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Riesz-Fischer Theorem


In analysis, the phrase "Riesz-Fischer theorem" is used to describe a number of results concerning the convergence of Cauchy sequences in L-p spaces. The theorem is named for mathematicians Frigyes Riesz and Ernst Fischer who in 1907 independently published foundational results for the special case of p=2.

In its most often-utilized form, the Riesz-Fischer theorem says that for 1<=p<infty, the space L^p=L^p(X,mu) is (sequentially) complete for all measure spaces (X,Sigma,mu), i.e., that every Cauchy sequence of functions in L^p converges to an L^p-function f. This statement is far more general than the original results published by Riesz and Fischer, however, as Riesz's result related convergence of square-summable sequences of real numbers to orthonormal systems in L^2=L^2([a,b],dx) while Fischer's result proved (using more antiquated terminology and notation) the L^2-convergence to a function f in L^2 for any Cauchy sequence in L^2.

It is worth noting that even more generality may be added to the above statements. For example, L^p(X,mu) is also known to be complete for 0<p<1. Moreover, given an inner product space V of functions and an orthonormal set {phi_n} in V, the above-stated theorem can be generalized to show that sequential completeness of V (i.e., V being a Hilbert space) implies the existence of a limiting function f in V for every square-summable sequence with finite l^2 norm. Though done somewhat less commonly, both of these facts may be considered part of the Riesz-Fischer theorem.

It is also worth noting that the phrase "Riesz-Fischer theorem" is sometimes used for results which appear altogether dissimilar to the above. Because of the role played by L^2 in the study of Fourier series, for example, it is not uncommon to see literature attribute to Riesz and Fischer various Fourier-theoretic results regarding convergence of square integrable functions. It is also somewhat common - particularly in older literature - to see a number of seemingly-unrelated facts about normed linear and inner product spaces also attributed to Riesz and Fischer, a fact sometimes attributable to the subtle connections between the actual theorem and its many corollaries.


See also

Cauchy Sequence, Complete Metric Space, L-p-Space, Lebesgue Integral

This entry contributed by Christopher Stover

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References

Dunford, N. and Schwartz, J. T. Linear Operators Part I: General Theory. Hoboken, NJ: Wiley, 1988.Fischer, E. "Sur la convergence en moyenne." Comptes rendus de l'Académie des sciences 144, 1022-1024, 1907.Riesz, F. "Sur les systèmes orthogonaux de fonctions." Comptes rendus de l'Académie des sciences 144, 615-619, 1907.Zhang, Y. "Riesz-Fischer Theorem." http://www.math.purdue.edu/~zhang24/RieszFischer.pdf.

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Riesz-Fischer Theorem

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Stover, Christopher. "Riesz-Fischer Theorem." From MathWorld--A Wolfram Web Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/Riesz-FischerTheorem.html

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