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orthonormal random variables

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  • Distance correlation — In statistics and in probability theory, distance correlation is a measure of statistical dependence between two random variables or two random vectors of arbitrary, not necessarily equal dimension. Its important property is that this measure of… …   Wikipedia

  • Karhunen-Loève theorem — In the theory of stochastic processes, the Karhunen Loève theorem (named after Kari Karhunen and Michel Loève) is a representation of a stochastic process as an infinite linear combination of orthogonal functions, analogous to a Fourier series… …   Wikipedia

  • Orthogonality — The line segments AB and CD are orthogonal to each other. Orthogonality occurs when two things can vary independently, they are uncorrelated, or they are perpendicular. Contents 1 Mathematics …   Wikipedia

  • Orthogonal matrix — In linear algebra, an orthogonal matrix (less commonly called orthonormal matrix[1]), is a square matrix with real entries whose columns and rows are orthogonal unit vectors (i.e., orthonormal vectors). Equivalently, a matrix Q is orthogonal if… …   Wikipedia

  • Rotation matrix — In linear algebra, a rotation matrix is a matrix that is used to perform a rotation in Euclidean space. For example the matrix rotates points in the xy Cartesian plane counterclockwise through an angle θ about the origin of the Cartesian… …   Wikipedia

  • Convolution — For the usage in formal language theory, see Convolution (computer science). Convolution of two square pulses: the resulting waveform is a triangular pulse. One of the functions (in this case g) is first reflected about τ = 0 and then offset by t …   Wikipedia

  • Squashed entanglement — Squashed entanglement, also called CMI entanglement (CMI can be pronounced see me ), is an information theoretic measure of quantum entanglement for a bipartite quantum system. If varrho {A, B} is the density matrix of a system (A,B) composed of… …   Wikipedia

  • List of matrices — This page lists some important classes of matrices used in mathematics, science and engineering: Matrices in mathematics*(0,1) matrix a matrix with all elements either 0 or 1. Also called a binary matrix . *Adjugate matrix * Alternant matrix a… …   Wikipedia

  • Contrast (statistics) — In statistics, particularly analysis of variance, a contrast is a linear combination of two or more factor level means (averages) whose coefficients add up to zero.[1][2] A simple contrast is the difference between two means. A contrast may be… …   Wikipedia

  • Fidelity of quantum states — In quantum information theory, fidelity is a measure of the closeness of two quantum states. It is not a metric on the space of density matrices. Motivation In probability theory, given two random variables p = ( p 1... pn ) and q = ( q 1... qn ) …   Wikipedia

  • Measurement in quantum mechanics — Quantum mechanics Uncertainty principle …   Wikipedia

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