Norms in Finite Dimensional Spaces
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Questions and Answers

What is the relation of all norms over a finite dimensional vector space X?

  • Norms are independent of each other.
  • Norms can vary significantly.
  • All norms are equivalent. (correct)
  • Only one norm can exist.

The proposition states that the 1-norm is less than or equal to the norm N2 in every case.

False (B)

What is the formula for the norm of a vector x in Rd as defined in the content?

kxk1 = Σ|xi| for i=1 to d

In the mapping Φ: X → Rd, x is represented as _____ in terms of the basis {e1,..., ed}.

<p>x = Σ xi ei</p> Signup and view all the answers

Match the following terms with their definitions:

<p>C0 = Positive constant related to N1 C1 = Upper bound for N1 C00 = Positive constant related to N2 C10 = Upper bound for N2</p> Signup and view all the answers

What does the normalization of vector x refer to in the context?

<p>Scaling the vector to lie on the unit sphere S1 (C)</p> Signup and view all the answers

The mapping Φ is not continuous.

<p>False (B)</p> Signup and view all the answers

Describe what is established when applying the previous proposition to (X, N1).

<p>It establishes the existence of positive constants bounding N1 in relation to kxk1.</p> Signup and view all the answers

What is the supremum norm defined as in normed space X = C1([0, 1])?

<p>The supremum of the absolute value of the function itself (D)</p> Signup and view all the answers

If K is a compact subset of a normed space, then K must also be bounded.

<p>True (A)</p> Signup and view all the answers

What does it mean for a subset K of a normed space to be compact?

<p>Every sequence in K contains a convergent subsequence that converges to an element within K.</p> Signup and view all the answers

A compact set is always _____.

<p>closed</p> Signup and view all the answers

Match the following concepts with their definitions:

<p>Compact set = A set in a normed space where every sequence has a convergent subsequence Supremum norm = The maximum absolute value of a function over an interval Closed set = A set containing all its limit points Bounded set = A set where all elements are within a finite distance from the origin</p> Signup and view all the answers

Which of the following statements is true about the supremum of a sequence in a compact set?

<p>The supremum must exist and be finite (B)</p> Signup and view all the answers

All closed sets in a normed space are compact.

<p>False (B)</p> Signup and view all the answers

Can you provide an example of a compact set in R?

<p>[a, b] for any real numbers a and b with a ≤ b.</p> Signup and view all the answers

What characterizes a series in a normed space as being convergent?

<p>There exists an element x in the space such that the limit of the norm of the difference between the partial sums and x is zero. (D)</p> Signup and view all the answers

In a Banach space, any absolutely convergent series is also convergent.

<p>True (A)</p> Signup and view all the answers

Define an absolutely convergent series.

<p>A series is absolutely convergent if the sum of the norms of its terms is finite.</p> Signup and view all the answers

The partial sums of the series are defined as sN = _____ for N ∈ N.

<p>∑_{n=1}^{N} x_n</p> Signup and view all the answers

What is necessary to prove that a sequence is a Cauchy sequence in a Banach space?

<p>The norms of the differences between its elements must approach zero. (B)</p> Signup and view all the answers

Every sequence in a Banach space is automatically Cauchy.

<p>False (B)</p> Signup and view all the answers

What does it mean for a Banach space to be complete?

<p>A Banach space is complete if every Cauchy sequence in the space converges to an element within that space.</p> Signup and view all the answers

Which of the following is NOT a property of a K-vector space?

<p>Existence of a multiplicative identity (D)</p> Signup and view all the answers

A seminorm on a vector space must ensure that N(x) is always greater than or equal to zero.

<p>True (A)</p> Signup and view all the answers

What is the term for a function N: X → R that satisfies the properties of nonnegativity, homogeneity, and the triangle inequality?

<p>seminorm</p> Signup and view all the answers

For any vectors x, y in a K-vector space, the property that states N(x+y) ≤ N(x) + N(y) is referred to as the __________ inequality.

<p>Triangle</p> Signup and view all the answers

Match the following properties with their definitions:

<p>Commutativity = x + y = y + x Associativity of addition = (x + y) + z = x + (y + z) Existence of zero vector = 0X + x = x Homogeneity = N(αx) = |α|N(x)</p> Signup and view all the answers

What is always true for a norm but may not be true for a seminorm?

