A random variable is a measurable function from a probability space into a measurable space
known as the state
space (Doob 1996). Papoulis (1984, p. 88) gives the slightly different definition
of a random variable
as a real function whose domain
is the probability space
and such that:
1. The set is an event for any real
number
.
2. The probability of the events and
equals zero.
The abbreviation "r.v." is sometimes used to denote a random variable.