Thread: 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!

Originally Posted by 0123

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