Construction of random elements in Hilbert space which are almost surely orthogonal.












6












$begingroup$


Let $(mathcal{H},langle cdot, cdot rangle)$ be an arbitrary Hilbert space. Can one construct two independent and identically distributed random elements $X,Y:(Omega,mathbb{F},P)to (mathcal{H},langle cdot, cdot rangle)$ with $text{supp}(X)not = {0}$, such that
$$
langle X(omega),Y(omega) rangle =0
$$
for almost all $omegainOmega$, i.e. $X$ and $Y$ are almost surely orthogonal.



Question:



I have shown that this can not be done for separable Hilbert spaces $mathcal{H}$, but is it possible to make such a construction in non-separable Hilbert spaces?










share|cite|improve this question









$endgroup$












  • $begingroup$
    I'm not sure what you mean by a random function taking values in a Hilbert space. Usually people mean the Bochner integrable functions on a probability space. And their range is, by definition, inside a separable subspace almost surely.
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 8 '16 at 17:54












  • $begingroup$
    @StephenMontgomery-Smith - $X$ and $Y$ are random Borel elements in $mathcal{H}$ (not random functions, but random variables if you will, such that each $omega$ maps to $X(omega)inmathcal{H}$). We don't assume that $X$ and $Y$ are bochner integrable. This would simply lead the the arguments for separable Hilbert spaces, in which case I have already shown non-existence. I would like to make an argument that almost surely orthogonal random i.i.d. elements are not in general degenerate, but they are if $mathcal{H}$ is separable (or the random elements are Bochner-measurable) they are.
    $endgroup$
    – Martin
    Nov 8 '16 at 19:23












  • $begingroup$
    What precisely do you mean by "random element?" I assume the map $omega mapsto X(omega)$ is measurable, but with respect to which topology on $mathcal H$? The norm topology or the weak topology? (I think the Borel sets generated can be different for non-separable spaces.)
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 8 '16 at 21:08










  • $begingroup$
    Measurable with respect to the sigma algebra generated by the norm topology. Sorry if this was not explicitly written in the question.
    $endgroup$
    – Martin
    Nov 8 '16 at 21:18
















6












$begingroup$


Let $(mathcal{H},langle cdot, cdot rangle)$ be an arbitrary Hilbert space. Can one construct two independent and identically distributed random elements $X,Y:(Omega,mathbb{F},P)to (mathcal{H},langle cdot, cdot rangle)$ with $text{supp}(X)not = {0}$, such that
$$
langle X(omega),Y(omega) rangle =0
$$
for almost all $omegainOmega$, i.e. $X$ and $Y$ are almost surely orthogonal.



Question:



I have shown that this can not be done for separable Hilbert spaces $mathcal{H}$, but is it possible to make such a construction in non-separable Hilbert spaces?










share|cite|improve this question









$endgroup$












  • $begingroup$
    I'm not sure what you mean by a random function taking values in a Hilbert space. Usually people mean the Bochner integrable functions on a probability space. And their range is, by definition, inside a separable subspace almost surely.
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 8 '16 at 17:54












  • $begingroup$
    @StephenMontgomery-Smith - $X$ and $Y$ are random Borel elements in $mathcal{H}$ (not random functions, but random variables if you will, such that each $omega$ maps to $X(omega)inmathcal{H}$). We don't assume that $X$ and $Y$ are bochner integrable. This would simply lead the the arguments for separable Hilbert spaces, in which case I have already shown non-existence. I would like to make an argument that almost surely orthogonal random i.i.d. elements are not in general degenerate, but they are if $mathcal{H}$ is separable (or the random elements are Bochner-measurable) they are.
    $endgroup$
    – Martin
    Nov 8 '16 at 19:23












  • $begingroup$
    What precisely do you mean by "random element?" I assume the map $omega mapsto X(omega)$ is measurable, but with respect to which topology on $mathcal H$? The norm topology or the weak topology? (I think the Borel sets generated can be different for non-separable spaces.)
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 8 '16 at 21:08










