For a finite list of real coefficients ,
A deterministic Itô integral is centered Gaussian: first verify it for step functions as a linear combination of independent Gaussian Brownian increments, then pass to an L2 approximation using the Itô isometry and characteristic functions. Its variance is the squared L2 norm of the integrand, which is by the supplied orthonormality. Therefore
This factors as the joint characteristic function of independent standard normals. Since every finite subfamily has this law, the entire sequence is independent and each has law N(0,1). This is the Gaussian coordinates of deterministic orthonormal Wiener integrands principle.