Basic Mathematical Preliminaries
In this chapter, we review essential prerequisite concepts of complex variables, linear algebra, and set theory required in this book. A reader familiar with these subjects may skip this chapter without losing the logical flow of the material treated in this book. Complex variable operations are used in analyzing complex random variables and complex stochastic processes. Basic understanding of linear algebra including vector and matrix operations such as matrix multiplication, matrix inversion, and matrix diagonalization is needed for understanding vector random variables, multivariate distributions, and estimation theory. Finally, fundamental concepts of the set theory are needed for the discussion and formulation of probability and random variables.