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Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.

1 vote
3 answers
478 views

Why do we need to define a random variable as a function?

I recently learned the mathematical definition of a random variable, namely: A random variable is a measurable function $X: \Omega \rightarrow \mathbb{R}$ whose domain $\Omega$ is equipped with a $\si …