A standard normal random variable has the standard normal distribution, mean zero and variance one. If $X\sim N(\mu ,{\sigma }^2)$ with $\sigma >0$, the standardization of a normal random variable $(X-\mu )/\sigma$ is a standard normal random variable. Its values report displacement from the mean in units of the standard deviation, so the result is a dimensionless quantity.

If $G$ is a centered Gaussian random field, the transformation $G+\alpha (G^2-⟨G^2⟩)$ retains zero mean and introduces a three-point connected correlation function at first order in $\alpha$. Wick contractions give $2\alpha$ times the sum of products of two covariances. The corresponding local cosmological model uses $\alpha =3f_{\mathrm{NL}}/5$.

For a stable massive Gaussian field theory, a finite blocking step yields $F(t,h)=F_{\mathrm{shell}}(t)+b^{-d}F(b^{2}t,b^{(d+2)/2}h)$ for free-energy density. The finite-step shell and measure terms are analytic backgrounds. Generic-dimension singular scaling is homogeneous after subtracting those backgrounds; resonances such as Gaussian free-energy logarithm at effective dimension two need additive logarithmic terms.

A random variable $X$ in a real separable Banach space $B$ is Gaussian when $\ell (X)$ has a normal distribution for every continuous linear functional $\ell \in B^{\ast }$. It is centered when all these expected values vanish. Its probability law is a Gaussian measure. Degenerate normal distributions are allowed.

For a centered Gaussian random variable in a Banach space, its first Gaussian chaos is the closed linear subspace of L2 space generated by its continuous linear observations. Every element is a centered Gaussian random variable, and every finite collection has a multivariate normal distribution: approximate in L2 space and pass to the characteristic function. The first Gaussian chaos supplies the scalar coordinates of its Cameron-Martin space of a Gaussian random variable in a Banach space.

A Gaussian random variable in a Banach space taking values in a separable Banach space satisfies the displayed exponential-integrability bound for some positive $a$. In particular every finite power of its norm has a finite expected value. The value of $a$ depends on the Gaussian measure; the theorem does not assert this for every positive $a$.

For $N$ variables with the standard normal distribution, the expected maximum of their absolute values is at most $\sqrt{2\log (2N)}$, even when they are dependent. Bound the exponential of the maximum by the sum of the $2N$ signed exponentials, use the normal moment-generating function, then apply Jensen inequality and minimize over the exponential parameter. The resulting logarithmic growth is useful in simultaneous estimation.

For fixed $c,h>0$, $L\ge 1$ and $\epsilon \ge 0$, complete the square in the exponent. A translated Gaussian function summed on a fixed-spaced lattice has mass $O(\sqrt{L})$ uniformly in the translate, by comparison with its integral and its maximum. This keeps a square-root logarithm, rather than the full number of dyadic intervals, when summing exponentially damped exponential sum bounds.

For $G$ with $n$ independent standard Gaussian rows in dimension $k$, combine a constant-radius sphere metric net, the quadratic form net bound, the chi-squared concentration inequality, and a union bound. This gives $P(\Vert G^{T}G/n-I_k{\Vert }_{\mathrm{op}}>1/2)\le 2\exp (k\log B-n/1024)$ for a numerical $B$. Taking $n$ larger than a constant times $k\log p$ gives exponential decay in $k\log p$. The subspace is fixed, so no union over supports is needed.

With independent standard-normal priors on the two coefficients, the conditional AR(2) likelihood gives precision $\Lambda =I+{\sum }_t{v}_t{v}_t^T$, where $v_t=(x_{t+1},x_t{)}^T$, and mean ${\Lambda }^{-1}{\sum }_t{v}_t{x}_{t+2}$. Positive definiteness holds even for a deficient design. If $\Lambda =\left(\begin{array}{cc}A& C\\ C& D\end{array}\right)$ and the linear term is $(r,s)$, the conditional means are $(r-Cb)/A$ and $(s-Ca)/D$, with variances $1/A$ and $1/D$.

For independent and identically distributed random variables $X,Y$ with a centered multivariate normal distribution, a continuously differentiable function $f$ with bounded gradient, and a convex function $\Psi$ for which the expressions are integrable, the displayed inequality holds. First apply Jensen inequality conditionally to $f(X)-f(Y)$. For the Gaussian rotation of independent copies, the chain rule gives $f(X)-f(Y)={\int }_0^{\pi /2}⟨\nabla f(U_{\theta }),V_{\theta }⟩d\theta$. A second application of Jensen inequality to the uniform measure on $[0,\pi /2]$, followed by the Gaussian rotation of independent copies, proves the inequality. The useful choice $\Psi (v)=e^{\lambda |v|}$ yields a Gaussian concentration inequality through an exponential moment of an absolute standard normal variable.

