Independent component analysis P2

MATHEMATICAL PRELIMINARIES Independent Component Analysis. Aapo Hyv¨ rinen, Juha Karhunen, Erkki Oja a Copyright  2001 John Wiley & Sons, Inc. ISBNs: 0-471-40540-X (Hardback); 0-471-22131-7 (Electronic) 2 Random Vectors and Independence In this chapter, we review central concepts of probability theory,statistics, and random processes. The emphasis is on multivariate statistics and random vectors. Matters that will be needed later in this book are discussed in more detail, including, for example, statistical independence and higher-order statistics. The reader is assumed to have basic knowledge on single variable probability theory, so that fundamental definitions such as probability, elementary events, and random variables are familiar. Readers who...