<p>Existence of a non-zero vector with zero norm (C)</p> Signup and view all the answers

What symbol represents the additive identity element in a K-vector space?

<p>0X</p> Signup and view all the answers

What is the relationship between the spaces Lq and `q?

<p>Lq can be identified with `q when S = N. (B)</p> Signup and view all the answers

The properties of scalar multiplication in a K-vector space include that 1x = x for all x in the space.

<p>True (A)</p> Signup and view all the answers

The sequence space `1 (N) is equivalent to the space L1 (S, µ) for some special choice of S and µ.

<p>True (A)</p> Signup and view all the answers

What does the notation kXkq represent?

<p>The norm in Lq space for the function X.</p> Signup and view all the answers

`p (N) is defined as the set of sequences x = (xn) such that the sum of |xn|^p is ___ for n from 1 to infinity.

<p>finite</p> Signup and view all the answers

If µ(S) < ∞, which measure space configuration is valid?

<p>The propositions about `p (N) hold. (C)</p> Signup and view all the answers

The counting measure can only be used for finite sets.

<p>False (B)</p> Signup and view all the answers

In the definition of `p (N), the symbol p is required to be greater than ___ for the space to be normed.

<p>1</p> Signup and view all the answers

In the context of continuous functions, what does it mean if $\int_a^b |f(t)|dt = 0$?

<p>f(t) equals zero for all t in [a, b] (B)</p> Signup and view all the answers

The function space C(I) includes only functions that are differentiable but not necessarily continuously differentiable.

<p>False (B)</p> Signup and view all the answers

What is the definition of a normed space?

<p>A normed space is a vector space equipped with a function called a norm, which assigns a length to each vector.</p> Signup and view all the answers

The open ball centered at $x_0$ with radius $r$ is defined as $B(x_0, r) = { x \in X ; kx - x_0 k < r }$ while the closed ball is defined as $B_c(x_0, r) = { x \in X ; kx - x_0 k \underline{______} r }$

<p>≤</p> Signup and view all the answers

Match the following definitions with their corresponding terms:

<p>C(I) = Space of continuously differentiable functions Norm = Function assigning lengths to vectors Open Set = Contains all points with a given radius around its members Closed Set = Complement of an open set</p> Signup and view all the answers

Which of the following properties is NOT satisfied by a semi-norm?

<p>It guarantees the uniqueness of zero vector only. (C)</p> Signup and view all the answers

The integral of a continuous function is always nonnegative.

<p>False (B)</p> Signup and view all the answers

What is the significance of the sup norm in function spaces?

<p>The sup norm measures the maximum absolute value of a function and its derivative over a specified interval.</p> Signup and view all the answers

Flashcards

Vector Space

A set of vectors that is closed under addition and scalar multiplication, satisfying certain axioms.

Field K

A set of numbers where addition, subtraction, multiplication, and division (except by zero) are defined and follow certain rules.

Scalar Multiplication

Multiplying a vector by a number from the field K.

Seminorm

A function that measures the 'size' of a vector, satisfying nonnegativity, homogeneity, and the triangle inequality.

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Norm

A seminorm that also satisfies the condition that a non-zero vector has a non-zero norm.

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Triangle Inequality

The norm of the sum of two vectors is less than or equal to the sum of their norms.

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Homogeneity

The norm of a scaled vector is equal to the absolute value of the scaling factor multiplied by the norm of the original vector.

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Nonnegativity

The norm of any vector is always greater than or equal to zero.

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Norm Proof for Continuous Functions

To prove that a function f(t) is equal to zero for all t in the interval [a, b] given that the integral of its absolute value from a to b is zero, we need to show that if the integral vanishes, then the function itself must vanish everywhere within the interval.

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Continuous and Nonnegative Integral

The integral of a continuous and nonnegative function over an interval is zero if and only if the function itself is zero everywhere within the interval.

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C^1(I) Function Space

C^1(I) represents the space of all continuously differentiable functions f defined on a given interval I. These functions are differentiable, and their derivatives are also continuous.

