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Tensor products are dense in Bochner L2 under scalar and spatial density

Statement

Let S be the scalar linear span of a declared polynomial-chaos family in L2(ρ) and let V0 be a linear subspace dense in the separable real Hilbert space V. Assume separately that S is dense in L2(ρ); this law-specific completeness hypothesis is not inferred from finite moments. Then the algebraic tensor span span⁡{ s(⋅)v:s∈S, v∈V0 } is dense in Lρ2(V).

Facts & Assumptions

Given: A finite product probability space, the stated scalar density hypothesis, and a dense linear spatial subspace V0⊆V.

[F1]

Bochner L2 space for a finite product-law input defines Lρ2(V) using strongly measurable square-integrable maps.

[F2]

Dominated convergence gives convergence of scalar integrals for pointwise almost-everywhere convergence under an integrable measurable majorant.

[F3]

Scalar density of S in L2(ρ) is an explicit hypothesis in Given, not a conclusion of the finite-basis orthonormality theorem.

[F4]

Density of V0 in V is an explicit hypothesis in Given.

[F5]

Strongly measurable Banach-valued function characterizes strong measurability through simple-map approximation; a scalar measurable function times a fixed vector is strongly measurable.

Proof

1.1F1F2F5givenchoose

Fix U∈Lρ2(V) and ε>0. By [F1] and [F5], choose a simple approximation sequence and replace it and U by zero on their measurable null exceptional set. Write Sn for the resulting simple maps, which converge everywhere to the Borel representative U. Set Tn=Sn1{∥Sn∥V≤2∥U∥V}. The truncation sets are measurable and Tn is finite-valued simple. At U=0 it is zero; at every other point it eventually equals Sn, so Tn→U. Since ∥Tn−U∥V2≤9∥U∥V2, [F2] gives ∥Tn−U∥Lρ2(V)→0. Choose one such map S=∑k=1m1Ekvk with error below ε/2, taking m≥1 by allowing a zero value. It remains to approximate its finitely many terms with total error below ε/2.

2.1F1F3F4F5step 1.1algebra

For each k, use [F3] and [F4] to choose sk∈S and wk∈V0 with ∥1Ek−sk∥L2(ρ)∥vk∥V+∥sk∥L2(ρ)∥vk−wk∥V<ε/(2m). Such choices are possible by first making the scalar error arbitrarily small, which bounds ∥sk∥2≤∥1Ek∥2+∥1Ek−sk∥2, and then making the vector error small. The product norm estimate ∥1Ekvk−skwk∥Lρ2(V)≤∥1Ek−sk∥2∥vk∥V+∥sk∥2∥vk−wk∥V follows pointwise from the triangle inequality and then from scalar square-integral estimation. Each product is strongly measurable by [F5], so these are legitimate Bochner-space norms.

3.1step 1.1step 2.1algebra∎

The finite sum ∑k=1mskwk belongs to the displayed algebraic tensor span, and the triangle inequality with step 2.1 gives distance less than ε/2 from S. Together with step 1.1 its distance from U is less than ε. Since U and ε were arbitrary, the span is dense.

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