Normed spaces

December 31, 2018 — January 4, 2019

algebra
functional analysis
metrics
nonparametric

1 Vector space

A vector V space over F{C,R} is a set of objects that satisfy the rules of vector arithmetic, e.g. for all vectors x,yV, and all scalars α,βF, we have αx+βyV.

Just doing vector arithmetic is not usually interesting for our purposes; we usually wish to measure what our vectors are doing in some sense, and so need a notion of similarity etc. This is where norms come in.

2 Operators

a.k.a. mappings, translations. These are simply functions from one vector space to another. We can write the operator T T:VWvTv

2.1 Linear integral operators

There is a type of operator that we use particularly often, defined by a kernel K:V×VC and when V is an L2 space of functions V:=L2(Rd). (🚧TODO🚧 clarify L2 ) Specifically T:VV(Tv)(x)RdK(x,y)v(y)dy

3 Normed space

A vector V space over F{C,R} is a set of objects that satisfy the rules of vector arithmetic, e.g. for all vectors x,yV, and all scalars α,βF, we have αx+βyV.

If V is also a normed space over F then it is associated with a norm :VR, such that, for x,yV and aF,

  1. x0
  2. ax=|a|x
  3. x+yx+y

If V is complete (i.e. closed under limits) then it is called a Banach space.