- #1
camillio
- 74
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Hello, I'm reading Gaussian measures on Hilbert spaces by S. Maniglia (available via google) and I have the following issue, regarding the proof.
He states in Lemma 1.1.4:
Let μ be a finite Borel measure on H. Then the following assertions are equivalent:
(1) [itex] \int_H |x|^2 \mu(dx) < \infty[/itex]
(2) There exists a positive, symmetric, trace class operator Q s.t. for [itex]x,y \in H[/itex]
[tex] <Qx, y> = \int_H <x,z><y,z> \mu(dz).[/tex]
If (2) holds, then [itex]Tr Q = \int_H |x|^2 \mu(dx)[/itex].
--------
The proof begins:
Spse (2) holds. Let [itex](e_n)_{n\in \mathbb{N}}[/itex] be an orthonormal basis of H. Then
[tex]
\int_H |x|^2 \mu(dx) = \sum_{n=1}^\infty \int_H |<x, e_n>|^2 \mu(dx) = \sum_{n=1}^\infty <Qe_n, e_n> = Tr Q < \infty.
[/tex]
What I have trouble with is the transitiono to the sum of [itex]<Qe_n, e_n>[/itex]. If I suppose, that [itex]x, e_n[/itex] may be complex, then I miss the adjoint part of the absolute value.
Most probably I miss some trivial notion, so any help will be appreciated.
He states in Lemma 1.1.4:
Let μ be a finite Borel measure on H. Then the following assertions are equivalent:
(1) [itex] \int_H |x|^2 \mu(dx) < \infty[/itex]
(2) There exists a positive, symmetric, trace class operator Q s.t. for [itex]x,y \in H[/itex]
[tex] <Qx, y> = \int_H <x,z><y,z> \mu(dz).[/tex]
If (2) holds, then [itex]Tr Q = \int_H |x|^2 \mu(dx)[/itex].
--------
The proof begins:
Spse (2) holds. Let [itex](e_n)_{n\in \mathbb{N}}[/itex] be an orthonormal basis of H. Then
[tex]
\int_H |x|^2 \mu(dx) = \sum_{n=1}^\infty \int_H |<x, e_n>|^2 \mu(dx) = \sum_{n=1}^\infty <Qe_n, e_n> = Tr Q < \infty.
[/tex]
What I have trouble with is the transitiono to the sum of [itex]<Qe_n, e_n>[/itex]. If I suppose, that [itex]x, e_n[/itex] may be complex, then I miss the adjoint part of the absolute value.
Most probably I miss some trivial notion, so any help will be appreciated.
Last edited: