For question involving Hilbert spaces, that is, complete normed spaces whose norm comes from an inner product.

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1answer
594 views

Quadratic minimization in a Hilbert space

If $A$ is a positive definite matrix, then the solution to the minimization problem $(1/2)x^TAx - b^Tx$ is given by $A^{-1}b$. I'm interested in the generalization of this to a Hilbert space. What ...
5
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1answer
35 views

Linear span in the intersection of Hilbert spaces

Let $V$ be a vector space. Assume $H_1$ and $H_2$ are subspaces of $V$, and that both $H_1$ and $H_2$ are Hilbert spaces with inner-products $\langle \cdot, \cdot\rangle_1$ and $\langle \cdot,\cdot\...
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1answer
70 views

Showing a certain subspace of Hilbert space is dense

Let H be the Hilbert space of square-summable sequences of reals. A few years ago I thought I had proved that the subspace Z of real sequences with only finitely many nonzero terms, such that they ...
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3answers
245 views

Is this space a Hilbert Space?

I have a space of continuously differentiable functions on [a, b] with the dot product defined in this way: $ x \cdot y = \int_a^b \! [x(t)y(t) + x'(t)y'(t)] \, \mathrm{d}t. $ Is this space a Hilbert ...
5
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1answer
97 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 ...
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2answers
214 views

Does a symmetric operator on a Hilbert space have a symmetric adjoint?

Suppose we have a linear operator $T$, densely-defined on some Hilbert space. If $T$ is symmetric (i.e., $T^*$ extends $T$: notationally, $T\subseteq T^*$) does it follow that $T^*$ is also symmetric (...
5
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1answer
88 views

Is $H^1(M) \subset L^2(M) \subset H^{-1}(M)$ a Hilbert triple for $M$ a manifold with boundary?

Is $H^1(M) \subset L^2(M) \subset H^{-1}(M)$ a Hilbert triple for $M$ a manifold with boundary? What smoothness is required of the boundary? I would be grateful for some references to this.
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3answers
1k 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 $\lambda_{\text{ count}}$ ...
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2answers
174 views

$L^{2}$ functions

Let $f(x)$ be a continuous function for all $x\in \mathbb R$, such that $f\in L^{2}(\mathbb R)$ (i.e., $\int_{-\infty}^{\infty}|f(x)|^{2}dx<\infty$), and define $$f_{o}(x):=\sup_{|x-y|\leq 1}|f(y)|$...
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1answer
61 views

$5$ questions on the definition of the Gelfand triple

Let $(H,\langle\;\cdot\;,\;\cdot\;\rangle)$ be a Hilbert space over $\mathbb F\in\left\{\mathbb R,\mathbb C\right\}$, $\left\|\;\cdot\;\right\|$ be the norm induced by $\langle\;\cdot\;,\;\cdot\;\...
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1answer
73 views

Equivalent formulations: pure contraction

I want to prove the following equivalence: let $T$ be a bounded self-adjoint operator on a Hilbert space $H$. TFAE: $\|Tx\|<\|x\|$ for each $x\in H\setminus\{0\}$ $\|T\|\leq1$ and $\pm1\notin\...
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1answer
226 views

Example: operator injective, then the adjoint is NOT surjective

Let $T: V \rightarrow W$ be a bounded operator on normed spaces $V,W$. Now, there is a unique adjoint operator $T': W' \rightarrow V'$ defined by $T'(\alpha) = \alpha \circ T$. In finite dimensional ...
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1answer
414 views

Brownian motion, reproducing kernel Hilbert space, and the Laplace operator

Consider the standard Brownian motion on $[0,1]$: $$ dB_t, \; B_0 = 0, $$ defined on the probability space $(\Omega, P)$. It covariance function is $K(s,t) = \min \{s , t\}$ on $[0,1] \times [0,1]$....
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1answer
190 views

Composition of projections has a fixed point in a Hilbert space

Let Let H be a Hilbert space with an inner product ⟨⋅,⋅⟩ : H×H→R, and induced norm $∥⋅∥ : H→R_+$ Let $C_1$ and $C_2$ be closed, convex, nonempty, disjoint subsets of $H$ with at least one of ...
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1answer
109 views

Compact operator on invariant subspace is compact

Statement: Let $T \in \mathscr{B}(\mathscr{H})$, where $T$ is a compact operator. Let $M$ be a closed invariant subspace of $T$. Show that the restriction of $T$ to $M$ is compact. Attempted Proof: ...
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1answer
646 views

Using Lax Milgram to find a weak solution in an intersection of Sobolev spaces

I am trying to prove the existence of a weak solution of the problem: $$ -\Delta^2 u = f \in L^2(U)\\ \\ u|_{\partial U}=\Delta u|_{\partial U} = 0 $$ on the bounded open set $U\subset\mathbb{R}^n$ ...
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2answers
346 views

Brownian Motion Covariance: max instead of min

It is known that $\operatorname{Cov}(B_t,B_s)=\min(t,s)$ where $B$ is Brownian motion. Can one think of an Ito process or integral (preferrably plain Gaussian process) $W$ such that $\operatorname{Cov}...
5
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1answer
193 views