  • $begingroup$
    Measurable with respect to the sigma algebra generated by the norm topology. Sorry if this was not explicitly written in the question.
    $endgroup$
    – Martin
    Nov 8 '16 at 21:18














6












6








6


4



$begingroup$


Let $(mathcal{H},langle cdot, cdot rangle)$ be an arbitrary Hilbert space. Can one construct two independent and identically distributed random elements $X,Y:(Omega,mathbb{F},P)to (mathcal{H},langle cdot, cdot rangle)$ with $text{supp}(X)not = {0}$, such that
$$
langle X(omega),Y(omega) rangle =0
$$
for almost all $omegainOmega$, i.e. $X$ and $Y$ are almost surely orthogonal.



Question:



I have shown that this can not be done for separable Hilbert spaces $mathcal{H}$, but is it possible to make such a construction in non-separable Hilbert spaces?










share|cite|improve this question









$endgroup$




Let $(mathcal{H},langle cdot, cdot rangle)$ be an arbitrary Hilbert space. Can one construct two independent and identically distributed random elements $X,Y:(Omega,mathbb{F},P)to (mathcal{H},langle cdot, cdot rangle)$ with $text{supp}(X)not = {0}$, such that
$$
langle X(omega),Y(omega) rangle =0
$$
for almost all $omegainOmega$, i.e. $X$ and $Y$ are almost surely orthogonal.



Question:



I have shown that this can not be done for separable Hilbert spaces $mathcal{H}$, but is it possible to make such a construction in non-separable Hilbert spaces?







probability general-topology functional-analysis probability-theory hilbert-spaces






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Nov 6 '16 at 18:52









MartinMartin

911717




911717












  • $begingroup$
    I'm not sure what you mean by a random function taking values in a Hilbert space. Usually people mean the Bochner integrable functions on a probability space. And their range is, by definition, inside a separable subspace almost surely.
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 8 '16 at 17:54












  • $begingroup$
    @StephenMontgomery-Smith - $X$ and $Y$ are random Borel elements in $mathcal{H}$ (not random functions, but random variables if you will, such that each $omega$ maps to $X(omega)inmathcal{H}$). We don't assume that $X$ and $Y$ are bochner integrable. This would simply lead the the arguments for separable Hilbert spaces, in which case I have already shown non-existence. I would like to make an argument that almost surely orthogonal random i.i.d. elements are not in general degenerate, but they are if $mathcal{H}$ is separable (or the random elements are Bochner-measurable) they are.
    $endgroup$
    – Martin
    Nov 8 '16 at 19:23












  • $begingroup$
    What precisely do you mean by "random element?" I assume the map $omega mapsto X(omega)$ is measurable, but with respect to which topology on $mathcal H$? The norm topology or the weak topology? (I think the Borel sets generated can be different for non-separable spaces.)
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 8 '16 at 21:08










  • $begingroup$
    Measurable with respect to the sigma algebra generated by the norm topology. Sorry if this was not explicitly written in the question.
    $endgroup$
    – Martin
    Nov 8 '16 at 21:18


















  • $begingroup$
    I'm not sure what you mean by a random function taking values in a Hilbert space. Usually people mean the Bochner integrable functions on a probability space. And their range is, by definition, inside a separable subspace almost surely.
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 8 '16 at 17:54












  • $begingroup$
    @StephenMontgomery-Smith - $X$ and $Y$ are random Borel elements in $mathcal{H}$ (not random functions, but random variables if you will, such that each $omega$ maps to $X(omega)inmathcal{H}$). We don't assume that $X$ and $Y$ are bochner integrable. This would simply lead the the arguments for separable Hilbert spaces, in which case I have already shown non-existence. I would like to make an argument that almost surely orthogonal random i.i.d. elements are not in general degenerate, but they are if $mathcal{H}$ is separable (or the random elements are Bochner-measurable) they are.
    $endgroup$
    – Martin
    Nov 8 '16 at 19:23












