§8.3: Orthogonal decomposition

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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§8.1: Fourier bases for product spaces

We will now begin to discuss functions on (finite) product probability spaces.

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