L2 space

Definition (l2(Z+;R)l_{2}(\mathbb{Z}_{+};\mathbb{R}))

l2(Z+;R):={xΓ(Z+;R):x2=(iZ+x(i)2)1/2<}l_{2}(\mathbb{Z}_{+};\mathbb{R}):=\left\{ x\in\Gamma(\mathbb{Z}_{+};\mathbb{R}):\lVert x \rVert _{2}=\left( \sum_{i\in \mathbb{Z}_{+}}\left| x(i) \right| ^{2} \right)^{1/2}<\infty \right\}

Theorem (2.3.6)

The Hilbert space l2(Z+;R)l_{2}(\mathbb{Z}_{+};\mathbb{R}) with inner product h1,h2=nZ+h1(n)h2(n),\langle h_{1}, h_{2} \rangle =\sum_{n\in \mathbb{Z}_{+}}h_{1}(n)h_{2}(n),is separable.

Definition (L2L^{2})

L2(R+;R)={fΓ(R+;R):f2=(R+f(x)2λ(dx))1/2}L^{2}(\mathbb{R}_{+};\mathbb{R})= \left\{ f\in\Gamma(\mathbb{R}_{+};\mathbb{R}):\lVert f \rVert _{2}=\left( \int\limits _{\mathbb{R}_{+}}|f(x)|^{2} \, \lambda(dx) \right)^{1/2} \right\}

Theorem (2.3.7)

Any function in C([0,1];R)C([0,1];\mathbb{R}) can be approximated arbitrarily well by a polynomial under the supremum norm.

Theorem (2.3.8)

The set C([0,1];R)C([0,1];\mathbb{R}) is dense in L2([0,1];R)L^{2}([0,1];\mathbb{R}).

Theorem (2.3.9)

The space L2([0,1],R)L^{2}([0,1],\mathbb{R}) is separable.

Theorem (2.3.10)

L2(R+;R)L^{2}(\mathbb{R}_{+};\mathbb{R}) is separable.

Theorem (2.3.11)

L2([1,);R)L^{2}([1,\infty);\mathbb{R}) is dense in L1([1,);R)L^{1}([1,\infty);\mathbb{R}).

Theorem (2.3.12)

CcC_{c} is dense in L1(R;R)L^{1}(\mathbb{R};\mathbb{R}).

Remark

The above is also important in that, it shows that in Lp(R+),1p<L^{p}(\mathbb{R}_{+}), 1 ≤ p < ∞, the mass of a function cannot escape to infinity. We will revisit this important characteristic occasionally in particular while discussing Fourier transforms.

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