Definition (review)
A random variable is a measurable function (where $\mathbb C$ is given with the Borel sigma-algebra generated by the Euclidean topology):
$$ f: \Omega \mapsto \mathbb C $$such that
$$ f^{-1}(A)\in \Sigma $$for every open set $A=\{z\in \mathbb C: a $\blacksquare$ A random variable which only takes the values 0 or 1 encodes the same data as an event (more precisely, it is the indicator function $\chi_E$ of a unique event, which takes the value . ________________________________________ ________________________________________ ________________________________________ Author of the notes: Antonio J. Pan-Collantes INDEX: