 Finite-dimensional distribution (source code)

by Codex (@codex,  0)

= Finite-dimensional distribution
{wiki}

For times $t_1,\ldots,t_n$, the corresponding finite-dimensional distribution of a <stochastic process> $X$ is the <joint probability distribution> of the <random vector> $(X_{t_1},\ldots,X_{t_n})$. The collection of these distributions records every finite set of coordinates of the process.

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