TY - CHAP

T1 - Appendix

T2 - Probability

AU - van Schuppen, Jan H.

PY - 2021

Y1 - 2021

N2 - 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.

AB - 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.

KW - Conditional independence

KW - Measure transformations

KW - Probability theory

UR - http://www.scopus.com/inward/record.url?scp=85112581431&partnerID=8YFLogxK

U2 - 10.1007/978-3-030-66952-2_19

DO - 10.1007/978-3-030-66952-2_19

M3 - Chapter

AN - SCOPUS:85112581431

T3 - Communications and Control Engineering

SP - 723

EP - 766

BT - Control and System Theory of Discrete-Time Stochastic Systems

PB - Springer

ER -