Definition:L-2 Inner Product

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Definition

Let $\struct {X, \Sigma, \mu}$ be a measure space.

Let $\map {\mathcal L^2} {X, \Sigma, \mu}$ be the Lebesgue $2$-space of $\struct {X, \Sigma, \mu}$.

Let $\map {L^2} {X, \Sigma, \mu}$ be the $L^2$ space of $\struct {X, \Sigma, \mu}$.


We define the $L^2$ inner product $\innerprod \cdot \cdot : \map {L^2} {X, \Sigma, \mu} \times \map {L^2} {X, \Sigma, \mu} \to \R$ by:

$\ds \innerprod {\eqclass f \sim} {\eqclass g \sim} = \int \paren {f \cdot g} \rd \mu$

where:

$\eqclass f \sim, \eqclass g \sim \in \map {L^2} {X, \Sigma, \mu}$ where $\eqclass f \sim$ and $\eqclass g \sim$ are the equivalence class of $f, g \in \map {\LL^2} {X, \Sigma, \mu}$ under the $\mu$-almost everywhere equality relation.
$\ds \int \cdot \rd \mu$ denotes the usual $\mu$-integral of $\mu$-integrable function
$f \cdot g$ denotes the pointwise product of $f$ and $g$.


Also see