1
vote
2answers
21 views

Spectral Measure: Support

The support of a spectral measure is defined by: $$\mathrm{supp}E:=\bigcap_{C:E(C)=1}C$$ where $C$ are closed subsets (see german wiki). So by definition it is closed. However I'm wondering wether it ...
0
votes
2answers
26 views

Spectral Measure: Composition

Given a Hilbert space $\mathcal{H}$ and spectral a measure $E:\Sigma(\Omega)\to\mathcal{B}(\mathcal{H})$. Can you give me a hint for: $$E(A)E(B)=E(A\cap B)$$ So far for disjoints I checked: ...
1
vote
1answer
35 views

Spectral Measure Integration: Product

Given a Hilbert space $\mathcal{H}$ and spectral a measure $E:\Sigma(\Omega)\to\mathcal{B}(\mathcal{H})$. Define the integral of simple functions by: $$\int_\Omega ...
0
votes
1answer
29 views

Positive-definite function on a group function on a group

I have quite a hard time understanding the definition of positive-definite functions that is based on Hilbert spaces, the one that I read from Wiki; it does not exactly specify that how $H$ relates to ...
1
vote
1answer
86 views

Weak convergence in $C[0,1]$

For a uniformly bounded sequence $(f_n)$ in $C[0,1]$, show that $f_n$ converges weakly to $0$ $\iff $ $\lim \limits_{n \to \infty} f_n(y) =0$ for all $y \in [0,1]$ Is the equivalence true if we do ...
0
votes
1answer
38 views

Is this subspace dense in $L^{2}(\Omega,\mu)$

Let $(\Omega,\mu)$ be a measure space, and let $X=L^{2}(\Omega,\mu)$ be the complex Hilbert space of square-integrable complex measurable functions on $\Omega$. (Each $f \in L^{2}$ is an equivalence ...
0
votes
0answers
10 views

Integral representation of joint projection valued measures

Given two positive $\sigma$-finite measures $\mu_{1/2}$ on the spaces $X_{1/2}$ one can define the product measure $\mu_1\otimes\mu_2$ on the product space $X_1\times X_2$. It can be proved that the ...
0
votes
1answer
33 views

When $M$ is closed $M^\perp$ is one-dimensional vector space

If $M=\{ x: Lx=0\}$, where $L$ is continuous linear functional on $H$ (Hilbert Space). Prove that $M^\perp$ is vector space of one-dimensional unless $M= H$. I know $M$ is closed so that $M^\perp$ is ...
5
votes
1answer
74 views

Is there a useful relationship between pointwise and $L^2$ distance?

It would be really convenient to get a bound on the point-wise closeness of functions by knowing their $L^2$ distance. Clearly, if two functions are close in the $L^2$ sense, you cannot get a general ...
0
votes
0answers
26 views

Bounded $L^1$ functions subgroup of $L^2$

I'm currently looking at statistics and the characteristic function. And the claim is that the characteristic function must exist for every probability distribution since every probability ...
5
votes
1answer
71 views

Nonseparable $L^2$ space built on a sigma finite measure space

Is it possible to have a nonseparable $L^2$ Hilbert space for which the underlying measure space is sigma finite? I appreciate any example but prefer one built on the Borel sigma algebra of some ...
1
vote
1answer
32 views

Is every closed set $K\subseteq \mathbb{C}$ the essential range of a measurable function?

For a complex-valued function $h$ on a measure space $(S,\Sigma, \mu)$, the $\textit{essential range}$ of $h$ is the set of all $\lambda \in \mathbb{C}$ such that for all $\epsilon >0$ the ...
4
votes
1answer
44 views

Finding an orthonormal basis from an existing one in a Hilbert space

Suppose we are given a separable Hilbert space $H$ with countable orthonormal basis $\{e_n\}$. Suppose we are given an orthonormal set $\{f_n\}$ such that $\sum\|e_n-f_n\| < 1$. How do we prove ...
2
votes
2answers
69 views

Convergence of sums using Hilbert space techniques [duplicate]

