TheoremBase

L²(μ;ℝⁿ) Is a Real Hilbert Space

L²(μ;ℝⁿ) is a real inner product space whose squared norm is the integral of |f|², the sum of the squared 2-seminorms of the components; under dependent choice it is complete, hence a real Hilbert space.

Statement

In the settings of Measurable Functions and the Lebesgue Integral: Standing Notation and Real Normed, Inner Product and Hilbert Spaces: Notation, let (X,F,μ)(X,\mathcal{F},\mu) be a measure space and let n∈Nn\in\mathbb{N}. L2(μ;Rn)L^{2}(\mu;\mathbb{R}^{n}) and its elements [f][f] are as in The Lebesgue Space L²(μ;ℝⁿ) (i), with the sum and scalar multiplication of The Lebesgue Space L²(μ;ℝⁿ) (ii) and the inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle of The Lebesgue Space L²(μ;ℝⁿ) (iii); ∣f∣2|f|^{2} and the set L2(μ;Rn)\mathcal{L}^{2}(\mu;\mathbb{R}^{n}) of square-integrable functions are as in Square-Integrable Vector-Valued Functions (i) and Square-Integrable Vector-Valued Functions (ii), and ∥g∥2\|g\|_{2}, for gg in the set L2(μ)\mathcal{L}^{2}(\mu) of Power-Integrable Functions and the p-Seminorm (ii), is the 22-seminorm. 00 denotes the function X→RnX\to\mathbb{R}^{n} with value the origin, and −f-f the function x↦−f(x)x\mapsto-f(x).

Inner product space. L2(μ;Rn)L^{2}(\mu;\mathbb{R}^{n}), with this sum and scalar multiplication, is a real vector space, with zero vector [0][0] and negatives −[f]=[−f]-[f]=[-f]; and ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle is an inner product on it, so that L2(μ;Rn)L^{2}(\mu;\mathbb{R}^{n}) is a real inner product space.

Norm. For every f∈L2(μ;Rn)f\in\mathcal{L}^{2}(\mu;\mathbb{R}^{n}), the induced norm of [f][f] satisfies

∥[f]∥2=∫∣f∣2 dμ=∑k=1n∥fk∥22.\|[f]\|^{2}=\int|f|^{2}\,d\mu=\sum_{k=1}^{n}\|f_{k}\|_{2}^{2}.

Completeness. Assume the axiom of dependent choice. Then L2(μ;Rn)L^{2}(\mu;\mathbb{R}^{n}) is a real Hilbert space.

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