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A random sequence is a kind of stochastic
process. In short, a random sequence is a sequence of random variables.
Random sequences are essential in statistics. The statistical analysis of
any experiment usually begins with the words "let
X1,...,Xn be independent random variables...". The easiest way to talk about a situation
when you can choose to make new measurements is to assume that an infinite sequence {Xi} is given, and that
successive stages of the experiment you look at the first N terms of the sequence. Also, the statement of the central limit theorem (essentially that the average of a number
of observations converges to the mean value) involves an infinite sequence of independent, identically
distributed random variables.
See random number, randomness, pseudo-random
number generator, Halton_Sequences
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