N-dimensional RV vs DT Random process

Join the discussion
Ask a follow-up here, or get your own question answered by working scientists, mathematicians and engineers — people, not an autocomplete.
Real named experts · corrections over time · the nuance an AI answer skips
4 replies · 3K views
dionysian
Messages
51
Reaction score
1
If a discrete random process can be viewed as a collection of random variables indexed by a value n and a discrete N dimensional random variable can be viewed as N random variables with with a joint pmf. In these cases it seems like there is not much difference between a N dimensional random variable and a discrete time random process.

Know i am sure I am missing something very subtle but important here. I geuss me question is how is a discrete time random process diffrent than a n deminsional random varible?
 
Physics news on Phys.org
The difference is primary how they are handled. A sequence (for example) might be treated as a Markov process, where each variable is dependent on the value of the previous trial, but none before that. Also when dealing with a sequence, there is no limit on the number of terms, while treating it in n dimensions usually means the vector is studied as one entity.
 
Thanks for your reply mathman. So the two are very similar but they are just interpreted diffrently? Is there any diffrence other than that which someone might know about?
 
Thanks mathman. I think I get it now.