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  2. Orthogonality - Wikipedia

    en.wikipedia.org/wiki/Orthogonality

    The line segments AB and CD are orthogonal to each other. In mathematics, orthogonality is the generalization of the geometric notion of perpendicularity.Whereas perpendicular is typically followed by to when relating two lines to one another (e.g., "line A is perpendicular to line B"), [1] orthogonal is commonly used without to (e.g., "orthogonal lines A and B").

  3. Orthogonality principle - Wikipedia

    en.wikipedia.org/wiki/Orthogonality_principle

    Suppose x is a Gaussian random variable with mean m and variance . Also suppose we observe a value y = x + w , {\displaystyle y=x+w,} where w is Gaussian noise which is independent of x and has mean 0 and variance σ w 2 . {\displaystyle \sigma _{w}^{2}.}

  4. Orthogonal polynomials - Wikipedia

    en.wikipedia.org/wiki/Orthogonal_polynomials

    In mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal to each other under some inner product. The most widely used orthogonal polynomials are the classical orthogonal polynomials , consisting of the Hermite polynomials , the Laguerre polynomials and ...

  5. Martingale (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Martingale_(probability...

    An unbiased random walk, in any number of dimensions, is an example of a martingale. For example, consider a 1-dimensional random walk where at each time step a move to the right or left is equally likely. A gambler's fortune (capital) is a martingale if all the betting games which the gambler plays are fair.

  6. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    A 2×2 real and symmetric matrix representing a stretching and shearing of the plane. The eigenvectors of the matrix (red lines) are the two special directions such that every point on them will just slide on them. The example here, based on the Mona Lisa, provides a simple illustration. Each point on the painting can be represented as a vector ...

  7. Uncorrelatedness (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Uncorrelatedness...

    In probability theory and statistics, two real-valued random variables, , , are said to be uncorrelated if their covariance, ⁡ [,] = ⁡ [] ⁡ [] ⁡ [], is zero.If two variables are uncorrelated, there is no linear relationship between them.

  8. Orthogonality (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Orthogonality_(mathematics)

    A set of vectors in an inner product space is called pairwise orthogonal if each pairing of them is orthogonal. Such a set is called an orthogonal set (or orthogonal system). If the vectors are normalized, they form an orthonormal system. An orthogonal matrix is a matrix whose column vectors are orthonormal to each other.

  9. Orthonormality - Wikipedia

    en.wikipedia.org/wiki/Orthonormality

    Orthogonal means that the vectors are all perpendicular to each other. A set of vectors form an orthonormal set if all vectors in the set are mutually orthogonal and all of unit length. An orthonormal set which forms a basis is called an orthonormal basis .