is defined as ...
real numbers
transpose of matrix
the random variable
has distribution
expected value of random variable
variance of random variable
covariance of two random variables
and
N normal distribution with expectation
and
covariance matrix
, a similar notation is used if
is
the correlation matrix
or
probability of a set
indicator function
for functions
and
is approximately equal to
iff
constant,
as
iff
,
as
is the information set generated by
all information available at time
Let and
be sequences of random variables.
iff
such that
.
iff
.