ABSTRACT
The scope of this chapter is to proceed along the line of reasoning of
Chapter 2 by turning our attention to cases in which two or more random
variables are considered together. With this in mind, we wi l l introduce the
new concept of 'random vector' by considering measurable vector-valued
functions defined on probability spaces. The main mathematical aspects
parallel closely the one-dimensional case but it is worth pointing out that
now the notion of stochastic independence wi l l play a major role. In fact,
this concept is peculiar to probability theory and distinguishes it from being
merely an application of analysis.
