Random Processes
- Sequences of Random Variables, we consider the joint aspects of N random variables including: distributions and densities, independence, N functions of N random variables, covariance and correlation matrices, and joint characteristic functions. We then turn our attention to sequences of random variables with a focus on convergence. We discuss five types of convergence: everywhere, almost everywhere, in probability, in MSE, and in distribution. We also prove the weak law of large numbers and the