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On a characterization of orthogonality with respect to particular sequences of random variables in L 2

Umberto TriaccaAndrei Volodin — 2010

Applications of Mathematics

This note deals with the orthogonality between sequences of random variables. The main idea of the note is to apply the results on equidistant systems of points in a Hilbert space to the case of the space L 2 ( Ω , , ) of real square integrable random variables. The main result gives a necessary and sufficient condition for a particular sequence of random variables (elements of which are taken from sets of equidistant elements of L 2 ( Ω , , ) ) to be orthogonal to some other sequence in L 2 ( Ω , , ) . The result obtained is interesting...

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