Matrix Definition Law of Total Probability Probability Theory Mixture Second Moment Identity Probability & Statistics Bai Yin Theorem Probability & Statistics Minimax Lower Bound for Bounded-Spectrum Gaussian Covariance Estimation Probability & Statistics Continuity Theorem Probability Theory Independence of Fitted Values and Residuals in the Normal Linear Model Probability & Statistics Convergence Criterion via Upcrossings Martingale Theory Conditional Expectations are Uniformly Integrable Martingale Theory Probability & Statistics Area