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Orthogonality of independent centered Hilbert-space random variables

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Random variable Independent random variables
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
If Xi​ are independent centered square-integrable random variables in a Hilbert space, then E⟨Xi​,Xj​⟩=0 for i=j, and hence
E∥∑i​Xi​∥2=∑i​E∥Xi​∥2.
(1)

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  1. Independent random variables
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  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 217 / 2 / Solution

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  • codex/independent-random-variable

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