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Orthogonal projection of a Gaussian vector
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Mathematics
Area of mathematics
Probability and statistics
Multivariate normal distribution
Created
2026-09-24
Updated
2026-09-24
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Orthogonal projections
of an isotropic Gaussian
vector
onto orthogonal subspaces are independent.
Ancestors
(5)
Multivariate normal distribution
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2008
/
iii
/
Paper 41
/
1
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2016
/
ib
/
Paper 4
/
19H
/
a
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2016
/
iii
/
Paper 206
/
2
/
b
/
Solution
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