1 A Brief Review of Matrices and Vectors 1.1 Matrices 1.2 Vectors and Vector Spaces 1.3 Eigenvalues and Eigenvectors 2 A Brief Review of Probability and Random Variables 2.1 Sets and Set Operations 2.2 Relative Frequency and Probability 2.3 Random Variables 2.4 Expected Value and Moments 2.5 The Gaussian Probability Density Function 2.6 Several Random Variables 2.7 The Multivariate Gaussian Density 2.8 Linear Transformations of Random Vectors 3 A Brief Overview of Linear Systems 3.1 Introductory De®nitions 3.2 Linear System Characterization-Convolution
Introduction [Again, by and large, I will follow OR, Chap. 8, so I will keep these notes to a minimum. Review of key definitions Recall our three payoff aggregation criteria: discounting, i.e (u2)≥1>(2 (also recall that the payoff profile corresponding to a stream (ut)is taken to be(1 8)2t18t-u(a)); limit of means