Created: August 27, 2022
Modified: August 27, 2022

random variable

This page is from my personal notes, and has not been specifically reviewed for public consumption. It might be incomplete, wrong, outdated, or stupid. Caveat lector.

Formally, a random variable $X$ is a (measurable) function $\Omega \to S$ defined on outcomes from a probability space $(\Omega, \mathcal{F}, \mathbb{P})$ . That is, in any possible world $\omega \in \Omega$ , the random variable will assume some value $X(\omega) \in S$ ; this value is the realization of the random variable.

random variable

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stochastic process

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