Part I — Mathematical Foundations

The mathematical language the rest of the appendix is written in: sets, counting, notation, limits, and enough linear algebra to handle covariance matrices. Nothing here is probabilistic — these are the tools the probability starts from.

Topics

Topic	Focus
Sets and Functions	Set operations, de Morgan's laws, and the vocabulary of collections
Counting Principles	The multiplication principle, permutations, and combinations
Mathematical Notation	Symbols and conventions used throughout the appendix — sums and products, set-builder notation, indicators, and asymptotic notation
Sequences and Infinite Series	Convergence of sequences and infinite series, including the geometric series
Basic Linear Algebra Review	Vectors, matrices, and the operations needed for covariance matrices and linear models