QII.4
Independent Events
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We introduce a uniformly distributed random variable $C : \Omega \rightarrow \mathcal{M}_{n}(\{-1,1\})$. For $\omega \in \Omega$, we denote by $C_{i,j}(\omega)$ the coefficients of the matrix $C(\omega)$.
Let $X = (x_{1}, \ldots, x_{n})$ and $Y = (y_{1}, \ldots, y_{n})$ be two arbitrary vectors in $\{-1,1\}^{n}$. Show that $\left(x_{i} y_{j} C_{i,j}\right)_{1 \leqslant i,j \leqslant n}$ is a family of $n^{2}$ random variables taking values in $\{-1,1\}$, independent and uniformly distributed.