Does a random sequence of vectors span a Hilbert space? Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern) Announcing the arrival of Valued Associate #679: Cesar Manara Unicorn Meta Zoo #1: Why another podcast?Gaussian processes, sample paths and associated Hilbert space.non-Identity operator on a separable Hilbert spaceProhorov's theorem for random elements of Hilbert space: weak convergenceExistence of a complementary closed subspace extending a given subspaceBoundedness of a Hilbert space projection mapHow many times does a simple symmetric random walk of length n return to the origin?A homeomorphism between the unit interval $[0,1]$ and a linearly independent subset of a Hilbert spaceHoeffding's inequality for Hilbert space valued random elementsA formula related to the Moore-Penrose pseudo-inverse of Hilbert space operatorsA sequence of orthogonal projection in Hilbert space
Does a random sequence of vectors span a Hilbert space?
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)
Announcing the arrival of Valued Associate #679: Cesar Manara
Unicorn Meta Zoo #1: Why another podcast?Gaussian processes, sample paths and associated Hilbert space.non-Identity operator on a separable Hilbert spaceProhorov's theorem for random elements of Hilbert space: weak convergenceExistence of a complementary closed subspace extending a given subspaceBoundedness of a Hilbert space projection mapHow many times does a simple symmetric random walk of length n return to the origin?A homeomorphism between the unit interval $[0,1]$ and a linearly independent subset of a Hilbert spaceHoeffding's inequality for Hilbert space valued random elementsA formula related to the Moore-Penrose pseudo-inverse of Hilbert space operatorsA sequence of orthogonal projection in Hilbert space
$begingroup$
Let $mathcalH$ be a separable Hilbert space. Let $v$ be a random variable taking values in $mathcalH$ such that $P(v perp h) < 1$ for all $h in mathcalH.$ Suppose we sample an infinite sequence $v_1, v_2, ldots.$ Is it the case that, almost surely, the closed span of $v_1, v_2, ldots$ is all of $mathcalH?$
reference-request fa.functional-analysis pr.probability operator-theory hilbert-spaces
$endgroup$
|
show 4 more comments
$begingroup$
Let $mathcalH$ be a separable Hilbert space. Let $v$ be a random variable taking values in $mathcalH$ such that $P(v perp h) < 1$ for all $h in mathcalH.$ Suppose we sample an infinite sequence $v_1, v_2, ldots.$ Is it the case that, almost surely, the closed span of $v_1, v_2, ldots$ is all of $mathcalH?$
reference-request fa.functional-analysis pr.probability operator-theory hilbert-spaces
$endgroup$
$begingroup$
and if they are iid the probability of being in a closed hyperplane $(h)^perp$ is $P(v_kperp h, k=1,2,dots)=0$
$endgroup$
– Pietro Majer
8 hours ago
3
$begingroup$
@Pietro Majer: this is the probability that the vectors all lie in a given closed hyperplane.
$endgroup$
– Anthony Quas
8 hours ago
2
$begingroup$
Whoever voted to close this, I'm pretty sure you don't understand the question. This is subtle and interesting.
$endgroup$
– Anthony Quas
8 hours ago
1
$begingroup$
Maybe I'm missing something obvious, but is it even clear that the event you are interested in is measurable?
$endgroup$
– Jochen Glueck
8 hours ago
1
$begingroup$
@JochenGlueck: Yes it's measurable: Let $(y_n)$ be a dense sequence in $mathcal H$. Then the event is: for all $m>0$, for all $n>0$, there exist $k>0$ and rational $t_1,ldots,t_k$ such that $|t_1v_1+ldots+t_kv_k-y_n|<1/m$.
