Real Analysis and Probability Distributions of Vectors and Matrices

The earlier chapters in Part I have been in the area of mathematics generally called “algebra.” It includes the study of the familiar structures such as groups, fields, vector spaces or linear algebra, and so on. Another important area of mathematics is called “analysis.” It includes the ordinary calculus, with differentiation and integration usually based in measure theory. If the objects are real numbers or are composed of real numbers, the area is called “real analysis.”