Gaussian measure: Difference between revisions

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en>Hairer
Set upper bound to 1 since it is a probability measure.
en>Tsirel
Undid revision 629678819 by SweRavn (talk) No, variance is of order N. And, better, leave it "loosely speaking" here.
 
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In [[mathematics]], the '''Banach–Mazur theorem''' is a [[theorem]] of [[functional analysis]]. Very roughly, it states that most [[well-behaved]] [[normed spaces]] are [[Linear subspace|subspace]]s of the space of [[continuous function (topology)|continuous]] [[Path (topology)|paths]]. It is named after [[Stefan Banach]] and [[Stanisław Mazur]].
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==Statement of the theorem==
Every [[real number|real]], [[separable space|separable]] [[Banach space]] (''X'',&nbsp;||&nbsp;||) is [[Isometry|isometrically isomorphic]] to a [[Closed set|closed]] subspace of ''C''<sup>&nbsp;0</sup>([0,&nbsp;1];&nbsp;'''R'''), the space of all [[continuous function]]s from the unit [[Interval (mathematics)|interval]] into the real line.
 
==Comments==
On the one hand, the Banach–Mazur theorem seems to tell us that the seemingly vast collection of all separable Banach spaces is not that vast or difficult to work with, since a separable Banach space is "just" a collection of continuous paths. On the other hand, the theorem tells us that ''C''<sup>&nbsp;0</sup>([0,&nbsp;1];&nbsp;'''R''') is a "really big" space, big enough to contain every possible separable Banach space.
 
Non-separable Banach spaces cannot embed isometrically in the separable space ''C''([0,&nbsp;1]), but for every Banach space ''X'', one can find a [[compact space|compact]] [[Hausdorff space]] ''K'' and an isometric linear embedding ''j'' of ''X'' into the space ''C''(''K'') of scalar continuous functions on ''K''. The simplest choice is to let ''K'' be the [[Unit sphere|unit ball]] of the [[Dual space#Continuous dual space|continuous dual]] ''X''', equipped with the [[Weak topology|w*-topology]]. This unit ball ''K'' is then compact by the [[Banach-Alaoglu theorem|Banach&ndash;Alaoglu theorem]]. The embedding ''j'' is introduced by saying that for every {{nowrap|''x'' &isin; ''X''}}, the continuous function {{nowrap|''j''(''x'')}} on ''K'' is defined by
:<math> \forall x' \in K, \ \ j(x)(x') = x'(x).</math>
The mapping ''j'' is linear, and it is isometric by the [[Hahn-Banach theorem|Hahn&ndash;Banach theorem]].
 
==Stronger versions of the theorem==
Let's write&nbsp;  ''C''<sup>&nbsp;k</sup>[0,&nbsp;1]&nbsp; for&nbsp;  ''C''<sup>&nbsp;k</sup>([0,&nbsp;1];&nbsp;'''R''').&nbsp;  In 1995, Luis Rodríguez-Piazza proved that the isometry ''i''&nbsp;:&nbsp;''X''&nbsp;→&nbsp;''C''<sup>&nbsp;0</sup>[0,&nbsp;1] can be chosen so that every non-zero function in the [[image (mathematics)|image]] ''i''(''X'') is [[nowhere differentiable]]. Put another way, if ''D'' denotes the subset of ''C''<sup>&nbsp;0</sup>[0,&nbsp;1] consisting of those functions that are differentiable at least one point of [0,&nbsp;1], then ''i'' can be chosen so that ''i''(''X'')&nbsp;∩&nbsp;''D''&nbsp;=&nbsp;{0}. This conclusion applies to the space ''C''<sup>&nbsp;0</sup>[0,&nbsp;1] itself, hence there exists a [[linear map]] &nbsp;''i''&nbsp; from ''C''<sup>&nbsp;0</sup>[0,&nbsp;1] to itself that is an isometry onto its image, such that image under ''i'' of ''C''<sup>&nbsp;1</sup>[0,&nbsp;1] (the subspace consisting of functions that are everywhere differentiable with continuous derivative) intersects ''D'' only at 0: thus the space of smooth functions (w.r. to the uniform distance) is isometrically isomorphic to a space of nowhere-differentiable functions. Note that the (metrically incomplete) space of smooth functions is dense in ''C''<sup>&nbsp;0</sup>[0,&nbsp;1].
 
==References==
* {{cite book
| author=Bessaga, Czesław, & Pełczyński, Aleksander
| title=Selected topics in infinite-dimensional topology
| location=Warszawa
| publisher=PWN
| year=1975
}}
* {{cite journal
|    last = Rodríguez-Piazza
|    first = Luis
|    title = Every separable Banach space is isometric to a space of continuous nowhere differentiable functions
|  journal = [[Proceedings of the American Mathematical Society|Proc. Amer. Math. Soc.]]
|  volume = 123
|    year = 1995
|    pages = 3649&ndash;3654
|      doi = 10.2307/2161889
|    issue = 12
|publisher = [[American Mathematical Society]]
|      jstor = 2161889
}}
 
{{Functional Analysis}}
 
{{DEFAULTSORT:Banach-Mazur Theorem}}
[[Category:Functional analysis]]
[[Category:Continuous mappings]]
[[Category:Theorems in functional analysis]]

Latest revision as of 10:00, 15 October 2014

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