Meaning
In mathematics, orthogonality represents a general description of objects being perpendicular some sense. In the case of vectors, it is quite intuitive to check as the dot products of two pependicular (orthogonal) vectors is zero
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Two vectors are orthogonal if
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Two functions are orthogonal if
the , functions for instance.
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Two (mean-free) random variables are orthogonal if they are uncorrelated, i.e.,