wektor losowy

Those random vectors have components in the three directions of space.

Let be the support of the random vector .

Since this random vector can lie anywhere in n-dimensional space, it has n degrees of freedom.

More explicitly, let be a uniform random vector with and .

One is interested in the expectation of a response function applied to some random vector .

Suppose is a random (column) vector with covariance matrix and mean 0.

Normally each element of a random vector is a real number.

An interesting fact derived in order to prove this result, is that the random vectors and are independent.

A specific realization of this random vector will be denoted by .

A family of random vectors in is called a Lévy basis on if: