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In the Hilbert space view, this is the orthogonal projection of onto the kernel of the expectation operator, which a continuous linear functional on the Hilbert space (in fact, the inner product with the constant random variable 1), and so this kernel is a closed subspace.
In mathematics, an inner product space (or, rarely, a Hausdorff pre-Hilbert space [1] [2]) is a real vector space or a complex vector space with an operation called an inner product. The inner product of two vectors in the space is a scalar , often denoted with angle brackets such as in a , b {\displaystyle \langle a,b\rangle } .
Every inner product space is also a normed space. A normed space underlies an inner product space if and only if it satisfies the parallelogram law, or equivalently, if its unit ball is an ellipsoid. Angles between vectors are defined in inner product spaces. A Hilbert space is defined as a complete inner product space. (Some authors insist ...
The quotient space of by the vector subspace is an inner product space with the inner product defined by +, + := (),,, which is well-defined due to the Cauchy–Schwarz inequality. The Cauchy completion of A / I {\displaystyle A/I} in the norm induced by this inner product is a Hilbert space, which we denote by H {\displaystyle H} .
This example used the standard inner product, which is the map := ¯, but if a different inner product is used, such as := ¯ where is any Hermitian positive-definite matrix, or if a different orthonormal basis is used then the transformation matrices, and thus also the above formulas, will be different.
Hilbert C*-modules are mathematical objects that generalise the notion of Hilbert spaces (which are themselves generalisations of Euclidean space), in that they endow a linear space with an "inner product" that takes values in a C*-algebra.
The Hilbert–Schmidt operators form a two-sided *-ideal in the Banach algebra of bounded operators on H. They also form a Hilbert space, denoted by B HS (H) or B 2 (H), which can be shown to be naturally isometrically isomorphic to the tensor product of Hilbert spaces, where H ∗ is the dual space of H.
If a normal operator T on a finite-dimensional real [clarification needed] or complex Hilbert space (inner product space) H stabilizes a subspace V, then it also stabilizes its orthogonal complement V ⊥. (This statement is trivial in the case where T is self-adjoint.) Proof. Let P V be the orthogonal projection onto V.