For an embedded submanifold of a Riemannian manifold, use $R(v,w)y={\nabla }_v{\nabla }_{w}y-{\nabla }_w{\nabla }_{v}y-{\nabla }_{[v,w]}y$. The Gauss formula and tangential derivative of a normal field giveSubtract the expression with $v,w$ interchanged and the bracket derivative, whose normal part pairs to zero. This proves the displayed curvature identity. For flat Euclidean ambient space, its ambient curvature term vanishes and one obtains the ordinary Gauss equation. Declaring the four-slot convention $R(x,y,v,w)=⟨R(v,w)y,x⟩$ avoids sign ambiguities when permuting arguments.

For a Ricci-flat spacetime with the stated Gauss–Codazzi equations for a spatial hypersurface and induced orientation ${\widetilde{ϵ}}_{abc}=n^d{ϵ}_{dabc}$, the electric part of the Weyl tensor and magnetic part of the Weyl tensor satisfyThe electric relation comes from the vanishing spatial projection of the Ricci tensor. The magnetic relation combines the normal curvature projection with the sign ${ϵ}_{acde}{n}^c=-{\widetilde{ϵ}}_{ade}$.

For an optically thick diffusion-controlled wind, put $\beta =P_{\mathrm{gas}}/(P_{\mathrm{gas}}+P_{\mathrm{rad}})$. Diffusion gives $(\log T{)}^{\prime }=-g\Gamma \beta /[4a_g^2(1-\beta )]$. At $\Gamma =1$, the numerator of the gas and radiation pressure stellar wind equation is $2a_g^2/r+g\beta /[4(1-\beta )]>0$ for finite-temperature gas and $0<\beta <1$. A subsonic branch then decelerates and cannot pass a regular sonic point. This statement is specific to subsonically launched winds in this transport model, not to every supersonic solution or every form of stellar-wind driving.

A closed nowhere dense family can meet every cone $[M{]}^{\omega }$ in continuum many sets, as the gap-doubling closed family of infinite subsets does. Well-order the cones and choose two fresh candidates in each, permanently reserving one of each colour. The red family meets every cone and its complement contains every reserved blue candidate, so it is not Ramsey. As a subset of the closed nowhere dense family, it is still nowhere dense and has the Baire property in the ordinary infinite-subset topology. This recursion requires no regularity assumption on the continuum cardinal.

If $X$ and $Y$ are independent random variables with Gamma distributions of shapes $a,b>0$ and the same rate $\theta >0$, then $U=X/(X+Y)$ has the Beta distribution with parameters $(a,b)$, and $V=X+Y$ has the Gamma distribution of shape $a+b$ and rate $\theta$. Moreover $U$ and $V$ are independent. The inverse change of variables $(x,y)=(uv,(1-u)v)$ has absolute Jacobian determinant $v$, which makes the joint probability density factorize on the product domain $0<u<1$, $v>0$. The common rate is essential for this factorization.

Choose an oriented lattice basis with $t={\omega }_2/N$ modulo the lattice. Changing such a basis is exactly the Gamma 1 congruence subgroup action, so the weight law makes the displayed function independent of the choice. It satisfies $F(uL,ut)=u^{-k}F(L,t)$. Holomorphy on the half-plane and at all modular cusp degenerations identifies the functions coming from modular forms.

Sum over index-$p$ overlattices in which the marked point retains exact order $N$. There are $p+1$ summands at good primes and $p$ at bad primes. With homogeneity $F(uL,ut)=u^{-k}F(L,t)$, the coefficient $1/p$ is the normalization giving the standard Hecke operator Fourier action. Cusp holomorphy under rational slash operators proves preservation of modular forms.

Multiplication of a marked point by a unit modulo $N$ gives the diamond action. In modular coordinates this is the slash action of a lift in ${\Gamma }_0(N)$ with lower-right entry $d$. Its Dirichlet character eigenspaces give nebentypus modular forms. For a nonzero form, the action of $-1$ imposes $\chi (-1)=(-1{)}^k$.

For a nearest-neighbour fortune on $\{0,\dots ,N\}$, with win probability $p$, loss probability $q=1-p$ and $p\ne q$, put $\rho =q/p$. First-step analysis gives $m_i=1+p{m}_{i+1}+q{m}_{i-1}$, with zero endpoint values. Solving the recurrence gives the displayed mean duration. Its symmetric limit is $i(N-i)$.