  • $begingroup$
    What precisely do you mean by "random element?" I assume the map $omega mapsto X(omega)$ is measurable, but with respect to which topology on $mathcal H$? The norm topology or the weak topology? (I think the Borel sets generated can be different for non-separable spaces.)
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 8 '16 at 21:08










  • $begingroup$
    Measurable with respect to the sigma algebra generated by the norm topology. Sorry if this was not explicitly written in the question.
    $endgroup$
    – Martin
    Nov 8 '16 at 21:18
















$begingroup$
I'm not sure what you mean by a random function taking values in a Hilbert space. Usually people mean the Bochner integrable functions on a probability space. And their range is, by definition, inside a separable subspace almost surely.
$endgroup$
– Stephen Montgomery-Smith
Nov 8 '16 at 17:54






$begingroup$
I'm not sure what you mean by a random function taking values in a Hilbert space. Usually people mean the Bochner integrable functions on a probability space. And their range is, by definition, inside a separable subspace almost surely.
$endgroup$
– Stephen Montgomery-Smith
Nov 8 '16 at 17:54














$begingroup$
@StephenMontgomery-Smith - $X$ and $Y$ are random Borel elements in $mathcal{H}$ (not random functions, but random variables if you will, such that each $omega$ maps to $X(omega)inmathcal{H}$). We don't assume that $X$ and $Y$ are bochner integrable. This would simply lead the the arguments for separable Hilbert spaces, in which case I have already shown non-existence. I would like to make an argument that almost surely orthogonal random i.i.d. elements are not in general degenerate, but they are if $mathcal{H}$ is separable (or the random elements are Bochner-measurable) they are.
$endgroup$
– Martin
Nov 8 '16 at 19:23






$begingroup$
@StephenMontgomery-Smith - $X$ and $Y$ are random Borel elements in $mathcal{H}$ (not random functions, but random variables if you will, such that each $omega$ maps to $X(omega)inmathcal{H}$). We don't assume that $X$ and $Y$ are bochner integrable. This would simply lead the the arguments for separable Hilbert spaces, in which case I have already shown non-existence. I would like to make an argument that almost surely orthogonal random i.i.d. elements are not in general degenerate, but they are if $mathcal{H}$ is separable (or the random elements are Bochner-measurable) they are.
$endgroup$
– Martin
Nov 8 '16 at 19:23














$begingroup$
What precisely do you mean by "random element?" I assume the map $omega mapsto X(omega)$ is measurable, but with respect to which topology on $mathcal H$? The norm topology or the weak topology? (I think the Borel sets generated can be different for non-separable spaces.)
$endgroup$
– Stephen Montgomery-Smith
Nov 8 '16 at 21:08




$begingroup$
What precisely do you mean by "random element?" I assume the map $omega mapsto X(omega)$ is measurable, but with respect to which topology on $mathcal H$? The norm topology or the weak topology? (I think the Borel sets generated can be different for non-separable spaces.)
$endgroup$
– Stephen Montgomery-Smith
Nov 8 '16 at 21:08












$begingroup$
Measurable with respect to the sigma algebra generated by the norm topology. Sorry if this was not explicitly written in the question.
$endgroup$
– Martin
Nov 8 '16 at 21:18




$begingroup$
Measurable with respect to the sigma algebra generated by the norm topology. Sorry if this was not explicitly written in the question.
$endgroup$
– Martin
Nov 8 '16 at 21:18










2 Answers
2






active

oldest

votes


















2












$begingroup$

Counterexample. This counterexample is inspired by class notes by D.J.H. Garling from the 1980s.



Let $kappa$ be a measurable cardinal https://en.wikipedia.org/wiki/Measurable_cardinal which is also a limit ordinal. Thus there is a ${0,1}$ valued measure on $kappa$ in which every subset is measurable.



