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Rademacher system

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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 r n ( t ) = sgn ( sin 2 n + 1 π t ) ; t [ 0 , 1 ] , n 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

Rademacher system Wikipedia