Random Variable

A random variable is a measurable function from a Probability Space $(S, \Bbb{S}, P)$ into a Measurable Space $(S', \Bbb{S}')$ known as the State Space.

See also Probability Space, Random Distribution, Random Number, State Space, Variate

References

Gikhman, I. I. and Skorokhod, A. V. Introduction to the Theory of Random Processes. New York: Dover, 1997.