Let $mathcal H$ be the Hilbert space whose basis is of cardinality $kappa$, and let $(e_{alpha})_{alpha in kappa}$ be a basis. Let $X,Y:kappa to mathcal H$ be the functions $X(alpha) = e_{alpha}$ and $Y(alpha) = e_{alpha'}$, where $alpha'$ denotes the successor ordinal of $alpha$.



Clearly $langle X,Yrangle = 0$ everywhere. It remains to show that $X$ and $Y$ are independent. But this follows because any two subsets of $kappa$ are independent (since their measures can only take the values $0$ or $1$).



It does use measurable cardinals, whose existence cannot be proved. But most likely, if their existence can be disproved, then probably the same proof will show ZF is inconsistent.






share|cite|improve this answer











$endgroup$









  • 1




    $begingroup$
    As an aside, if $X$ and $X'$ are independent copies of $X$ defined on the first and second coordinates of the product space $kappa times kappa$, then $langle X,Yrangle$ is non-measurable! This is essentially the point D.J.H. Garling was trying to make in his notes - separability is no mere technicality.
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 10 '16 at 20:01



















0












$begingroup$

Let $mathcal{A} = mathbb{R}^{[0,1]}$ be the set of all functions from $[0,1]$ to $mathbb R$, not necessarily continuous, equipped with the product Gaussian measure. Let $mathcal H$ be $L^2(mathcal{A})$. $mathcal H$ is not separable.



Let $x$ be uniformly distributed on $[0,1]$ and let $X_x$ be the function that takes $a in mathcal A$ to $a(x)$. The marginal distribution of each $X$ is a Gaussian, so $X_x in mathcal H$. Furthermore, $X_x$ is independent of $X_y$ unless $x=y$, which happens with probability zero.






share|cite|improve this answer











$endgroup$













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    2 Answers
    2






    active

    oldest

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    2 Answers
    2






    active

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    active

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    active

    oldest

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    2












    $begingroup$

    Counterexample. This counterexample is inspired by class notes by D.J.H. Garling from the 1980s.



    Let $kappa$ be a measurable cardinal https://en.wikipedia.org/wiki/Measurable_cardinal which is also a limit ordinal. Thus there is a ${0,1}$ valued measure on $kappa$ in which every subset is measurable.



    Let $mathcal H$ be the Hilbert space whose basis is of cardinality $kappa$, and let $(e_{alpha})_{alpha in kappa}$ be a basis. Let $X,Y:kappa to mathcal H$ be the functions $X(alpha) = e_{alpha}$ and $Y(alpha) = e_{alpha'}$, where $alpha'$ denotes the successor ordinal of $alpha$.



    Clearly $langle X,Yrangle = 0$ everywhere. It remains to show that $X$ and $Y$ are independent. But this follows because any two subsets of $kappa$ are independent (since their measures can only take the values $0$ or $1$).



    It does use measurable cardinals, whose existence cannot be proved. But most likely, if their existence can be disproved, then probably the same proof will show ZF is inconsistent.






    share|cite|improve this answer











    $endgroup$









    • 1




      $begingroup$
      As an aside, if $X$ and $X'$ are independent copies of $X$ defined on the first and second coordinates of the product space $kappa times kappa$, then $langle X,Yrangle$ is non-measurable! This is essentially the point D.J.H. Garling was trying to make in his notes - separability is no mere technicality.
      $endgroup$
      – Stephen Montgomery-Smith
      Nov 10 '16 at 20:01
















    2












    $begingroup$

    Counterexample. This counterexample is inspired by class notes by D.J.H. Garling from the 1980s.



    Let $kappa$ be a measurable cardinal https://en.wikipedia.org/wiki/Measurable_cardinal which is also a limit ordinal. Thus there is a ${0,1}$ valued measure on $kappa$ in which every subset is measurable.



    Let $mathcal H$ be the Hilbert space whose basis is of cardinality $kappa$, and let $(e_{alpha})_{alpha in kappa}$ be a basis. Let $X,Y:kappa to mathcal H$ be the functions $X(alpha) = e_{alpha}$ and $Y(alpha) = e_{alpha'}$, where $alpha'$ denotes the successor ordinal of $alpha$.



