## Appendix I. Some Concepts from Probability Theory

In this appendix we list some basic concepts and notions from probability theory that are used in the book. See a textbook like Papoulis (1965) or Chung (1979) for a proper treatment.

A *random variable e* describes the possible numerical outcomes of experiments whose results cannot be exactly predicted beforehand. The probability of the numerical values falling in certain ranges is then expressed by the *probability density function* (PDF) *f*_{e}(*x*):

(I.1)

If *e* may assume a certain value with nonzero probability, we can think of *f*_{e} containing a *δ*-function component of that value. A formal treatment then ...