This chapter reviews a broad range of mathematical topics relevant to the rest of the book. It begins with a brief discussion of real and complex numbers and elementary real and complex functions, followed by a summary of linear algebra, paying special attention to matrix decomposition techniques. Fourier analysis is discussed in some detail because this is a topic of central importance to time series analysis. After a brief review of probability theory, the core set of topics for the chapter is considered, dealing with stochastic process theory. This includes a discussion of point as well as continuous processes.
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