Mathematical Concepts
Gérard Blanchet, Maurice Charbit · 2015
This chapter describes the various mathematical concepts, and begins with a discussion on the basic concepts of probability. Definitions of discrete random variables, continuous random variables, mixed random variables and other concepts are given. Then, conditional expectation is described under which conditional probability distribution is explained. Next, the chapter describes projection theorem, which is followed by a discussion on Gaussianity. Real Gaussian random variable, complex Gaussian random variable, Gaussian random vectors, and Gaussian conditional distribution along with some theorems are explained. Subsequently, random variable transformation is explained, which is followed by a presentation of some statistical theorems. The chapter ends by providing an outline of other important probability distributions.