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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jake wellens: In Ex. 31 (b), I think we should replace $1/M$ by something ...Grigory Yaroslavtsev: Nice, hope you enjoyed your visit :)Yongzhi: I think that the domain of the function g in Fact 21 should ...El Manolo: I can't figure out ex.12 b) and c) in the proposed way. Tha...R.: Is $\rho\neq 0$ required in 1(f)?R.: Typo: they introduced also introduced “tribes”Chin Ho Lee: they introduced also introduced “tribes” -> they also int...