Appendix
Probability
Book Chapter
(2021)
Author(s)
Jan H. van Schuppen (TU Delft - Electrical Engineering, Mathematics and Computer Science)
Research Group
Mathematical Physics
DOI related publication
https://doi.org/10.1007/978-3-030-66952-2_19
Final published version
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Publication Year
2021
Language
English
Research Group
Mathematical Physics
Pages (from-to)
723-766
Publisher
Springer
ISBN (electronic)
978-3-030-66952-2-19
Downloads counter
71
Abstract
Concepts and results of probability theory are presented in this chapter which complement those of Chapter 2. Concepts covered in detail include the canonical variable decomposition of a tuple of Gaussian random variables, a set of stable probability distribution functions, conditional probability, conditional Gaussian random variables, the conditional independence relation, a measure transformation, the P-essential infimum, and metrics on the set of probability measures.