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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 } .
The first three functions in the sequence () = on [,].As converges weakly to =.. The Hilbert space [,] is the space of the square-integrable functions on the interval [,] equipped with the inner product defined by
In the complex case, the inner product on is defined by , = () ... As any Hilbert space, every space is linearly isometric to a suitable (), where the ...
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 ...
Again, H s,p (Ω) is a Banach space and in the case p = 2 a Hilbert space. Using extension theorems for Sobolev spaces, it can be shown that also W k,p (Ω) = H k,p (Ω) holds in the sense of equivalent norms, if Ω is domain with uniform C k -boundary, k a natural number and 1 < p < ∞ .
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.
The following, seemingly weaker, definition is also equivalent: Definition 3. A unitary operator is a bounded linear operator U : H → H on a Hilbert space H for which the following hold: the range of U is dense in H, and; U preserves the inner product of the Hilbert space, H. In other words, for all vectors x and y in H we have: