Metamath Proof Explorer


Definition df-rrv

Description: In its generic definition, a random variable is a measurable function from a probability space to a Borel set. Here, we specifically target real-valued random variables, i.e. measurable function from a probability space to the Borel sigma-algebra on the set of real numbers. (Contributed by Thierry Arnoux, 20-Sep-2016) (Revised by Thierry Arnoux, 25-Jan-2017)

Ref Expression
Assertion df-rrv
|- rRndVar = ( p e. Prob |-> ( dom p MblFnM BrSiga ) )

Detailed syntax breakdown

Step Hyp Ref Expression
0 crrv
 |-  rRndVar
1 vp
 |-  p
2 cprb
 |-  Prob
3 1 cv
 |-  p
4 3 cdm
 |-  dom p
5 cmbfm
 |-  MblFnM
6 cbrsiga
 |-  BrSiga
7 4 6 5 co
 |-  ( dom p MblFnM BrSiga )
8 1 2 7 cmpt
 |-  ( p e. Prob |-> ( dom p MblFnM BrSiga ) )
9 0 8 wceq
 |-  rRndVar = ( p e. Prob |-> ( dom p MblFnM BrSiga ) )