Notation PreferencesFoundations of Stochastic Processes

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KeyMeaningYour SymbolDefault
pmfProbability mass function of discrete RV XXPP
pdfProbability density functionff
cdfCumulative distribution functionFF
cpdfConditional PDFff
gaussReal Gaussian distributionN\mathcal{N}
cgaussCircularly symmetric complex GaussianCN\mathcal{CN}
qfnGaussian tail probability: Q(x)=1Φ(x)=12πxet2/2dtQ(x) = 1 - \Phi(x) = \frac{1}{\sqrt{2\pi}}\int_x^{\infty} e^{-t^2/2}\,dtQQ
varVariance: Var(X)=σX2\text{Var}(X) = \sigma_X^2Var\text{Var}
covCovariance of two RVsCov\text{Cov}
covmatCovariance matrixΣ\boldsymbol{\Sigma}
corrmatCorrelation matrix E[XXH]\mathbb{E}[\mathbf{X}\mathbf{X}^H]R\mathbf{R}
acorrAutocorrelation (discrete-time, WSS)rxxr_{xx}
acorr_ctAutocorrelation (continuous-time, WSS)rxxr_{xx}
psdPower spectral densityPxP_x
xpsdCross-power spectral densityPxyP_{xy}
tfnFrequency response of LTI systemhˇ\check{h}
mgfMoment generating function: MX(t)=E[etX]M_X(t) = \mathbb{E}[e^{tX}]MXM_X
cfCharacteristic function: ϕX(u)=E[ejuX]\phi_X(u) = \mathbb{E}[e^{juX}]ϕX\phi_X
tmatMarkov chain transition matrixP\mathbf{P}
sdistStationary distribution of Markov chainπ\boldsymbol{\pi}
gmatCTMC generator matrixG\mathbf{G}
snrSignal-to-noise ratioSNR\text{SNR}
n0One-sided noise power spectral densityN0N_0
bwSignal bandwidth (Hz)WW
noise_rvNoise random variable (theoretical)ZZ
noisevarNoise variance / noise powerσ2\sigma^2
wiener_ncNon-causal Wiener filterhˇnc\check{h}_{\text{nc}}
wiener_cCausal Wiener filterhˇc\check{h}_c

Universal Conventions

Fixed conventions used throughout this book. These are standard across all telecommunications literature and are not customizable.

General Mathematics

SymbolMeaning
R,C\mathbb{R}, \mathbb{C}Real and complex number fields
Rn,Cn\mathbb{R}^n, \mathbb{C}^nReal/complex nn-dimensional vector spaces
Rm×n,Cm×n\mathbb{R}^{m \times n}, \mathbb{C}^{m \times n}Spaces of real/complex m×nm \times n matrices
j=1j = \sqrt{-1}Imaginary unit (engineering convention)
{},{}\Re\{\cdot\}, \Im\{\cdot\}Real and imaginary parts
|\cdot|Absolute value (scalar) or cardinality (set)
,\lceil \cdot \rceil, \lfloor \cdot \rfloorCeiling and floor functions
\triangleqDefined as
\proptoProportional to
O()\mathcal{O}(\cdot)Big-O asymptotic notation

Vectors and Matrices

SymbolMeaning
x,y,z\mathbf{x}, \mathbf{y}, \mathbf{z}Column vectors (always boldface lowercase)
A,B,H\mathbf{A}, \mathbf{B}, \mathbf{H}Matrices (always boldface uppercase)
()T(\cdot)^TTranspose
()(\cdot)^*Complex conjugate
()H(\cdot)^HConjugate transpose (Hermitian)
()1(\cdot)^{-1}Matrix inverse
()(\cdot)^{\dagger}Moore-Penrose pseudoinverse
\|\cdot\| or 2\|\cdot\|_2Euclidean (l_2) norm
p\|\cdot\|_pp\ell_p norm
F\|\cdot\|_FFrobenius norm
x,y\langle \mathbf{x}, \mathbf{y} \rangleInner product yHx\mathbf{y}^H \mathbf{x}
tr()\text{tr}(\cdot)Matrix trace
det()\det(\cdot)Matrix determinant
rank()\text{rank}(\cdot)Matrix rank
diag()\text{diag}(\cdot)Diagonal matrix from vector, or diagonal of matrix
vec()\text{vec}(\cdot)Column-wise vectorization
\otimesKronecker product
\odotHadamard (element-wise) product
In\mathbf{I}_nn×nn \times n identity matrix
0m×n\mathbf{0}_{m \times n}m×nm \times n zero matrix
A0\mathbf{A} \succ 0, A0\mathbf{A} \succeq 0Positive definite, positive semidefinite
λi(A)\lambda_i(\mathbf{A})ii-th eigenvalue of A\mathbf{A}
σi(A)\sigma_i(\mathbf{A})ii-th singular value of A\mathbf{A}

Probability Basics

SymbolMeaning
E[]\mathbb{E}[\cdot]Expectation
Pr()\Pr(\cdot)Probability of an event
\simDistributed as
=d\stackrel{d}{=}Equal in distribution