Riesz representation theorem

Theorem (3.2.2)

  1. Every linear bounded functional F:lp(Z+;R)→RF:l_{p}(\mathbb{Z}_{+};\mathbb{R})\to \mathbb{R}, for 1≤p<∞1\le p<\infty is representable uniquely in the form F(x)=∑i=0∞ηixiF(x)=\sum_{i=0}^{\infty}\eta_{i}x_{i}where x={xi}i∈Z+∈lp(Z+;R),η={ηi}i∈Z+∈lq(Z+;R)x=\{ x_{i} \}_{i\in \mathbb{Z}_{+}}\in l_{p}(\mathbb{Z}_{+};\mathbb{R}),\eta=\{ \eta_{i} \}_{i\in \mathbb{Z}_{+}}\in l_{q}(\mathbb{Z}_{+};\mathbb{R}) with 1p+1q=1\frac{1}{p}+\frac{1}{q}=1.
  2. Furthermore, every vector η∈lq(Z+;R)\eta \in l_{q}(\mathbb{Z}_{+};\mathbb{R}) defines such a vector F∈lp(Z+;R)∗F\in l_{p}(\mathbb{Z}_{+};\mathbb{R})^{*} (as above) with ∥F∥=∥η∥q.\lVert F \rVert =\lVert \eta \rVert _{q}.
  3. This also applies to Lp(R+;R)L^{p}(\mathbb{R}_{+};\mathbb{R}).

Remark

What this theorem tells us is that while studying spaces such as LpL^{p} or lpl_{p}, we can use an inner-product like (but not an inner-product in the way we defined Hilbert spaces) expression to represent the set of all linear functions on XX by: ⟨⋅,y⟩:X∋x↦⟨x,y⟩=∫Rx(t)y(t) dt∈R\langle \cdot, y \rangle : X\owns x\mapsto \langle x, y \rangle =\int\limits _{\mathbb{R}}x(t)y(t) \, dt \in \mathbb{R}where ⟨⋅,y⟩\langle \cdot, y \rangle is a continuous linear function on XX, but this is equivalent to the function y∈Lq(R+;R)y\in L^{q}(\mathbb{R}_{+};\mathbb{R}) having an inner product-like expression with x∈Xx\in X.

Remark

Likewise, for a discrete-time signal: ⟨⋅,y⟩:X∋x↦⟨x,y⟩=∑i=1∞x(i)y(i)∈R\langle \cdot, y \rangle :X\owns x\mapsto \langle x, y \rangle =\sum_{i=1}^{\infty}x(i)y(i)\in \mathbb{R}is a linear function on XX.

Remark

Thus, if X=Lp(R+;R)X=L^{p}(\mathbb{R}_{+};\mathbb{R}) for 1≤p<∞1\le p<\infty, we can show that the dual space of XX is representable by elements in Lq(R+;R)L^{q}(\mathbb{R}_{+};\mathbb{R}) where 1p+1q=1\frac{1}{p}+\frac{1}{q}=1.

Theorem (3.2.3)

Every linear bounded function ff on a Hilbert space HH admits a representation of the form f(x)=⟨x,y⟩,y∈Hf(x)=\langle x, y \rangle,\quad y\in H

Definition (Aligned)

We say for some normed vector space XX and its dual X∗X^{*} that x∈Xx\in X and x∗∈X∗x^{*}\in X^{*} are aligned if ⟨x,x∗⟩=∥x∥∥x∗∥\langle x, x^{*} \rangle =\lVert x \rVert \lVert x^{*} \rVert