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The mean-zero L² space is a Hilbert space

Statement

Assume Countable Choice (The Axiom of Countable Choice (ACω)). For any probability measure P, the space L02(P) of Mean-zero square-integrable functions is a closed real linear subspace of real L2(P) with pairing ⟨f,g⟩P:=∫fg dP; consequently it is a real Hilbert space (Hilbert space). The only choice use is the Countable Choice assumption already required by the general L2(P) completeness supplier.

Facts & Assumptions

Given: Countable Choice and a probability measure P on (X,A).

[A1]

Countable Choice is the stated selection principle (The Axiom of Countable Choice (ACω)).

[F1]

Under Countable Choice, real L2(P) with pairing ⟨f,g⟩=∫fg dP is a complete real inner-product space (L2 with the integral pairing is a Hilbert space).

[F2]

Cauchy–Schwarz in an inner-product space gives ∣⟨f,g⟩∣≤∥f∥∥g∥ (Cauchy–Schwarz: ∣⟨x,y⟩∣≤∥x∥ ∥y∥, with equality exactly for dependent pairs).

[F3]

L02(P)={f∈L2(P):Pf=0}, with Pf well-defined on equivalence classes (Mean-zero square-integrable functions).

Proof

technique · Identify the mean-zero space as the kernel of the continuous expectation functional
1.1F1F2F3algebra

The constant function 1 belongs to L2(P) and has norm 1, since P(X)=1. For each f∈L2(P), the pairing in [F1] satisfies Pf=⟨f,1⟩P, so [F2] gives ∣Pf∣≤∥f∥2. Thus f↦Pf is a bounded linear functional, and its kernel is exactly L02(P) by [F3].

2.1step 1.1F1F3

The kernel is linear. If fn∈L02(P) and fn→f in L2(P), then ∣Pf∣=∣P(f−fn)∣≤∥f−fn∥2→0 by step 1.1 and linearity of the pairing [F1], so f∈L02(P). Hence the kernel is closed.

3.1A1F1step 2.1∎

Every Cauchy sequence in L02(P) is Cauchy in L2(P), which is complete by [F1] under the Countable Choice assumption [A1]; its L2(P) limit lies in L02(P) by step 2.1. The restricted inner product is therefore complete, proving the asserted Hilbert-space property.

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