Joint Gaussian Variables: Properties and Convergence

In course

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Description

This lecture covers the properties of joint Gaussian variables, including the characteristic function and determination by first and second-order moments. It also discusses convergence concepts such as almost sure, in mean square, and in probability convergence.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_t4n5kabm

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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