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Let \begin{equation} H = \{f \in L^2(0,\infty):\int_0^\infty f^2(x)e^{-x}dx \lt\infty\} \end{equation}

Show that $H$ is a Hilbert space with scalar product \begin{equation} \langle f,g \rangle = \int_0^\infty f(x)g(x)e^{-x}dx \end{equation}

I was trying to show that it is complete about the norm coming from scalar product, but I think it's way too difficult. Instead, I was thinking to define a Unitary isomorphism between $H$ and $L^2(0,\infty)$ like this: \begin{equation} U:H\rightarrow L^2(0,\infty) \end{equation}

such that $\langle U(f),U(g)\rangle_{L^2}$ = $\langle f,g\rangle_{H}$.

The idea is that the scala product on $H$ is really similar to $L^2$ 's one. Any suggestions on how to define it properly?

James Arten
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    $f \mapsto (x \mapsto e^{-x/2} f(x))$ springs to mind. – Theo Bendit Oct 23 '18 at 12:02
  • Simply because I'm dealing with these things for the first time. Thank you – James Arten Oct 23 '18 at 12:16
  • @TheoBendit you proebably mean $e^{x/2}f(x)$ right? – James Arten Oct 23 '18 at 12:17
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    @KaviRamaMurthy not quite. He is defining it as the subspace of $L^2(\lambda)$ ($\lambda$ is the Lebesgue measure on $(0,\infty)$) which is also in $L^2(\mu)$, and using the $L^2(\mu)$-norm, so it is "missing" things which can blow up subexponentially at infinity, therefore cannot be complete in $L^2(\mu)$. – user10354138 Oct 23 '18 at 12:18
  • @user10354138 Thanks for your comment. I was wrong and I have deleted my comment. – Kavi Rama Murthy Oct 23 '18 at 12:50
  • @JamesArten No, I mean what I wrote, at least in the context of how $U$ is defined in your question. With my definition, you have $$\langle U(f), U(g) \rangle_{L^2} = \int_0^\infty e^{-x/2}f(x)e^{-x/2}g(x) , \mathrm{d}x = \int_0^\infty e^{-x}f(x)g(x) , \mathrm{d}x = \langle f, g\rangle_H.$$ – Theo Bendit Oct 23 '18 at 13:36
  • @JamesArten P.S. \langle and \rangle produce $\langle$ and $\rangle$ respectively. – Theo Bendit Oct 23 '18 at 13:41
  • @JamesArten As Kavi Rama Murthy's example shows, the map $U$ is not an isomorphism. In particular, this map is not surjective, as the function $e^{-x/2} \in L^2$ has no preimage. – Theo Bendit Oct 23 '18 at 13:48
  • This is false. My conjecture is you gave the definition of $H$ wrong; is $H = {f \in L^2(0,\infty):\int_0^\infty f^2(x)e^{-x}dx \lt\infty}$ exactly how $H$ was defined in the statement of the problem? – David C. Ullrich Oct 23 '18 at 14:39
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    See, that seems like a silly definition, because it just says $H=L^2((0,\infty))$. – David C. Ullrich Oct 23 '18 at 14:40
  • @DavidC.Ullrich yes the exercise states exactly this.. I found actually another version of it where we have $H = {f:\mathbb{R}\rightarrow(0,+\infty): \int_0^\infty f^2(x)e^{-x}dx < \infty}$ – James Arten Oct 23 '18 at 14:54
  • That second version is even sillier, because the second $H$ is not even a vector space. Unless maybe you meant $f:(0,\infty)\to\Bbb R$. – David C. Ullrich Oct 23 '18 at 14:59
  • that's what I meant.. sorry. – James Arten Oct 23 '18 at 15:01
  • Right. Given that your statement of the second version was so totally wrong, I find it hard to believe that you've reproduced the first version correctly. – David C. Ullrich Oct 23 '18 at 15:17
  • I checked that. It is correct. Thanks anyway – James Arten Oct 23 '18 at 15:21
  • A simpler approach might be checking validity of the Parallelogram law. – arridadiyaat Aug 14 '24 at 14:31

2 Answers2

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I think this is false. $\{I_{(0,n)}\}$ is a Cauchy sequence in $H$ which is not convergent. If this sequence converges in $H$ then some sequence converges almost everywhere w.r.t. $e^{-x}dx$ hence w.r.t. Lebesgue measure and the limit has to be $1$ almost everywhere w.r.t. Lebesgue measure. But then the limit is not in $L^{2}(0,\infty)$, hence not in $H$.