Show $T$ is compact

$H$ and $K$ are Hilbert Spaces, $(u_n)$ and $(v_n)$ are sequences in $H$ and $K$ respectively. $\sum_{n=1}^{n=\infty} \|u_n\|\|v_n\| $ converges. $T\colon H\rightarrow K$ is defined by $Tx=\sum_{n=1}^{...
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1answer
678 views

Spectral theorem for unitary operators

I saw in several texts, as a part of the spectral theorem for unitary operators, that given a unitary operator $U$ on a Hilbert space $H$ (say it is separable), $H$ can be decomposed as an orthogonal ...
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35 views

Bounded Operators: Topological Dual

Given Hilbert spaces $\mathcal{H}$ and $\mathcal{K}$. Consider the bounded operators: $$\mathcal{B}(\mathcal{H},\mathcal{K}):=\{T:\mathcal{H}\to\mathcal{K}:\|T\|<\infty\}$$ Regard the linear ...
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1answer
75 views

Comparing two sigma algebras in Hilbert spaces

Let $H$ be a non-separable Hilbert space. We denote $B$ by the sigma algebra generated by the norm topology in $H$. We also denote $B_{w}$ by the sigma algebra generated by the weak topology in $H$. ...
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1answer
98 views

Every complete orthonormal set in a Hilbert space $H$ is an orthonormal basis, if and only if $H$ is finite dimensional.

Show that any orthonormal set in a Hilbert space $H$ is linearly independent, and use this to show that $H$ is finite dimensional if and only if every complete orthonormal set is an orthonormal basis. ...
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0answers
129 views

If the Fourier transform of a measure is zero then the measure is zero

If $\mu$ is a complex finite Borel measure on a separable real Hilbert space $H$ be such that $$\hat \mu (x) = \int \limits _H \Bbb e ^{\Bbb i \langle x, y \rangle} \Bbb d \mu _{(y)} = 0, \ \forall x \...
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53 views

Progressed : Convergence problem in Hilbert Space and necessity of inner product

******** PROGRESS : so thanks to Ian's great comment I can get by the proof and that completeness is necessary but I need to know does this hold for general Banach spaces that are not Hilbert spaces? ...
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60 views

Over ZF does “every non-seperable Hilbert space has an orthonormal basis” imply “there exists a non-Lebesgue measurable set”?

I know from this question that it's an open problem whether or not the existence of a dense orthonomral basis for every real or complex Hilbert space $(\text{B}_\text{orth})$ implies the axiom of ...
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0answers
76 views

An inner product on the dual space of a non-complete inner product space?

As is well known, for any Hilbert space $V$, there is a natural inner product on the continuous dual. (the space of all continuous linear functionals). Is there a way to endow an inner product on ...
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0answers
76 views

Pointwise approximation of a closed operator

If $T:\mathcal D(T) \rightarrow \mathcal Y$ is a closed operator from a Banach space $\mathcal X$ to a Banach space $\mathcal Y$, is it possible to find bounded operators $T_n\in \mathscr B(\mathcal X,...
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0answers
89 views

Modes of convergence in infinite direct sums of $L^{2}$ spaces

It is known that if a sequence of random variables converges in norm then there exists a subsequence which converges almost surely. That is: let $\left(X_{n}\right)_{n\in\mathbb{N}}\subseteq L^{2}\...
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67 views

Find a relationship between $\hat f$ and $\hat g$, given $g(x)=\int^{x+1}_x f(t)\,dt$, $f\in L^2(\mathbb R)$,

Given $f\in L^2(\mathbb R)$ and $g(x)=\int^{x+1}_x f(t)\,dt$ (a) Relate $\hat f$ and $\hat g$ (b) Prove $g\in H^1(\mathbb R)$ Part A: $$\hat g(k)= \int^{\infty}_{-\infty} \int^{x+1}_{x} f(t)\,...
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1answer
279 views

Positive Operators: Definition?

Definitions Given an operator algebra $\mathcal{A}\subseteq\mathcal{B}(\mathcal{H})$ with $1\in\mathcal{A}$ Consider selfadjoint operators $A=A^*\in\mathcal{A}$. Define positive elements by: $$A\...
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0answers
76 views

In which cases the spectrum of an operator contains only eigenvalues?

Let $X\neq \{0\}$ be a complex normed spaces (not necessarily finite-dimensional) and $T:D(T)\subset X\to X$ a linear operator (not necessarily bounded). I would like to know under what conditions can ...
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246 views

Is there an orthonormal basis for $L_2[0,1]$ consisting of convex functions?

