ThmDex – An index of mathematical definitions, results, and conjectures.
▼ Set of symbols
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▼ Zermelo-Fraenkel set theory
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▼ Set of natural numbers
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▼ Set of rademacher integers
▼ Rademacher integer
▼ Rademacher random integer
▼ Standard rademacher random integer
Definition D211
Standard gaussian random real number
Formulation 0
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} \sum_{n = 1}^N \frac{X_n}{\sqrt{N}} \end{equation}
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