  • That sequence is not cauchy, is it? – alexp9 Oct 23 '18 at 13:00
  • It is Cauchy ln the norm of H. – Kavi Rama Murthy Oct 23 '18 at 13:17
  • Is $I_{(0, n)}$ the indicator function for the interval $(0, n)$? If so, doesn't this converge to the constant function $1$? – Theo Bendit Oct 23 '18 at 13:32
  • No wait, +1, I see my error. The indicator function doesn't belong to $H$ as $H$ consists only of functions already in $L^2(0, \infty)$. I agree: this is not a Hilbert Space. – Theo Bendit Oct 23 '18 at 13:45
  • Sorry but if the sequence $I_{(0,n)}$ is not in $H$ from the beginning, does it make sense to consider it to say that the space is not Hilbert? Probably a dumb question but I have to say again that it's the first time I'm studying this. – James Arten Oct 23 '18 at 14:26
  • @JamesArten What makes you think $I_{(0,n)}$ is not in $H$? – David C. Ullrich Oct 23 '18 at 14:37
  • Sorry of course it is in $H$ I was thinking about letting $n \rightarrow \infty$ but of course $\chi_{0,n}$ belongs to $L^2$ as long as $n$ is finite. – James Arten Oct 23 '18 at 14:50
  • @KaviRamaMurthy can you explain better why the sequence shouldn't be convergent in $H$? – James Arten Oct 23 '18 at 15:10
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    @JamesArten We know, or should know, that if $f_n\to f$ in $L^2(\mu)$ then some subsequence tends to $f$ almost everywhere. Hence if the given $f_n$ have a limit in $H$ the llimit must be $1$. But $1\notin H$. – David C. Ullrich Oct 23 '18 at 15:20
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Ok this is what I got in the end:

Again, we have

\begin{equation} H = \{f \in L^2(0,\infty): \int_0^\infty f^2(x)e^{-x}dx < \infty\} \end{equation} and \begin{equation} \langle f,g \rangle_{H} = \int_0^\infty f(x)g(x)e^{-x}dx \end{equation}

So, (I guess), \begin{equation} ||f||_H = \sqrt{\langle f,f \rangle_{H}} = \left(\int_0^\infty f^2(x)e^{-x}dx \right)^{1/2} \end{equation}

Taking $f_n = \chi_{(0,n)}$ we have $f_n \in L^2(0,\infty) \forall n$ and it is Cauchy in $H$ because, assuming $n >m$ we could consider \begin{equation} ||\chi_{(0,n)}-\chi_{(0,m)}||_H = ||\chi_{(m,n)}||_H = \int_m^n e^{-x}dx = -e^{-n}+e^{-m}<\epsilon \end{equation} For $m,n$ sufficiently large. And also \begin{equation} ||\chi_{(0,n)}-\chi_{(0,\infty)}||_H = \int_0^\infty (\chi_{(0,n)}-\chi_{(0,\infty)})^2e^{-x}dx < \infty \end{equation}

Which step could be wrong?

I'm sorry for my mistakes, I'm here to learn, and also to find people to talk over with.

Thank you

James Arten
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  • What step could be wrong? What's wrong is you seem to be ignoring the other posted answer and comments. There's no suuch thing as $||\chi_{(0,n)}-\chi_{(0,\infty)}||H$ because $\chi{(0,n)}-\chi_{(0,\infty)}$ is not an element of $H$. – David C. Ullrich Oct 23 '18 at 17:46