Let $a_n$ be a sequence of real numbers such that $\sum_{n=1}^{\infty} a_nb_n < \infty$ for any sequence $b_n$ satisfying $\sum_{n=1}^{\infty}b_n^2 < \infty$. Prove that ...
0
votes
1answer
33 views

I want to show one norm is less than or equal to another norm on C([0,1])

Let $|| \ ||_1$ be the norm on $C([0,1])$ defined by $||f||_1 = \int_0^1|f(t)|dt$. a) Show that $||f||_1 \le ||f||_{[0,1]}$ b) Are $|| \ ||_1$ and $|| \ ||_{[0,1]}$ equivalent? For part a) I think ...
0
votes
1answer
26 views

If $x_n \to x$ in $L^1(X,H)$ then $\langle x_n, h \rangle \to \langle x, h \rangle$ in $L^1(X,\mathbb{R})$

Suppose $H$ is a Hilbert space. Is it true that if $x_n \to x$ in $L^1(X,H)$ then $\langle x_n, h \rangle \to \langle x, h \rangle$ in $L^1(X,\mathbb{R})$ for any fixed $h\in H$? Certainly if $x_n\to ...
1
vote
0answers
44 views

Finding the norm of a linear operation.

I am reading A course in real analysis by John McDonald, on page 530, it says "it is easy to show $|||J|||=1$" where $J$ is the linear operation $J:C([0,1])\rightarrow C([0,1])$, defined by $J(f)(x) = ...
1
vote
0answers
60 views

Expectation of $p$-norm under a Gaussian on the Hilbert space $L^2(S^1)$

Let $\mu$ be a centered Gaussian measure with (nondegenerate) covariance $Q$ on the Hilbert space $L^2(S^1;\mathbb R)$ where $S^1$ is the circle. We can take for example the covariance ...
2
votes
3answers
130 views

help with showing completeness

Let $\left\{H_n\right\}_{n=1}^\infty$ be a sequence of Hilbert spaces and let $H=\left\{\left\{x_n\right\}:x_n\in H_n, \sum ||x_n||^2<\infty \right\}$. Define the inner product as ...
2
votes
0answers
95 views

The support of Gaussian measure in Hilbert Space $L^2(S^1)$ with covariance $(1-\Delta)^{-1}$

Let $\mu$ be Gaussian measure defined on Hilbert space $\mathcal{H}=L^2(S^1)$ ($S^1$ - circle) by formula $$ \int e^{(f,g)} d\mu(f) = e^{-\tfrac{1}{2}(g,C g) }. $$ The covariance operator $C$ is ...
1
vote
0answers
43 views

Operators on a Hilbert space question

For a Borel measure $\mu$ define $\langle S_\mu x,y\rangle=\int_H\langle x,z\rangle \langle y,z\rangle \mu(z)$. An exercise in my book that I am reading says that I could find a $\mu$ s.t. $S_\mu$ ...
1
vote
1answer
72 views

Is every Hilbert space an $L^2$ space

Let $H$ be any Hilbert space. Must there exist a measure space $(X,\scr{M},\mu)$ such that we have a Hilbert space isomorphism: $$H\cong L^2(\mu)$$ Thank you
0
votes
1answer
86 views

what is the advantage of having countable dense subset?

what is the advantage of having countable dense subset (for example of the set $L^2([0,1])$, if i have to prove weak convergence ? edit: to prove is that every sequence $(f_n)_n$ with ...
3
votes
1answer
61 views

Hilbert space - probability measure: st. norm. variables

I am considering the following homework. Let $\Omega=\ell_2$ be the Hilbert space of square summable sequences, $\mathcal A$ the Borel $\sigma$-algebra and $\{e_n: n\mbox{ natural}\}$ the natural ...
4
votes
2answers
129 views

Showing $\mathcal{H}$ is a hilbert space.

So this is an early exercise in Conway's A Course In Functional Analysis. I'm trying to get to grips with this upto open mapping and closed graph to see if I want to do any more functional analysis. ...
2
votes
2answers
195 views

Stone Weierstrass Overkill in the Measurable Setting?

