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[parent] $L^2$-spaces are Hilbert spaces (Theorem)

Let $ (X, \mathfrak{B}, \mu)$ be a measure space. Let $ L^2(X)$ denote the $ L^2$-space associated with this measure space, i.e. $ L^2(X)$ consists of measurable functions $ f:X \longrightarrow \mathbb{C}$ such that

$\displaystyle \Vert f\Vert _2 := \left (\int_X \vert f\vert^2 d\mu \right)^{\frac{1}{2}} < \infty $
identified up to equivalence almost everywhere.

It is known that all $ L^p$-spaces, with $ 1\leq p \leq \infty$, are Banach spaces with respect to the $ L^p$-norm $ \;\Vert\cdot\Vert _p$. For $ L^2(X)$ we can say even more:

Theorem - $ L^2(X)$ is an Hilbert Space with respect to the inner product $ \langle \cdot, \cdot \rangle$ defined by

$\displaystyle \langle f, g \rangle = \int_X f\overline{g} \;d\mu $

Proof :

Sequilinearity follows from the linearity of the Lebesgue integral. The conjugate symmetry is evident.

Positive definiteness holds by construction: If $ \int_X \vert f\vert^2 d\mu = 0$, then $ \vert f\vert^2$ (and therefore $ f$) is zero almost everywhere, thus the equivalence class of $ f$ is the equivalence class of the zero function (which is the additive neutral element of the space).

Completeness is proved for the general case of $ L^p$-spaces in this article.$ \square$

Remarks

  • The spaces $ \mathbb{C}^n$ or $ \mathbb{R}^n$ with the usual inner product are particular examples of $ L^2(X)$, choosing $ X = \{1, \dots, n\}$ with the counting measure.
  • Choosing appropriate spaces $ X$ it can be shown that all Hilbert spaces are isometrically isomorphic to a $ L^2$-space.



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See Also: $L^p$-space

Other names:  square integrable functions form an Hilbert space

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Cross-references: isometrically isomorphic, counting measure, neutral element, additive, function, equivalence class, positive, symmetry, conjugate, inner product, Hilbert space, Banach spaces, almost everywhere, equivalence, measurable functions, measure space
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This is version 4 of $L^2$-spaces are Hilbert spaces, born on 2007-09-14, modified 2007-10-15.
Object id is 9939, canonical name is L2SpacesAreHilbertSpaces.
Accessed 783 times total.

Classification:
AMS MSC46C05 (Functional analysis :: Inner product spaces and their generalizations, Hilbert spaces :: Hilbert and pre-Hilbert spaces: geometry and topology )

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