Can anyone tell me the meaning of this symbol $:=$
I couldn't find it online. It came up while I was studying joint probability of Gaussian random variables.

Can anyone tell me the meaning of this symbol $:=$
I couldn't find it online. It came up while I was studying joint probability of Gaussian random variables.

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As commenters said, this symbol is sometimes used to emphasize that equality holds by definition: specifically, the left hand side is defined to be the right hand side. You could find it in Wikipedia's list of mathematical symbols.