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Bochner L2 on a finite interval is a separable Hilbert space
Statement
Assume the Axiom of Choice. Let be a separable real Hilbert space and , and equip with its Borel sigma-algebra and Lebesgue measure. Let consist of strongly measurable -valued functions modulo equality almost everywhere with . Then is a well-defined real inner product and its induced norm is complete. If is any countable dense set, the finite-valued step functions with values in and finitely many rational interval endpoints are dense in ; in particular is separable.
Statement references
Facts & Assumptions
Given: AC, , and as in the Statement.
Bochner strong measurability is almost-everywhere pointwise norm approximation by measurable simple functions; the norm-integrability criterion characterizes Bochner integrability. Strongly measurable Banach-valued function Bochner integrability criterion
Minkowski holds for scalar , and monotone and dominated convergence hold for nonnegative measurable functions. Minkowski's inequality for integrals, including Monotone convergence for the integral Dominated convergence
The inner product on is positive definite and is complete. Hilbert space Real and complex inner-product spaces and their induced length
Countable Choice is available under AC. The Axiom of Choice AC implies DC implies countable choice The Axiom of Countable Choice ()
Finite-measure subsets of a sigma-finite countably generated measure space are approximable in measure by a countable generating algebra. A countable generator of a sigma-algebra yields a countable algebra of sets Finite-measure sets are approximable in measure by sets from a countable generating algebra
Finite-valued simple functions are dense in scalar . Simple functions with finite-measure support are dense in for
Proof
Given: AC, , and as in the Statement.
Pointwise Cauchy–Schwarz and scalar Cauchy–Schwarz show that the displayed pairing is integrable and bounded by . It is bilinear and symmetric; if , then almost everywhere, so the equivalence class is zero. Thus it is a real inner product.
Let be Cauchy in . By [F4], choose a subsequence with . Use [F4] to choose strongly measurable representatives and modify them to zero on their exceptional null sets. Put . Minkowski gives ; monotone convergence then gives . Hence almost everywhere, and completeness of gives a pointwise limit there; put on the null set.
The limit is strongly measurable: the chosen representatives are strongly measurable and converge pointwise off a measurable null set, so their simple approximations give a strongly measurable limit. The tail estimate and [F2] show . Thus and the subsequence converges in norm. Since the original sequence is Cauchy, the full sequence converges to the same class; is complete.
Fix the given countable dense set . From strong measurability choose finite-valued simple functions converging pointwise almost everywhere to a representative . Replace by ; then pointwise and , so dominated convergence makes finite-valued simple functions dense in . Let be the algebra generated by rational intervals restricted to . It is countable and generates the Borel sigma-algebra. To verify approximation by this particular algebra, let consist of Borel sets approximable in symmetric-difference measure by members of . It contains , is closed under complements because symmetric differences are preserved by complements, and is closed under finite unions by subadditivity. For a countable union, first approximate it by a finite subunion: the measure of the omitted part tends to zero since has finite measure. Then approximate that finite union by . Thus is a sigma-algebra and contains all Borel sets. For a simple function on a finite measurable partition, approximate its cells by , disjointify the approximating cells, and assign the complement to the last cell. The new and old partitions disagree only inside the union of the cellwise symmetric differences. Replace each value by a nearby element of . The integral squared error is bounded by a constant times the measure of that disagreement plus times the maximal squared value error. It tends to zero. The resulting functions take values in and have finitely many rational breakpoints within ; there are only countably many of them. They are dense, proving separability.
Depends on
- Bochner-integrable function
- Strongly measurable Banach-valued function
- Bochner integrability criterion
- Minkowski's inequality for integrals, including $p = \infty$
- Monotone convergence for the integral
- Dominated convergence
- Finite and countable subadditivity of measures
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The Axiom of Choice
- AC implies DC implies countable choice
- Hilbert space
- Separability: the existence of an at most countable dense subset
- Cauchy–Schwarz: $|\langle x,y\rangle|\le\|x\|\,\|y\|$, with equality exactly for dependent pairs
- Simple functions with finite-measure support are dense in $L^p(\mu)$ for $1 \le p < \infty$
- A countable generator of a sigma-algebra yields a countable algebra of sets
- Finite-measure sets are approximable in measure by sets from a countable generating algebra
- Real and complex inner-product spaces and their induced length
Used by
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Sources
- Luigi Ambrosio, Nicola Gigli, and Giuseppe Savaré, Gradient Flows in Metric Spaces and in the Space of Probability Measures (standard reference, not scraped)
- Lénaïc Chizat and Francis Bach, On the Global Convergence of Gradient Descent for Over-parameterized Models using Optimal Transport (standard reference, not scraped)