Index-Based Notation for Random Variable and Probability Space

Hiroki Shibata, Yasufumi Takama · Journal of Advanced Computational Intelligence and Intelligent Informatics · 2019

In a conventional notation used in many studies, a probability space and state space of random variables is identified by its symbol. However, such a notation makes a formula ambiguous in a large equation. This letter proposes to use an index set to identify the probability space and state space of random variables. It is shown that the proposed notation can increase the generality of formulas without ambiguity.

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