The mean-variance model outputs a portfolio weight vector whose elements are individual asset weights that sum to 1. Regardless of which portfolio along the efficient frontier is being solved, the individual weights within the portfolio weight vector can take on values that belong to the real number set, but are they random variables? If so, are they discrete or continuous random variables?
If portfolio weights are random variables, is that because portfolio weights have a probability distribution? How can this be if the mean-variance model only provides a static answer upon optimization? A one-off answer (the portfolio weight vector) does not seem stochastic/random whatsoever