    Clearly $langle X,Yrangle = 0$ everywhere. It remains to show that $X$ and $Y$ are independent. But this follows because any two subsets of $kappa$ are independent (since their measures can only take the values $0$ or $1$).



    It does use measurable cardinals, whose existence cannot be proved. But most likely, if their existence can be disproved, then probably the same proof will show ZF is inconsistent.






    share|cite|improve this answer











    $endgroup$









    • 1




      $begingroup$
      As an aside, if $X$ and $X'$ are independent copies of $X$ defined on the first and second coordinates of the product space $kappa times kappa$, then $langle X,Yrangle$ is non-measurable! This is essentially the point D.J.H. Garling was trying to make in his notes - separability is no mere technicality.
      $endgroup$
      – Stephen Montgomery-Smith
      Nov 10 '16 at 20:01














    2












    2








    2





    $begingroup$

    Counterexample. This counterexample is inspired by class notes by D.J.H. Garling from the 1980s.



    Let $kappa$ be a measurable cardinal https://en.wikipedia.org/wiki/Measurable_cardinal which is also a limit ordinal. Thus there is a ${0,1}$ valued measure on $kappa$ in which every subset is measurable.



    Let $mathcal H$ be the Hilbert space whose basis is of cardinality $kappa$, and let $(e_{alpha})_{alpha in kappa}$ be a basis. Let $X,Y:kappa to mathcal H$ be the functions $X(alpha) = e_{alpha}$ and $Y(alpha) = e_{alpha'}$, where $alpha'$ denotes the successor ordinal of $alpha$.



    Clearly $langle X,Yrangle = 0$ everywhere. It remains to show that $X$ and $Y$ are independent. But this follows because any two subsets of $kappa$ are independent (since their measures can only take the values $0$ or $1$).



    It does use measurable cardinals, whose existence cannot be proved. But most likely, if their existence can be disproved, then probably the same proof will show ZF is inconsistent.






    share|cite|improve this answer











    $endgroup$



    Counterexample. This counterexample is inspired by class notes by D.J.H. Garling from the 1980s.



    Let $kappa$ be a measurable cardinal https://en.wikipedia.org/wiki/Measurable_cardinal which is also a limit ordinal. Thus there is a ${0,1}$ valued measure on $kappa$ in which every subset is measurable.



    Let $mathcal H$ be the Hilbert space whose basis is of cardinality $kappa$, and let $(e_{alpha})_{alpha in kappa}$ be a basis. Let $X,Y:kappa to mathcal H$ be the functions $X(alpha) = e_{alpha}$ and $Y(alpha) = e_{alpha'}$, where $alpha'$ denotes the successor ordinal of $alpha$.



    Clearly $langle X,Yrangle = 0$ everywhere. It remains to show that $X$ and $Y$ are independent. But this follows because any two subsets of $kappa$ are independent (since their measures can only take the values $0$ or $1$).



    It does use measurable cardinals, whose existence cannot be proved. But most likely, if their existence can be disproved, then probably the same proof will show ZF is inconsistent.







    share|cite|improve this answer














    share|cite|improve this answer



    share|cite|improve this answer








    edited Nov 11 '16 at 12:56

























    answered Nov 10 '16 at 17:24









    Stephen Montgomery-SmithStephen Montgomery-Smith

    17.8k12247




    17.8k12247








    • 1




      $begingroup$
      As an aside, if $X$ and $X'$ are independent copies of $X$ defined on the first and second coordinates of the product space $kappa times kappa$, then $langle X,Yrangle$ is non-measurable! This is essentially the point D.J.H. Garling was trying to make in his notes - separability is no mere technicality.
      $endgroup$
      – Stephen Montgomery-Smith
      Nov 10 '16 at 20:01














