bjnartowt
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Homework Statement
Show that \int {{f^*}(x)g(x) \cdot dx} is an inner product on the set of square-integrable complex functions.
Homework Equations
Schwarz inequality:
\left| {\int {{f^*}(x)g(x) \cdot dx} } \right| \le \sqrt {\int {{{\left| {f(x)} \right|}^2} \cdot dx} \int {{{\left| {g(x)} \right|}^2} \cdot dx} }
The Attempt at a Solution
Rephrase what we want to prove: see if:
\int {{f^*}(x)g(x) \cdot dx} < \infty
...is true.
Since we are considering the set of square-integrable-functions: “f” and “g” are in the set of square-integrable functions: they are elements of Hilbert space:
\left\{ {f(x),g(x)} \right\} \in {L^2}
This means the following integrals exist:
\int_{ - \infty }^{ + \infty } {{f^*}(x)f(x) \cdot dx} = \int_{ - \infty }^{ + \infty } {{{\left| {f(x)} \right|}^2} \cdot dx} < \infty {\rm{ }}\int_{ - \infty }^{ + \infty } {{g^*}(x)g(x) \cdot dx} = \int_{ - \infty }^{ + \infty } {{{\left| {g(x)} \right|}^2} \cdot dx} < \infty
In turn: this gaurantees:
\sqrt {\int {{{\left| {f(x)} \right|}^2} \cdot dx} \int {{{\left| {g(x)} \right|}^2} \cdot dx} } < \infty
Schwarz inequality says:
\left| {\int {{f^*}(x)g(x) \cdot dx} } \right| \le \sqrt {\int {{{\left| {f(x)} \right|}^2} \cdot dx} \int {{{\left| {g(x)} \right|}^2} \cdot dx} }
Together: the previous two equations require:
\left| {\int {{f^*}(x)g(x) \cdot dx} } \right| < \infty
Another inequality is that:
\left| {\int {{f^*}(x)g(x) \cdot dx} } \right| < \int {\left| {{f^*}(x)g(x)} \right| \cdot dx}
…which actually ruins what we’re trying to prove. Gah. Well, it doesn't counter-prove it, but I've obviously used the wrong inequality. Somehow it must be that:
\int {\left| {{f^*}(x)g(x)} \right| \cdot dx} \le \sqrt {\int {{{\left| {f(x)} \right|}^2} \cdot dx} \int {{{\left| {g(x)} \right|}^2} \cdot dx} }
but I'm not sure how to get that. Triangle inequality? Perhaps I am staring too hard, but it doesn't seem so?