TheoremBase

The Distance of Two Random Elements of a Separable Metric Space Is a Random Variable

For random elements X and Y of a separable metric space, the function sending an outcome to the distance between X and Y at that outcome is a random variable.

Statement

In the setting of Probability Spaces: Notation, let (S,d)(S,d) be a separable metric space, and let XX and YY be random elements of SS.

Distance of two random elements. The function

d(X,Y):Ω→R,ω↦d(X(ω),Y(ω)),d(X,Y):\Omega\to\mathbb{R},\qquad\omega\mapsto d\bigl(X(\omega),Y(\omega)\bigr),

is a random variable.

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