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I am learning the concept of $L^2_w[a,b]$ space - space of square-integrable functions on the interval $[a,b]$ - in the context of Hilbert spaces. After struggling to show that the space of continuous functions is not complete, I came to wonder if the $L^2_w$ norm is in fact a well-defined norm.

The definition of a norm, by my understanding, is any function from a vector to a scalar satisfying:

  • $|| a || \ge 0$ with $||a||=0$ implying $a=\mathbb{0}$,
  • $||\lambda a|| = |\lambda| \cdot ||a||$, and
  • $||a+b|| \le ||a|| + ||b||$.

My problem is with the first axiom. It feels like there are plenty of functions in $L^2_w[a,b]$ that are nonzero yet have zero norm. One such example is $f(x)=\begin{cases} 0 & (x \ne \frac{a+b}{2}) \\ 1 & (x = \frac{a+b}{2}) \end{cases}$. These examples seem terrifying to me since, in case of Cauchy sequences in such space, $\lim_{n \rightarrow \infty}{||f_n-f||=0}$ might not imply $\lim_{n\rightarrow\infty}f_n = f$.

Am I missing something or understanding something horribly wrong? Thank you.

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2 Answers 2

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The point is the definition of the $L^2$ space: It does NOT consist of square integrable functions but of equivalence classes of square integrable functions. an equivalence class is defined by saying $f \sim g$ iff $f$ and $g$ differ on a set of measure zero.

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  • $\begingroup$ Ah, thanks for the clarification! Would that imply that the choice of measure on the domain could change the elements of the $L^2$ space? Sorry if that was nonsensical; I never studied measure theory before. $\endgroup$
    – 이희원
    Commented Mar 14, 2023 at 13:47
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    $\begingroup$ Yes, the choice of measure is essential. So you should not think of "the L^2"-space. But of an $L^2$-space with its accompanying measure. $\endgroup$
    – P.Jo
    Commented Mar 14, 2023 at 13:49
  • $\begingroup$ Great! Thanks for the clarification. $\endgroup$
    – 이희원
    Commented Mar 14, 2023 at 13:51
  • $\begingroup$ @P.Jo Unless I'm mistaken though, all of those $L^2$ spaces are isomorphic to each other. $\endgroup$ Commented Mar 14, 2023 at 23:35
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    $\begingroup$ @eyeballfrog: Not quite. For instance if we equip $[0,1]$ with counting measure, we get an $L^2$ space that is not separable. And if it's a point mass then $L^2$ is one-dimensional. But I do believe that for any Borel measure that's $\sigma$-finite and not a finite sum of point masses, you get $L^2$ to be a separable infinite-dimensional Hilbert space, all of which are isomorphic. $\endgroup$ Commented Mar 15, 2023 at 2:59
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In $L_\omega^2$ two function are considered identical if they are equal "almost everywhere" - that is, everywhere but on a set of $\omega$ measure $0$ . The actual vectors in that space are the equivalence classes of functions that are equal almost everywhere.

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