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 -