Probability - University of Michigan Dearborn
1.4 Orthogonality of sines and cosines.
In this section we shall show that certain sequences of sine and cosine functions are orthogonal on certain intervals. The resulting expansions
(1) f = cj(j
using these sines and cosines become the Fourier series expansions of the function f. First, we just consider the functions φn(x) = cos nx. These are orthogonal on the interval 0 ................
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