Appendix

A.1 RANDOM VECTORS AND INDEPENDENCE A measure space is a triple (Ω, ℬ, μ), where Ω is a nonempty set, ℬ is a sigma-field of subsets of Ω, and μ is a measure defined on ℬ. A measure space (Ω, ℬ, P) is called a probability space if the measure P is a probability measure, that is, if . Let (Ω, ℬ, P) be... View More