N-dimensional RV vs DT Random process

In summary, there is not much difference between a N dimensional random variable and a discrete time random process. Both can be viewed as a collection of random variables, but the main difference lies in how they are handled and interpreted. A discrete time random process may be treated as a Markov process with dependence on the previous trial, while an N dimensional random variable is studied as one entity. Context is also a key factor in understanding the differences between the two.
  • #1
dionysian
53
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?
 
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  • #2
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.
 
  • #3
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?
 
  • #4
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.
 
  • #5
Thanks mathman. I think I get it now.
 

1. What is the difference between N-dimensional RV and DT random process?

N-dimensional RV (random variable) refers to a mathematical concept used to represent the possible outcomes of a random experiment, while DT (discrete-time) random process is a stochastic process that evolves over time and takes on discrete values at each time step. In other words, N-dimensional RV is a single random variable, while DT random process is a collection of random variables indexed by time.

2. How are N-dimensional RV and DT random process related?

N-dimensional RV can be seen as a special case of a DT random process, where the random variable is observed at discrete time intervals. This means that N-dimensional RV can be thought of as a one-dimensional DT random process.

3. Are there any real-world applications of N-dimensional RV and DT random process?

Yes, both N-dimensional RV and DT random process are commonly used in fields such as statistics, engineering, and physics to model and analyze random phenomena. For example, N-dimensional RV can be used to represent the outcomes of a coin toss experiment, while DT random process can be used to model stock market fluctuations.

4. What are some properties of N-dimensional RV and DT random process?

N-dimensional RV has properties such as mean, variance, and probability distribution, which describe its behavior. DT random process has properties such as autocorrelation and stationarity, which describe how it evolves over time. Both N-dimensional RV and DT random process have properties that allow for their analysis and prediction.

5. Can N-dimensional RV and DT random process be used interchangeably?

No, while there are similarities between the two, they are not interchangeable. N-dimensional RV is a single random variable, while DT random process is a collection of random variables. Additionally, they have different properties and can be used for different purposes. It is important to understand the differences between the two when using them in a scientific context.

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