space of random variables

space of random variables
пространство случайных переменных, пространство случайных величин

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  • Convergence of random variables — In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to …   Wikipedia

  • Algebra of random variables — In the algebraic axiomatization of probability theory, the primary concept is not that of probability of an event, but rather that of a random variable. Probability distributions are determined by assigning an expectation to each random variable …   Wikipedia

  • Random variable — A random variable is a rigorously defined mathematical entity used mainly to describe chance and probability in a mathematical way. The structure of random variables was developed and formalized to simplify the analysis of games of chance,… …   Wikipedia

  • Random walk — A random walk, sometimes denoted RW, is a mathematical formalization of a trajectory that consists of taking successive random steps. The results of random walk analysis have been applied to computer science, physics, ecology, economics and a… …   Wikipedia

  • Random matrix — In probability theory and mathematical physics, a random matrix is a matrix valued random variable. Many important properties of physical systems can be represented mathematically as matrix problems. For example, the thermal conductivity of a… …   Wikipedia

  • Random element — The term random element was introduced by Maurice Frechet in 1948 to refer to a random variable that takes values in spaces more general than had previously been widely considered. Frechet commented that the development of probability theory and… …   Wikipedia

  • Random field — A random field is a generalization of a stochastic process such that the underlying parameter need no longer be a simple real, but can instead be a multidimensional vector space or even a manifold.At its most basic, discrete case, a random field… …   Wikipedia

  • Random regular graph — A random d regular graph is a graph from mathcal{G} {n,d}, which denotes the probability space of all d regular graphs on vertex set [n] , where nd is even and [n] :={1,2,3,...,n 1,n}, with uniform distribution. Pairing ModelPairing Model, also… …   Wikipedia

  • Standard probability space — In probability theory, a standard probability space (called also Lebesgue Rokhlin probability space) is a probability space satisfying certain assumptions introduced by Vladimir Rokhlin in 1940 [1] . He showed that the unit interval endowed with… …   Wikipedia

  • Probability space — This article is about mathematical term. For the novel, see Probability Space (novel). In probability theory, a probability space or a probability triple is a mathematical construct that models a real world process (or experiment ) consisting of… …   Wikipedia

  • Multivariate random variable — In mathematics, probability, and statistics, a multivariate random variable or random vector is a list of mathematical variables each of whose values is unknown, either because the value has not yet occurred or because there is imperfect… …   Wikipedia


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