$endgroup$
– Anthony Quas
6 hours ago
|
show 4 more comments
$begingroup$
Let $mathcalH$ be a separable Hilbert space. Let $v$ be a random variable taking values in $mathcalH$ such that $P(v perp h) < 1$ for all $h in mathcalH.$ Suppose we sample an infinite sequence $v_1, v_2, ldots.$ Is it the case that, almost surely, the closed span of $v_1, v_2, ldots$ is all of $mathcalH?$
reference-request fa.functional-analysis pr.probability operator-theory hilbert-spaces
$endgroup$
Let $mathcalH$ be a separable Hilbert space. Let $v$ be a random variable taking values in $mathcalH$ such that $P(v perp h) < 1$ for all $h in mathcalH.$ Suppose we sample an infinite sequence $v_1, v_2, ldots.$ Is it the case that, almost surely, the closed span of $v_1, v_2, ldots$ is all of $mathcalH?$
reference-request fa.functional-analysis pr.probability operator-theory hilbert-spaces
reference-request fa.functional-analysis pr.probability operator-theory hilbert-spaces
asked 9 hours ago
J. E. PascoeJ. E. Pascoe
570316
570316
$begingroup$
and if they are iid the probability of being in a closed hyperplane $(h)^perp$ is $P(v_kperp h, k=1,2,dots)=0$
$endgroup$
– Pietro Majer
8 hours ago
3
$begingroup$
@Pietro Majer: this is the probability that the vectors all lie in a given closed hyperplane.
$endgroup$
– Anthony Quas
8 hours ago
2
$begingroup$
Whoever voted to close this, I'm pretty sure you don't understand the question. This is subtle and interesting.
$endgroup$
– Anthony Quas
8 hours ago
1
$begingroup$
Maybe I'm missing something obvious, but is it even clear that the event you are interested in is measurable?
$endgroup$
– Jochen Glueck
8 hours ago
1
$begingroup$
@JochenGlueck: Yes it's measurable: Let $(y_n)$ be a dense sequence in $mathcal H$. Then the event is: for all $m>0$, for all $n>0$, there exist $k>0$ and rational $t_1,ldots,t_k$ such that $|t_1v_1+ldots+t_kv_k-y_n|<1/m$.
$endgroup$
– Anthony Quas
6 hours ago
|
show 4 more comments
$begingroup$
and if they are iid the probability of being in a closed hyperplane $(h)^perp$ is $P(v_kperp h, k=1,2,dots)=0$
$endgroup$
– Pietro Majer
8 hours ago
3
$begingroup$
@Pietro Majer: this is the probability that the vectors all lie in a given closed hyperplane.
$endgroup$
– Anthony Quas
8 hours ago
2
$begingroup$
Whoever voted to close this, I'm pretty sure you don't understand the question. This is subtle and interesting.
$endgroup$
– Anthony Quas
8 hours ago
1
$begingroup$
Maybe I'm missing something obvious, but is it even clear that the event you are interested in is measurable?
$endgroup$
– Jochen Glueck
8 hours ago
1
$begingroup$
@JochenGlueck: Yes it's measurable: Let $(y_n)$ be a dense sequence in $mathcal H$. Then the event is: for all $m>0$, for all $n>0$, there exist $k>0$ and rational $t_1,ldots,t_k$ such that $|t_1v_1+ldots+t_kv_k-y_n|<1/m$.
$endgroup$
– Anthony Quas
6 hours ago
$begingroup$
and if they are iid the probability of being in a closed hyperplane $(h)^perp$ is $P(v_kperp h, k=1,2,dots)=0$
$endgroup$
– Pietro Majer
8 hours ago
$begingroup$
and if they are iid the probability of being in a closed hyperplane $(h)^perp$ is $P(v_kperp h, k=1,2,dots)=0$
$endgroup$
– Pietro Majer
8 hours ago
3
3
$begingroup$
@Pietro Majer: this is the probability that the vectors all lie in a given closed hyperplane.
$endgroup$
– Anthony Quas
8 hours ago
$begingroup$
@Pietro Majer: this is the probability that the vectors all lie in a given closed hyperplane.
$endgroup$
– Anthony Quas
8 hours ago
2
2
$begingroup$
Whoever voted to close this, I'm pretty sure you don't understand the question. This is subtle and interesting.
$endgroup$
– Anthony Quas
8 hours ago
$begingroup$
Whoever voted to close this, I'm pretty sure you don't understand the question. This is subtle and interesting.
$endgroup$
– Anthony Quas
8 hours ago
1
1
$begingroup$
Maybe I'm missing something obvious, but is it even clear that the event you are interested in is measurable?
$endgroup$
– Jochen Glueck
8 hours ago
$begingroup$
Maybe I'm missing something obvious, but is it even clear that the event you are interested in is measurable?