If $\mu$ is Lebesgue measure on the Borel sigma algebra $\mathcal{B}$ of $[0,1]$. Establishing that the linear span in $L^{2}([0,1]\times[0,1],\mathcal{B}\otimes\mathcal{B},d(\mu \times \mu))$ of the ...
3
votes
1answer
125 views

Is my proof that a function is measurable correct?

Let $V$ be separable and Hilbert. Let $\mathcal V = L^2(0,T;V)$. Assume for each $t \in [0,T]$, $$a(t;\cdot,\cdot):V \times V \to \mathbb{R}$$ is continuous and bilinear. Or equivalently, we have ...
5
votes
0answers
159 views

Don't understand this proof of equivalence of weak solutions to PDE

I'm trying to understand the proof that (c) implies (a) here in the following proposition (here, $\mathcal{V} = L^2(0,T;V)$). See the very last line in the image for that part: $$$$ $$$$ I give here ...
4
votes
2answers
160 views

about weak convergence in $L^{2}(0,T;H)$

I am trying to do an exercise and if the affirmation below is true, my exercise is done . This is the affirmation : Affirmation : Let $H$ a Hilbert space and suppose $u_k$ converges weakly to $u$ ...
2
votes
1answer
77 views

How to prove that the set $e^{inx}$ is closed with respect to this measure?

Why is the set $\{e^{inx}\}$ closed in $L^2(d\nu)$, where $d\nu(x)=(1+|h(x)|)dx+|ds(x)|$? $d\nu$ is defined in this proof I am struggling to understand, where $\mu$ is a complex Borel measure on ...
2
votes
2answers
175 views

Proof of the Riesz Representation Theorem

Theorem: Let $F$ be a continuous linear functional on the Hilbert space $H$, then $\exists !$ (exists one and only one) $y \in H$ such that $F(x) = (x,y)$ for $x\in H$. Proof: Uniqueness: ...
3
votes
0answers
178 views

Prove Heisenberg uncertainty principle (measure and integration theory)

Here is a question in measure and integration theory, Let $f$ be a continuously differentiable complex function on $\mathbf{R}$ s.t. the functions $x \mapsto xf(x)$ and $f'$ are in ...
2
votes
0answers
132 views

Testing whether a finite measure is absolutely continuous with respect to Lebesgue measure using wavelets

I've been working through Fundamentals of Stochastic Filtering (Bain, Crisan) and am a little perplexed by the following (initially) seemingly straightforward exercise and its given solution. We are ...
6
votes
1answer
195 views

Measure on a separable Hilbert space

Let $H$ be a real separable Hilbert space. Is it true that there exist a probability space $(\Omega, \mu)$ and a measurable function $\pi\colon \Omega \to H$ such that for any $h \in H$ we have $$ ...
1
vote
1answer
116 views

Mutually orthogonal subspaces of $L^{2}(X,\mu)$

Let $(X,\mathcal{M},\mu)$ be a measure space. If $E\in\mathcal{M}$, we identify $L^{2}(E,\mu)$ with the subspace of $L^{2}(X,\mu)$ consisting of functions that vanish outside $E$. If $\{E_{n}\}$ is a ...
2
votes
1answer
308 views

Conditions on the weight function for Hermite polynomials' completeness

Hermite polynomials form a complete orthonormal basis of the weighted $L^2(\mathbb R, w \; dx)$ space, with inner product $$ \langle f, g \rangle_w = \int_\mathbb R f(x) g(x) \; w(x) dx. $$ A short ...
4
votes
0answers
143 views

What is the dual space of $C([0,T];X)$ ($X$ Hilbert space)?

What is the dual space of $C([0,T];X)$, where $X$ is a Hilbert space? Is it $\operatorname{BV}([0,T]; X^*)$? As we know, for $C([0,T])$, the dual space is $\operatorname{BV}([0,T])$, but when it is ...
3
votes
1answer
162 views

Compute spectral/projection-valued measures explicitly?

Spectral/projection-valued measures have very handy applications theoretically, but I got stuck when asked to compute explicitly certain projection-valued measures. Let's focus on the following: ...
2
votes
1answer
83 views

Is it ok to switch the limits in $L_2$?

