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6:19 AM
@MartinSleziak: In the end I decided to post my question on MO:
4
Q: Self-contained formalization of random variables?

user21820I have not been able to find any formalization of random variables that supports construction of new random variables dependent on previously constructed ones. In what I have found, a random variable $A$ is a measurable function from a fixed probability space $(Ω,F,P)$ to a measurable space $(X,...

But it hasn't gotten any proper answer. =|
 

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