Is there an orthonormal basis $\{\phi_{\alpha}\}$ for the space $L_2[0,1]$ of square-integrable functions from $[0,1]$ to $\mathbb{R}$ such that every $\phi_{\alpha}$ is convex? Edit: A helpful ...
5
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1answer
221 views

Prove or disprove this argument

Let $L>0$ and let $\Omega$ be the set of all integrable functions from $[0,L]$ to $]0,+\infty[$. For all $\varphi, \psi \in \Omega$ define $\left \langle \varphi,\psi \right \rangle:=\int_{0}^{L}\...
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174 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 ...
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0answers
124 views

Is this a spectral decomposition/embedding/isometry?

Given a symmetric p.s.d matrix G, we know that a gram matrix/inner-product representation, X exists where $G=X^TX$ and $X=U\lambda^{1/2}$ via the eigen decomposition of $G$. Now if I take the same ...
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1answer
232 views

Conditions for the sequence being weakly convergent

Let $H=\ell_2$ be the Hilbert space of the square-summable sequences where $$ \langle x,y\rangle=\sum_{i=1}^{\infty}x_iy_i, \quad \|x\|=\sqrt{\langle x,x\rangle}. $$ Let $F: H\rightarrow H$ be an ...
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0answers
520 views

Sum of operator and adjoint is self-adjoint

In abstract Hodge theory there is the following lemma: Let $H$ be a Hilbert space and $A \in \mathcal{C}(H)$ a densely defined, closed operator (so possibly unbounded) and $A^*$ its adjoint operator. ...
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0answers
210 views

Relations between spectrum and quadratic forms in the unbounded case

Let $H$ be a complex Hilbert space. If $B$ is a bounded self-adjoint operator on $H$ then its spectrum is a closed and bounded subset of the real line and we can find its extremes in terms of the ...
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1answer
229 views

What are the negative-dimentional n-sphere and n-cube?

The generalized formula for the volume and surface area of n-sphere allows to evaluate volumes and areas of negative-dimentional n-spheres. $$\begin{array}{ll} S_{n-1}(R) &= \displaystyle{\frac{n\...
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6answers
811 views

Bounded operator that does not attain its norm

What is a bounded operator on a Hilbert space that does not attain its norm? An example in $L^2$ or $l^2$ would be preferred. All of the simple examples I have looked at (the identity operator, the ...
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3answers
2k views

Compact operator

If $H$ and $K$ are Hilbert spaces,show that if $T:H\longrightarrow K$ is a compact operator and $\{e_{n}\}$ is any orthonormal sequence in $H$ then $\|Te_{n}\|\to0$.Is the converse true? thanks.
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2answers
564 views

Boundedness of operator on Hilbert space

I have the following question: let $\mathcal{H}$ be a Hilbert space and $\{\varphi_{i}\}_{i \in \mathbb{N}}$ be an orthonormal basis. Furthermore let $T: \mathcal{H} \rightarrow \mathcal{H}$ be an ...
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5answers
575 views

Why do bases of infinite dimensional spaces need to be orthonormal?

I asked this question following a discussion in my Mathematical Methods course and didn't get a satisfactory answer. If we have an infinite dimensional Hilbert space, why do we need an orthonormal ...
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1answer
863 views

Hilbert cube is compact

Let $\{u_n\}_{n\in \mathbb N}$ be an orthonormal set in $H$ (Hilbert space). How prove that the set $\displaystyle Q=\{x\in H :\ x=\sum_{i=1}^{\infty}{c_nu_n}, \ \mbox{where} |c_n|\leq\frac{1}{n} \}$ ...
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5answers
1k views

Subspaces of Hilbert Spaces of finite dimension

Given a Hilbert space $H$ of finite dimension, why is any subspace of this space closed? I tried bashing out an answer using an arbitrary Cauchy sequence $\{ f_1 , f_2, \ldots \} \subset S \subset H $ ...
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2answers
686 views

A counterexample to theorem about orthogonal projection

Can someone give me an example of noncomplete inner product space $H$, its closed linear subspace of $H_0$ and element $x\in H$ such that there is no orthogonal projection of $x$ on $H_0$. In other ...
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2answers
378 views

Is this operator bounded? Hilbert space projection

Let $V \subset H$ be Hilbert spaces (different inner products) with $V$ dense in $H$. Let $b_n$ be an orthonormal basis for $H$ and an orthogonal basis for $V$. Define $$P_n:H \to \text{span}(b_1,...,...
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1answer
283 views

Normal $T\in B(H)$ has a nontrivial invariant subspace

I am wondering if the following is true: Every normal $T\in B(H)$ has a nontrivial invariant subspace if $\dim(H)>1$?
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2answers
99 views

A counterexample on the existence of some sequence in Hilbert space

I want to find a uniformly bounded sequence $\{x_n\}$ in $l^2(\mathbb{C})$ such that $x_n$ does not converge to zero in weak topology, i.e., $\exists ~y\in l^2(\mathbb{C}),$ such that $\langle y, ...
4
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2answers
185 views

Do all angles occur in Hilbert spaces?

Let $X$ be a Hilbert space with scalar product $(\cdot,\cdot)$. Then for two vectors $v,w$ of norm $1$, we can interpret $(v,w)$ as an angle, so that $(v,w)=\cos(\varphi)$ for a unique angle $\varphi\...