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ThmDex – An index of mathematical definitions, results, and conjectures.
Set of symbols
Alphabet
Deduction system
Theory
Zermelo-Fraenkel set theory
Set
Collection of sets
Set union
Successor set
Inductive set
Set of inductive sets
Set of natural numbers
Set of integers
Set of rademacher integers
Rademacher integer
Rademacher random integer
Standard rademacher random integer
Definition D211
Standard gaussian random real number
Formulation 0
Let X1,X2,X3,Random{1,1} each be a D5075: Random integer such that
(i) n{1,2,3,}:P(Xn=1)=P(Xn=1)=1/2
(ii) X1,X2,X3, is an D2713: Independent random collection
A D3161: Random real number ZRandom(R) is a standard gaussian random real number if and only if Zd=lim
Formulation 1
Let X_1, X_2, X_3, \ldots \in \text{Random} \{ -1, 1 \} each be a D5075: Random integer such that
(i) \begin{equation} \forall \, n \in \{ 1, 2, 3, \ldots \} : \mathbb{P}(X_n = -1) = \mathbb{P}(X_n = 1) = 1/2 \end{equation}
(ii) X_1, X_2, X_3, \ldots is an D2713: Independent random collection
A D3161: Random real number Z \in \text{Random}(\mathbb{R}) is a standard gaussian random real number if and only if \begin{equation} Z \overset{d}{=} \lim_{N \to \infty} \left( \frac{X_1}{\sqrt{N}} + \frac{X_2}{\sqrt{N}} + \cdots + \frac{X_N}{\sqrt{N}} \right) \end{equation}
Formulation 2
Let X_1, X_2, X_3, \ldots \in \text{Rademacher}(1 / 2) each be a D5287: Standard rademacher random integer such that
(i) X_1, X_2, X_3, \ldots is an D2713: Independent random collection
A D3161: Random real number Z \in \text{Random}(\mathbb{R}) is a standard gaussian random real number if and only if \begin{equation} Z \overset{d}{=} \lim_{N \to \infty} \sum_{n = 1}^N \frac{X_n}{\sqrt{N}} \end{equation}
Also known as
Standard normal random real number
Children
D4864: Chi random unsigned real number
D210: Gaussian random real number
Results
R5676: Variance of a squared standard gaussian real number