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Needs:
Random Variables
Vectors as Matrices
Needed by:
Maximum Conditional Estimates
Random Functions
Rooted Tree Linear Cascades
Links:
Sheet PDF
Graph PDF

Random Real Vectors

Definition

A random vector is a random variables whose values are vectors.

Notation

Let $x: \Omega \to \R ^n$ be a random vector, so that

\[ x(\omega ) = \bmat{x_1(\omega ) \\ x_2(\omega ) \\ \cdots \\ x_3(\omega )}. \]

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