Lecture

Random Vectors and Gaussian Random Vectors

In course

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Description

This lecture covers the concept of random vectors and Gaussian random vectors, defined as F-measurable random vectors with values in Rd. It explains the properties of continuous random vectors and variables, along with the spectral theorem for symmetric and positive semi-definite functions.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_lmn302so

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Ontological neighbourhood

Mathematics

Analysis: Measure theory

Statistics

Statistical inference: Mathematical statistics

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