A Quick Refresher on Analysis and Probability

Read full text
Authors: Roman Vershynin
Cited by: 0

Abstract

Most of the material in this chapter is from basic analysis and probability courses. Key concepts and results are recalled here, including convexity, norms and inner products, random variables and random vectors, union bound, conditioning, basic inequalities (Jensen, Minkowski, Cauchy–Schwarz, Hölder, Markov, and Chebyshev), the integrated tail formula, the law of large numbers, the central limit theorem, normal and Poisson distributions, and handy bounds on the factorial.

Fields of Study & Subjects

Probability and Statistical Research Statistical Methods and Applications Point processes and geometric inequalities

Publication details

Journal / source
Cambridge University Press eBooks
Pages
8–23
Publication date
30 January 2026
Document type
Book chapter