Rademacher system

In mathematics, in particular in functional analysis, the Rademacher system, named after Hans Rademacher, is an incomplete orthogonal system of functions on the unit interval of the following form:

$\{t\mapsto r_n(t)=\mathrm{sgn}(\sin 2^{n+1}\pi t);t\in [0,1],n\in \mathbb{N}\}.$

The Rademacher system is stochastically independent, and is closely related to the Walsh system. Specifically, the Walsh system can be constructed as a product of Rademacher functions.

References

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External links

• Rademacher system in the Encyclopedia of Mathematics