Let $(X,B,\mu)$ be a probability space and let $U$ be a unitary operator on $L_2(X,B,\mu)$. Suppose that $g_n$ is a convergent sequence in $L_2(X,B,\mu)$, $g_n\rightarrow g$. Suppose also that there ...
2
votes
1answer
86 views

Proving $L^2$ convergence (application of dominated convergence?)

For any $f\in L^2(\mathbb{R}^d)$ prove \begin{align}\left\lVert \int_{\mathbb{R}^d} e^{i |x-y|^2}f(y) dy-\int_{\mathbb{R}^d}e^{i |x-y|^2} e^{-|y|^2/a}f(y) dy \right\rVert_{L^2} \rightarrow 0\ \ \ ...
4
votes
3answers
645 views

Question about example of non-separable Hilbert space

I have come across the following example of a non-separable Hilbert space: Example 2.84. Let $I$ be a set, equipped with the discrete topology and the counting measure $\lambda_{\text{ count}}$ ...
1
vote
1answer
141 views

Hilbert spaces other than $L^2$

From measure theory we know that if $G$ is a finite measure space then $p \leq p^\prime$ implies $L^{p^\prime}(G) \subset L^p(G)$ where $L^p$ is the space of all $p$-integrable functions. So let $G$ ...
2
votes
2answers
162 views

Is $L^2(D)$ separable?

Let $D$ be a bounded connected open subset of $R^n$ and $μ$ is a finite measure on $D$, say the Lebesgue measure. Is $L_2(μ)$ separable? Is a bounded sequence $\{f_k\}$ of $L^2(μ)$ pre-compact?
3
votes
1answer
338 views

Orthonormal basis for product $L^2$ space

Let $(X,\mu)$ and $(Y,\nu)$ be $\sigma$-finite measure spaces such that $L^2(X)$ and $L^2(Y)$ . Let $\{f_n\}$ be an orthonormal basis for $L^2(X)$ and let $\{g_m\}$ be an orthonormal basis for ...
2
votes
1answer
106 views

Hilbert sum of $L_2(X_\nu,\mu_\nu)$ spaces.

Let $\{(X_\nu,\mu_\nu):\nu\in\Lambda\}$ be a family of measurable spaces. Is it true that $\bigoplus_2\{L_2(X_\nu,\mu_\nu):\nu\in\Lambda\}$ isometrically isomorphic to ...
9
votes
4answers
816 views

Measure on Hilbert Space

On $\mathbb{R}^n$, we of course have the usual Lebesgue meausre. In many ways, separable, infinite-dimesional Hilbert space is the most natural generalization of $\mathbb{R}^n$ to ...
8
votes
2answers
475 views

Haar's base for $L^2[0,1]$

$\newcommand{\span}{\operatorname{span}}$ Define $e_{0,0}\equiv 1$, and for all $n\in \mathbb{N}$ $$e_{n,k}=\begin{cases} 2^{n/2} &\text{if } \frac{k-1}{2^n}\leq x\lt \frac{k-\frac{1}{2}}{2^n}\\ ...
7
votes
1answer
249 views

Existence of the Pettis integral

This is related to a question of MO: A question on the integral of Hilbert valued functions. I'm sure it's easy, but I cannot think right now, so I thought I'd ask. Let $f:[0,1]\rightarrow H$ be a ...
1
vote
3answers
178 views

Why is it useful to express PDE solutions as $L^2$-convergent series?

The existence of an $L^2$ orthonormal basis consisting of eigenfunctions of a Sturm-Liouville equation helps us to express the solutions of various ODEs and PDEs as infinite series. However, in the ...
2
votes
3answers
670 views

Orthonormal basis in $L^2(\Omega)$

In the one dimension case, where $\Omega\subseteq{\bf R}$ is a bounded domain, for example $\Omega=[0,2\pi]$, one can find the orthonormal basis for $L^2(\Omega)$: $$\{e_n\}_{n\in {\bf Z}}$$ where ...