Preliminaries : Convex Analysis and Probability Theory
نویسنده
چکیده
In this lecture, we will continue our discussion on vector spaces and convex analysis and look at results such as the Riesz representation theorem and convex projections. In addition, we will discuss some fundamentals of Probability Theory including σ-fields, probability measures, notion of independence, expectations etc. We will present a formal definition of random variables and distribution functions associated with them. Also, we will discuss various inequalities associated with random variables.
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