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Normed Space (C^1(I), k·k1,1)

This normed space consists of the function space C^1(I) with the norm k·k1,1 defined as the sum of the integral of the absolute value of the function and the integral of the absolute value of its derivative over the interval I.

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Normed Space (C^1(I), k·k1,∞)

This normed space comprises the function space C^1(I) equipped with the norm k·k1,∞ defined as the supremum of the sum of the absolute value of the function and its derivative taken over all points in the interval I.

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Semi-norm vs. Norm

A semi-norm is a function like a norm, but it may not satisfy the uniqueness property (i.e., it could be zero for non-zero functions). A true norm requires that the norm be zero only for the zero function.

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Open Ball in Normed Space

The open ball centered at x0 with radius r in a normed space X is the set of all elements x in X whose distance to x0 is strictly less than r.

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Closed Ball in Normed Space

The closed ball centered at x0 with radius r in a normed space X is the set of all elements x in X whose distance to x0 is less than or equal to r.

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Bounded set

A set where all elements are within a finite distance from a fixed point (usually the origin). In other words, all elements of the set are contained within a ball with a finite radius.

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Compact Set

A set where every sequence within the set has a subsequence that converges to a point within the set.

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Closed set

A set that includes all its limit points. Meaning if a sequence within the set converges to a point, that point is also in the set.

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Convergence in a normed space

A sequence in a normed space converges to a point if the distance between the sequence terms and the point approaches zero as the sequence index increases.

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Subsequence

A sequence formed by taking some elements from a larger sequence, maintaining their order.

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Function space

A set where elements are functions. The norm in a function space measures the 'size' of the function.

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Continuous Linear Operator

A mapping between two normed spaces, which preserves linearity and continuity. Meaning it keeps the scale of the input and ensures smooth transitions in outputs.

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What is Lq(Ω, F, P)?

Lq(Ω, F, P) represents a space of functions defined on a measurable space (Ω, F) with a probability measure P, where the q-th power of the absolute value of the function is integrable with respect to the measure P. This essentially means functions whose q-th power has finite expected value.

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What is kXkq?

kXkq represents the Lq-norm of a function X, which is defined as the q-th root of the integral of the q-th power of the absolute value of the function X with respect to the measure P.

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What is a measure space?

A measure space is a mathematical construct consisting of a set (S), a sigma-algebra (Σ) of subsets of S, and a measure (µ) that assigns a non-negative value to each set in Σ. It provides a framework for measuring the 'size' or 'weight' of subsets of S.

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What is the counting measure?

The counting measure, denoted as µ, assigns a value equal to the number of elements in a set to each subset of N. For example, µ({1, 2, 3}) = 3.

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What is `p(N)?

`p(N) is a space of sequences of real numbers defined over the natural numbers (N). It contains all sequences (xn)n where the p-th power of their absolute value is summable.

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What is kxkp?

kxkp represents the p-norm of a sequence x = (xn)n in p(N), calculated by taking the p-th root of the sum of the p-th powers of the absolute values of the sequence elements. It measures the 'size' or 'magnitude' of the sequence in p(N).

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What is a normed space?

A normed space is a vector space equipped with a norm, which is a function that assigns a non-negative real number (called the 'norm') to each vector, representing its 'size' or 'magnitude'.

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What is the relationship between `p(N) and Lp(S, µ)?

p(N) is a special case of Lp(S, µ) for a specific measure space (S, Σ, µ) where S = N, Σ = P(N), and µ is the counting measure. This means p(N) is effectively a space of sequences, where the 'size' of each sequence is measured using the p-norm.

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What is the definition of a convergent series in a normed space?

A series ∑ xn in a normed space (X, ||·||) is convergent if there exists an element x in X such that the limit as N approaches infinity of the norm of the difference between the partial sum sN and x is equal to 0. This means the partial sums get arbitrarily close to x as N increases.

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What is an absolutely convergent series in a normed space?

A series ∑ xn in a normed space (X, ||·||) is absolutely convergent if the sum of the norms of the individual terms ∑ ||xn|| is finite.

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What is the relationship between absolute convergence and convergence in Banach spaces?

