2

I am confused about a situation which is presented on the following slide:

image

Last sentences says that:

It is important to note that deterministic does not mean that xt is non-random. What does this mean? If A and B are random variable, then x must be random right?

Jeffrey Scofield
  • 65,646
  • 2
  • 72
  • 108
  • Did you ever find the answer? I was confused by that as well, surely deterministic means non-random... – Tony Dec 09 '17 at 10:53
  • no i am waiting for answer already for 4 month :D –  Dec 09 '17 at 13:54
  • OK, I think it's actually a mistake. Usually deterministic means exactly non-random. Here they are redefining the term to mean perfectly predictable random variable. – Tony Dec 11 '17 at 19:38
  • 4
    I'm voting to close this question as off-topic because it is not a programming question. It us a question about operator theory (mathematics). – Raymond Chen Jan 20 '18 at 03:34

1 Answers1

0

I think the point may be that nature may choose randomly among different paths, but once you know which path has been chosen you can predict future values of x_t on the path from past values x_{t-1}, etc. So e.g. nature may flip a coin to choose between the following two paths: x_t=0 for all t, and x_t=1 for all t. Then if you don't know the path, x_t is indeed random. But once you know x_{t-1}, you know x_t.

Stephen Rauch
  • 47,830
  • 31
  • 106
  • 135
David
  • 1