    • 1




      $begingroup$
      As an aside, if $X$ and $X'$ are independent copies of $X$ defined on the first and second coordinates of the product space $kappa times kappa$, then $langle X,Yrangle$ is non-measurable! This is essentially the point D.J.H. Garling was trying to make in his notes - separability is no mere technicality.
      $endgroup$
      – Stephen Montgomery-Smith
      Nov 10 '16 at 20:01








    1




    1




    $begingroup$
    As an aside, if $X$ and $X'$ are independent copies of $X$ defined on the first and second coordinates of the product space $kappa times kappa$, then $langle X,Yrangle$ is non-measurable! This is essentially the point D.J.H. Garling was trying to make in his notes - separability is no mere technicality.
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 10 '16 at 20:01




    $begingroup$
    As an aside, if $X$ and $X'$ are independent copies of $X$ defined on the first and second coordinates of the product space $kappa times kappa$, then $langle X,Yrangle$ is non-measurable! This is essentially the point D.J.H. Garling was trying to make in his notes - separability is no mere technicality.
    $endgroup$
    – Stephen Montgomery-Smith
    Nov 10 '16 at 20:01











    0












    $begingroup$

    Let $mathcal{A} = mathbb{R}^{[0,1]}$ be the set of all functions from $[0,1]$ to $mathbb R$, not necessarily continuous, equipped with the product Gaussian measure. Let $mathcal H$ be $L^2(mathcal{A})$. $mathcal H$ is not separable.



    Let $x$ be uniformly distributed on $[0,1]$ and let $X_x$ be the function that takes $a in mathcal A$ to $a(x)$. The marginal distribution of each $X$ is a Gaussian, so $X_x in mathcal H$. Furthermore, $X_x$ is independent of $X_y$ unless $x=y$, which happens with probability zero.






    share|cite|improve this answer











    $endgroup$


















      0












      $begingroup$

      Let $mathcal{A} = mathbb{R}^{[0,1]}$ be the set of all functions from $[0,1]$ to $mathbb R$, not necessarily continuous, equipped with the product Gaussian measure. Let $mathcal H$ be $L^2(mathcal{A})$. $mathcal H$ is not separable.



      Let $x$ be uniformly distributed on $[0,1]$ and let $X_x$ be the function that takes $a in mathcal A$ to $a(x)$. The marginal distribution of each $X$ is a Gaussian, so $X_x in mathcal H$. Furthermore, $X_x$ is independent of $X_y$ unless $x=y$, which happens with probability zero.






      share|cite|improve this answer











      $endgroup$
















        0












        0








        0





        $begingroup$

        Let $mathcal{A} = mathbb{R}^{[0,1]}$ be the set of all functions from $[0,1]$ to $mathbb R$, not necessarily continuous, equipped with the product Gaussian measure. Let $mathcal H$ be $L^2(mathcal{A})$. $mathcal H$ is not separable.



        Let $x$ be uniformly distributed on $[0,1]$ and let $X_x$ be the function that takes $a in mathcal A$ to $a(x)$. The marginal distribution of each $X$ is a Gaussian, so $X_x in mathcal H$. Furthermore, $X_x$ is independent of $X_y$ unless $x=y$, which happens with probability zero.






        share|cite|improve this answer











        $endgroup$



        Let $mathcal{A} = mathbb{R}^{[0,1]}$ be the set of all functions from $[0,1]$ to $mathbb R$, not necessarily continuous, equipped with the product Gaussian measure. Let $mathcal H$ be $L^2(mathcal{A})$. $mathcal H$ is not separable.



        Let $x$ be uniformly distributed on $[0,1]$ and let $X_x$ be the function that takes $a in mathcal A$ to $a(x)$. The marginal distribution of each $X$ is a Gaussian, so $X_x in mathcal H$. Furthermore, $X_x$ is independent of $X_y$ unless $x=y$, which happens with probability zero.







        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        edited Dec 10 '18 at 14:26

























        answered Dec 10 '18 at 14:19









        NeuromathNeuromath

        14710




        14710






























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