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Discrete Stochastic Processes and Optimal Filtering by Roger Ceschi, Jean-Claude Bertein

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1.1. Definitions and general properties

If we remember that images, the set of real n -tuples can be fitted to two laws: images and images making it a vector space of dimension n .

The basis implicitly considered on images will be the canonical base images = (1, 0,…,0),…, images = (0,…,0,1) and ximages expressed in this base will be denoted:

images

Definition of a real random vector

Beginning with a basic definition, without concerning ourselves at the moment with its rigor: we can say simply that a real vector images linked to a physical or biological phenomenon is random if the value taken by this vector is unknown and the phenomenon is not completed. ...

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