$endgroup$
– Jochen Glueck
8 hours ago
1
1
$begingroup$
@JochenGlueck: Yes it's measurable: Let $(y_n)$ be a dense sequence in $mathcal H$. Then the event is: for all $m>0$, for all $n>0$, there exist $k>0$ and rational $t_1,ldots,t_k$ such that $|t_1v_1+ldots+t_kv_k-y_n|<1/m$.
$endgroup$
– Anthony Quas
6 hours ago
$begingroup$
@JochenGlueck: Yes it's measurable: Let $(y_n)$ be a dense sequence in $mathcal H$. Then the event is: for all $m>0$, for all $n>0$, there exist $k>0$ and rational $t_1,ldots,t_k$ such that $|t_1v_1+ldots+t_kv_k-y_n|<1/m$.
$endgroup$
– Anthony Quas
6 hours ago
|
show 4 more comments
2 Answers
2
active
oldest
votes
$begingroup$
(This may turn out to be a simplified version of J. E. Pascoe's answer).
With probability one, the closure of the random set $V = v_1, v_2, ldots$ is equal to $operatornamesupp v$, the support of the distribution of $v$ ($operatornamesupp v$ is the set of those $h$ such that $P(v in B(h, varepsilon)) > 0$ for every $varepsilon > 0$).
For every $h$, we have $P(h perp v) < 1$, and therefore $h$ is not orthogonal to $operatornamesupp v$. It follows that the closed span of $operatornamesupp v$ is $mathcalH$.
It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatornamesupp v$ with probability one.
$endgroup$
add a comment |
$begingroup$
Another Try
We say a $mathcalH$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcalH.$
If $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors,
then, almost surely, the closed span of the $h_i$ is equal to $mathcalH.$
First we will need a lemma.
Lemma 1
Let $h$ be a random vector.
There is a countable subset $A$ of $mathcalH$ such that the closed span of the elements of $A$ is equal to $mathcalH$
and for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a.$
Proof
For any subset $A$ such that for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a,$ and
the closed span of the elements of $A$ is not equal to $mathcalH,$
we will show that we can grow $A$ by a single element which is not in closed span of the elements of $A.$
We can only do this a countable number of times because the Hilbert space dimension of $mathcalH$ is countable.
(Otherwise, via Gram-Schmidt, we could construct an uncountable orthonormal set by transfinite induction.)
Choose $g$ such that $g perp a$ for all $ain A.$ Now, $P(h perp g)<1.$ So there must be a point $b$ such that
$P(hin U) >0$ for every neighborhood of $b$ and $b$ is not perpendicular to $g,$ therefore, $b$ is not in the span of the elements of $A.$ QED
Suppose $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors.
Let $A$ be as in Lemma 1. Index $A$ a a sequence $a_n.$
Let $B_m,n$ be a ball of radius $1/m$ centered at $a_n$
Almost surely, the sequence $h_i$ must visit $B_m,n$ infinitely often,
as $P(h_iin B_m,n)>0$. Therefore $A$ is a subset of the closure of the values of the sequence. (We have essentially the fact that a random function $f:mathbbNrightarrow mathbbN^2$ is surjective with infinite multiplicity.)
$endgroup$
$begingroup$
The point is that you "keep going" by transfinite induction. The process must stop at some countable ordinal before $omega_1$ as the space is countable dimensional.
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
That is for each $alpha < omega_1$ there would be $A_alpha$ such that if $alpha < beta,$ $A_alpha^perp cap A_beta neq 0.$
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
"Let $A$ be as in Lemma 1" ... "we may take $A$ to consist of only isolated points, as in a Polish space a countable closed set is equal to the closure of its isolated points." But Lemma 1 does not guarantee that $A$ is closed.
$endgroup$
– Iosif Pinelis
6 hours ago
$begingroup$
That does seem to be a gap @IosifPinelis . Ideas for closing it?
$endgroup$
– J. E. Pascoe
5 hours ago
$begingroup$
Could you elaborate a bit further on why the set $A$ in Lemma 1 is countable? Of course, there exist linearly independent sets in $H$ that are uncountable -- just choose your favourite Hamel basis of $H$.
$endgroup$
– Jochen Glueck
5 hours ago
|
show 8 more comments
Your Answer
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "504"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmathoverflow.net%2fquestions%2f328585%2fdoes-a-random-sequence-of-vectors-span-a-hilbert-space%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
(This may turn out to be a simplified version of J. E. Pascoe's answer).