In a Banach space, every absolutely convergent series is also convergent. This means if the sum of the norms of the terms is finite, then the series itself converges to a point in the space.

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What is the key property of a Banach space that guarantees this relationship?

Completeness. A Banach space is complete, which means every Cauchy sequence converges to a point in the space. When a series is absolutely convergent, its partial sums form a Cauchy sequence, and therefore must converge in the Banach space.

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How can we prove that a series is convergent if we know it's absolutely convergent in a Banach space?

We can prove that the partial sums of the series (Sn) form a Cauchy sequence. Since the series is absolutely convergent, the sum of the norms of the terms is finite, allowing us to show that the distance between any two partial sums becomes arbitrarily small as N increases, satisfying the Cauchy criterion. Since the Banach space is complete, the Cauchy sequence of partial sums converges to a point in the space.

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What is the key idea behind proving the inequality on the sphere S1?

The proof utilizes the normalized vector of a non-zero vector x in Rd, which allows the relationship between norms in Rd and the sphere to be established.

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What does Proposition 1.5.2 assert about norms in finite dimensional vector spaces?

Proposition 1.5.2 states that all norms in a finite dimensional vector space are equivalent. This means there are constant factors relating any two norms, implying they measure 'size' in a similar fashion.

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How are norms related to each other in a finite dimensional vector space?

Two norms N1 and N2 are related by constant factors, meaning you can bound one norm by another multiplied by these constants. This emphasizes their equivalence.

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How does the mapping Φ connect a finite dimensional space (X, k · k) and the space Rd?

Φ is a bijection (one-to-one and onto) mapping between the finite dimensional vector space (X, k · k) and Rd, establishing a continuous correspondence between them.

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What does it mean for Φ to be continuous?

Continuity of Φ indicates that small changes in x in the space (X, k · k) lead to small changes in Φ(x) in Rd. It preserves the notion of closeness between elements.

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What is the significance of Φ being bijective?

Φ being bijective ensures that each element in (X, k · k) has a unique corresponding element in Rd and vice-versa. This establishes a one-to-one correspondence between the spaces.

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How is the notion of continuity of Φ related to the equivalence of norms?

Both concepts contribute to the idea of 'similarity' between spaces. The equivalence of norms establishes a relationship between how size is measured, while Φ's continuity maintains this relationship across the mapping.

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What are the implications of a continuous bijection Φ between (X, k · k) and Rd?

A continuous bijection Φ allows us to treat a finite dimensional space (X, k · k) and Rd as essentially the same, even though they might be different sets. It enables transferring properties and results between them.

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Study Notes

Lecture Notes for Master's Degree in Stochastics and Data Sciences

  • Course covered: Analysis
  • Academic Year: 2024-2025
  • Instructor: Bertrand Lods
  • Original lectures from 2015-2016, with updates for 2024-2025

Contents

  • Normed spaces: the norm and its properties, topology of normed spaces, equivalent norms, product spaces, continuity of functions, fundamental examples like Lebesgue spaces (L¹), LP-spaces (1 ≤ p ≤ 8), space of linear applications, compactness, and finite-dimensional spaces
  • Banach spaces: Cauchy sequences, completeness, examples, fundamental properties of Banach spaces, problems, complements involving compact operators
  • Inner product spaces and Hilbert spaces: Definitions, general properties, Hilbert spaces, projection theorem, orthogonal complements, orthonormal families, Hilbert bases, and more properties of the dual space/Hahn-Banach Theorem
  • Complements about Lebesgue spaces: Useful inequalities (Jensen, Minkowski), integral depending on a parameter, convolution
  • Fourier analysis: Fourier transform in L¹(Rd), main properties, Riemann-Lebesgue theorem, inversion formula
  • Laplace transform: definition, linearity, continuity, initial and final value theorems

Additional Information

  • Proofs that students need to prepare and understand are indicated in the margins with a symbol.
  • Lecture notes were created with support from the project: "Start up of the Master's Degree in Stochastics and Data Science."

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Explore the relationships and properties of norms in finite dimensional vector spaces through this comprehensive quiz. Test your understanding of various norms, compactness, and continuity in normed spaces. The quiz includes matching terms, definitions, and true or false statements related to norms.

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