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Spaces of Random Variables

After picking an appropriate state-space to work in, we'll need to construct another vector space ``above'' it. This will be the space of all random variables taking on values in our state space. We will denote this space tex2html_wrap_inline782 and prove it a Hilbert Space. In other words, we're building the space which contains the probabalistic elements we're constructing our model system with. In this space we will be able to describe the statistical, causal relationships between random variables in terms of geometry, which is really neat.





Scot Free Kennedy
Sat Sep 13 00:27:51 PDT 1997