Covers the calculation of expectation and variance for different types of random variables, including discrete and continuous ones.
Explores Gaussian vectors, moment generating functions, independence, density functions, affine transformations, and quadratic forms.
Explores the Large Deviations Principle, focusing on exponential tail decay and Laplace transform analysis.
Covers the definition of multivariate Gaussian distribution and its properties, including moment generating function and linear combinations of variables.
