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 ∈ Prob ↦ ( dom 𝑝 MblFnM 𝔅 ) )

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 𝔅
7 4 6 5 co ( dom 𝑝 MblFnM 𝔅 )
8 1 2 7 cmpt ( 𝑝 ∈ Prob ↦ ( dom 𝑝 MblFnM 𝔅 ) )
9 0 8 wceq rRndVar = ( 𝑝 ∈ Prob ↦ ( dom 𝑝 MblFnM 𝔅 ) )