Probability: A Graduate Course pp 25-117 | Cite as

# Random Variables

Chapter

- 4.2k Downloads

## Abstract

The standard situation in the modeling of a random phenomenon is that the quantities of interest, rather than being defined on the underlying probability space, are *functions* from the probability space to some other (measurable) space. These functions are called *random variables*. Strictly speaking, one uses the term random variable when they are functions from the probability space to ℝ. If the image is in ℝ^{n} for some *n* ≥ 2 one talks about *n*-dimensional random variables or simply random vectors. If the image space is a general abstract one, one talks about random elements.

## Keywords

Random Walk Independent Random Variable Simple Random Walk Partial Maximum Arbitrary Event
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

## Preview

Unable to display preview. Download preview PDF.

## Copyright information

© Springer Science+Business Media, Inc. 2005