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Math Help - discrete random vectors

  1. #1
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    discrete random vectors

    Ok, I do not understand the meaning of this definition

    Discrete random vectors: given a measurable space (omega, A) a discrete random vector is a B-measurable application X: omega->R^n
    whose image space consist of a finite number of vectors or of an infinite sequence.

    What's a image space? what does the part from "image space" to "sequence" mean?

    Thank you very much for your help!
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by 0123 View Post
    Ok, I do not understand the meaning of this definition

    Discrete random vectors: given a measurable space (omega, A) a discrete random vector is a B-measurable application X: omega->R^n
    whose image space consist of a finite number of vectors or of an infinite sequence.

    What's a image space? what does the part from "image space" to "sequence" mean?

    Thank you very much for your help!
    I don't like, and therefor am not that familiar with definitions of
    probability that use measure spaces, but what I beleive this is
    trying to say is something like:

    A discrete random vector is a random variable which can take values
    in a finite or countably infinite subset of R^n

    I expect someone will be along shortly who can give an kosher measure
    theoretic interpretaion for you.

    RonL
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