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Lecture 4b: Gaussian Random Variables (15-750)

Professor

38:31·2020·graduate level

This lecture investigates the fundamental properties of Gaussian random variables, elucidating 'The Fact' from which many of their characteristics are derived.

Properties of Gaussian random variables, including The Fact from which most of these properties derive. Lecture 4b of "CS Theory Toolkit": a semester-long graduate course on math and CS fundamentals for research in theoretical computer science, taught at Carnegie Mellon University.

Resources for this lecture:

Feller's book, "Introduction to probability theory and its applications"

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