http://en.wikipedia.org/wiki/Hilbert_space
btw...just my (unsolicited) opinion...
all the things we encounter in maths must have something corresponding to it that exists in reality...
hilbert space assumes infinite dimensions and that sounds reasonable to me, because the three axis (dimensions) we define are within one dimension...i.e. time and space ...thus there is either only one dimension (space-time) or infinite dimensions because the three axis describe things only in the time-space dimension...and even within time and space...you could have more than 3 axis...
for example besides space time you need another dimension for instantaneous transmission of law of conservation of momentum...and (perhaps...as a hypothesis...) for explaining the select properties of gyroscopes...
in short if maths comes up with things like complex numbers, wave functions to describe something...it tells us that ...there is something in reality that we are missing/don't understand.