In this section we describe a basis-free kind of “Fourier expansion” for functions on general product domains. We will refer to it as the orthogonal decomposition of $f \in L^2(\Omega^n, \pi^{\otimes n})$ though it goes by several other names in the literature: e.g., Hoeffding, Efron–Stein, or ANOVA decomposition.

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Ohad Klein: 41a (45a in book): "let T be ...; prove something about f" ...Ryan O'Donnell: Good catch, thank you Xi.Ryan O'Donnell: Thank you! Sorry for the delay in replying.Ryan O'Donnell: Hi Ming. Here S stands for a fixed (non-random) subset of [...Xi Wu: typo: "our definition of $\mathbf{Inf}_i[f]$ from Chapter 2....Chengyu: Ex 2.c It should be "Suppose ... is an LTF with $\textbf{E}...Ming: I confuse the notation S in Fact 1.7. I wonder that the sym...