is a one-dimensional function of the events (in the probability space (Ω, F, P)); recall Section 4 of the Introduction. In an analogous manner, we now define multivariate random variables, or random vectors, as multivariate functions.
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© 1995 Springer Science+Business Media New York
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Gut, A. (1995). Multivariate Random Variables. In: An Intermediate Course in Probability. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-2431-8_2
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DOI: https://doi.org/10.1007/978-1-4757-2431-8_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94507-1
Online ISBN: 978-1-4757-2431-8
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