My professor taught us this last week
Legendre Polynomials form a maximal orthogonal set in this larger space (previously we were looking at polynomials)
This means that there is no nonzero square-integrable function which is orthogonal to all Legendre polynomials. This allows us to expand any square-integrable function f(x) on [−1, 1] in a series of Legendre polynomials $$\sum_{n\geq0} c_nP_n(x)$$ where $$c_n = \frac{<f,P_n>}{<P_n,P_n>}$$ This is called the Fourier-Legendre series
My doubt in this is how can we write this? Legendre polynomials don't form a basis in the space of square integrable functions.
Further, the more pressing issue is that we are doing an infinite summation, and vector spaces are closed only under finite additions. What is the guarantee that this sum would still belong to the vector space of square integrable functions?