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Measure, Integration & Real Analysis, 2021a

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234 Chapter 8 Hilbert Spaces<br />

Suppose that μ is a measure and<br />

1 < p ≤ ∞. In7.25 we considered the<br />

natural map of L p′ (μ) into ( L p (μ) ) ′ , and<br />

Frigyes Riesz (1880–1956) proved<br />

8.47 in 1907.<br />

we showed that this maps preserves norms. In the special case where p = p ′ = 2,<br />

the Riesz Representation Theorem (8.47) shows that this map is surjective. In other<br />

words, if ϕ is a bounded linear functional on L 2 (μ), then there exists h ∈ L 2 (μ) such<br />

that<br />

∫<br />

ϕ( f )=<br />

fhdμ<br />

for all f ∈ L 2 (μ) (take h to be the complex conjugate of the function given by 8.47).<br />

Hence we can identify the dual of L 2 (μ) with L 2 (μ). In9.42 we will deal with other<br />

values of p. Also see Exercise 25 in this section.<br />

EXERCISES 8B<br />

1 Show that each of the inner product spaces in Example 8.23 is not a Hilbert<br />

space.<br />

2 Prove or disprove: The inner product space in Exercise 1 in Section 8A is a<br />

Hilbert space.<br />

3 Suppose V 1 , V 2 ,...are Hilbert spaces. Let<br />

V =<br />

Show that the equation<br />

{<br />

( f 1 , f 2 ,...) ∈ V 1 × V 2 ×···:<br />

〈( f 1 , f 2 ,...), (g 1 , g 2 ,...)〉 =<br />

∞<br />

∑<br />

k=1<br />

∞<br />

∑<br />

k=1<br />

}<br />

‖ f k ‖ 2 < ∞ .<br />

〈 f k , g k 〉<br />

defines an inner product on V that makes V a Hilbert space.<br />

[Each of the Hilbert spaces V 1 , V 2 ,...may have a different inner product, even<br />

though the same notation is used for the norm and inner product on all these<br />

Hilbert spaces.]<br />

4 Suppose V is a real Hilbert space. The complexification of V is the complex<br />

vector space V C defined by V C = V × V, but we write a typical element of V C<br />

as f + ig instead of ( f , g). Addition and scalar multiplication are defined on<br />

V C by<br />

( f 1 + ig 1 )+(f 2 + ig 2 )=(f 1 + f 2 )+i(g 1 + g 2 )<br />

and<br />

(α + βi)( f + ig) =(α f − βg)+(αg + β f )i<br />

for f 1 , f 2 , f , g 1 , g 2 , g ∈ V and α, β ∈ R. Show that<br />

〈 f 1 + ig 1 , f 2 + ig 2 〉 = 〈 f 1 , f 2 〉 + 〈g 1 , g 2 〉 +(〈g 1 , f 2 〉−〈f 1 , g 2 〉)i<br />

defines an inner product on V C that makes V C into a complex Hilbert space.<br />

<strong>Measure</strong>, <strong>Integration</strong> & <strong>Real</strong> <strong>Analysis</strong>, by Sheldon Axler

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