Chapter A. Random Variables

  1. Ali H. Sayed

Published Online: 22 JAN 2008

DOI: 10.1002/9780470374122.ch1

Adaptive Filters

Adaptive Filters

How to Cite

Sayed, A. H. (2008) Random Variables, in Adaptive Filters, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470374122.ch1

Author Information

  1. University of California at Los Angeles

Publication History

  1. Published Online: 22 JAN 2008
  2. Published Print: 31 MAR 2008

ISBN Information

Print ISBN: 9780470253885

Online ISBN: 9780470374122



  • random variables;
  • probability theory;
  • Gaussian random vectors;
  • central limit theorem;
  • dependent random variables


This chapter contains sections titled:

  • Variance of a Random Variable

  • Dependent Random Variables

  • Complex-Valued Random Variables

  • Vector-Valued Random Variables

  • Gaussian Random Vectors