Conclusion

With the exception of examples borrowed from the kinetic theory of gases, the physical origin of random variables has remained absent from the article's presentation. The reason for this is obviously linked to the didactic presentation of the subject, the aim of which was primarily to introduce the reader to the mathematical concepts and vocabulary of probability theory. Another point that has been overlooked concerns the stationarity property of the variables. In the progression of the article, we distinguished between independent and correlated random variables. The former guarantee the absence of stochastic links between elements of the same population of variables. Variable stationarity is an even more demanding property than stochastic independence, since to this first criterion we add the condition that the variables are built on the same probability law with invariant moments....