N-dimensional RV vs DT Random process

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SUMMARY

A discrete time random process and an N-dimensional random variable are closely related concepts in probability theory, primarily differing in their treatment and interpretation. A discrete time random process can be modeled as a sequence of random variables, often analyzed as a Markov process where each variable depends only on its immediate predecessor. In contrast, an N-dimensional random variable is typically viewed as a collection of random variables with a joint probability mass function (pmf), treated as a single entity. The key distinction lies in the context and handling of these variables rather than their inherent nature.

PREREQUISITES
  • Understanding of discrete random variables
  • Familiarity with probability mass functions (pmf)
  • Knowledge of Markov processes
  • Basic concepts of N-dimensional probability distributions
NEXT STEPS
  • Explore the properties of Markov processes in depth
  • Study joint probability mass functions for N-dimensional random variables
  • Learn about the applications of discrete time random processes in statistical modeling
  • Investigate the differences between stochastic processes and random variables
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Students and professionals in statistics, data science, and applied mathematics who are looking to deepen their understanding of random processes and their applications in modeling complex systems.

dionysian
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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?
 
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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?
 
I can't fully understand your second question, but the point is there is nothing other than how I described it. Context is the main point.
 
Thanks mathman. I think I get it now.
 

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