Module 1:Concepts of Random walks, Markov Chains, Markov Processes
  Lecture 1:Introduction to Stochastic Process
 

This concept can be generalized for the multivariate case also, i.e., Figure 1.6 and Figure 1.7.

Figure 1.6: Probability mapping from sample space to real line considering

Figure 1.7: Probability mapping from sample space to real line considering