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2004 | OriginalPaper | Buchkapitel

L2 and Hilbert Spaces

verfasst von : Jean Jacod, Philip Protter

Erschienen in: Probability Essentials

Verlag: Springer Berlin Heidelberg

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We suppose given a probability space (ω, F, P). Let L2 denote all (equivalence classes for a.s. equality of) random variables X such that E{X2| < ∞. We henceforth identify all random variables X, Y in L2 that are equal a.s. and consider them to be representatives of the same random variable. This has the consequence that if E{X2| = 0, we can conclude that X = 0 (and not only X = 0 a.s.).

Metadaten
Titel
L2 and Hilbert Spaces
verfasst von
Jean Jacod
Philip Protter
Copyright-Jahr
2004
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-55682-1_22