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Orthogonal random vectors and the Hurwitz-Radon-Eckmann theorem
Authors:N Vakhania
Institution:(1) Present address: N. Muskhelishvili Institute of Computational Mathematics, Georgian Academy of Sciences, 8 Akury St., 380093 Tbilisi, Republic of Georgia
Abstract:In several different aspects of algebra and topology the following problem is of interest: find the maximal number of unitary antisymmetric operatorsU i inH = ℝ n with the propertyU i U j = −U j U i (i≠j). The solution of this problem is given by the Hurwitz-Radon-Eckmann formula. We generalize this formula in two directions: all the operatorsU i must commute with a given arbitrary self-adjoint operator andH can be infinite-dimensional. Our second main result deals with the conditions for almost sure orthogonality of two random vectors taking values in a finite or infinite-dimensional Hilbert spaceH. Finally, both results are used to get the formula for the maximal number of pairwise almost surely orthogonal random vectors inH with the same covariance operator and each pair having a linear support inHH. The paper is based on the results obtained jointly with N.P. Kandelaki (see 1,2,3]).
Keywords:60B11  57R25
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