With probability one, the closure of the random set $V = v_1, v_2, ldots$ is equal to $operatornamesupp v$, the support of the distribution of $v$ ($operatornamesupp v$ is the set of those $h$ such that $P(v in B(h, varepsilon)) > 0$ for every $varepsilon > 0$).
For every $h$, we have $P(h perp v) < 1$, and therefore $h$ is not orthogonal to $operatornamesupp v$. It follows that the closed span of $operatornamesupp v$ is $mathcalH$.
It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatornamesupp v$ with probability one.
$endgroup$
add a comment |
$begingroup$
(This may turn out to be a simplified version of J. E. Pascoe's answer).
With probability one, the closure of the random set $V = v_1, v_2, ldots$ is equal to $operatornamesupp v$, the support of the distribution of $v$ ($operatornamesupp v$ is the set of those $h$ such that $P(v in B(h, varepsilon)) > 0$ for every $varepsilon > 0$).
For every $h$, we have $P(h perp v) < 1$, and therefore $h$ is not orthogonal to $operatornamesupp v$. It follows that the closed span of $operatornamesupp v$ is $mathcalH$.
It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatornamesupp v$ with probability one.
$endgroup$
add a comment |
$begingroup$
(This may turn out to be a simplified version of J. E. Pascoe's answer).
With probability one, the closure of the random set $V = v_1, v_2, ldots$ is equal to $operatornamesupp v$, the support of the distribution of $v$ ($operatornamesupp v$ is the set of those $h$ such that $P(v in B(h, varepsilon)) > 0$ for every $varepsilon > 0$).
For every $h$, we have $P(h perp v) < 1$, and therefore $h$ is not orthogonal to $operatornamesupp v$. It follows that the closed span of $operatornamesupp v$ is $mathcalH$.
It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatornamesupp v$ with probability one.
$endgroup$
(This may turn out to be a simplified version of J. E. Pascoe's answer).
With probability one, the closure of the random set $V = v_1, v_2, ldots$ is equal to $operatornamesupp v$, the support of the distribution of $v$ ($operatornamesupp v$ is the set of those $h$ such that $P(v in B(h, varepsilon)) > 0$ for every $varepsilon > 0$).
For every $h$, we have $P(h perp v) < 1$, and therefore $h$ is not orthogonal to $operatornamesupp v$. It follows that the closed span of $operatornamesupp v$ is $mathcalH$.
It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatornamesupp v$ with probability one.
answered 4 hours ago
Mateusz KwaśnickiMateusz Kwaśnicki
4,7421619
4,7421619
add a comment |
add a comment |
$begingroup$
Another Try
We say a $mathcalH$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcalH.$
If $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors,
then, almost surely, the closed span of the $h_i$ is equal to $mathcalH.$
First we will need a lemma.
Lemma 1
Let $h$ be a random vector.
There is a countable subset $A$ of $mathcalH$ such that the closed span of the elements of $A$ is equal to $mathcalH$
and for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a.$
Proof
For any subset $A$ such that for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a,$ and
the closed span of the elements of $A$ is not equal to $mathcalH,$
we will show that we can grow $A$ by a single element which is not in closed span of the elements of $A.$
We can only do this a countable number of times because the Hilbert space dimension of $mathcalH$ is countable.
(Otherwise, via Gram-Schmidt, we could construct an uncountable orthonormal set by transfinite induction.)
Choose $g$ such that $g perp a$ for all $ain A.$ Now, $P(h perp g)<1.$ So there must be a point $b$ such that
$P(hin U) >0$ for every neighborhood of $b$ and $b$ is not perpendicular to $g,$ therefore, $b$ is not in the span of the elements of $A.$ QED
Suppose $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors.
Let $A$ be as in Lemma 1. Index $A$ a a sequence $a_n.$
Let $B_m,n$ be a ball of radius $1/m$ centered at $a_n$
Almost surely, the sequence $h_i$ must visit $B_m,n$ infinitely often,
as $P(h_iin B_m,n)>0$. Therefore $A$ is a subset of the closure of the values of the sequence. (We have essentially the fact that a random function $f:mathbbNrightarrow mathbbN^2$ is surjective with infinite multiplicity.)
$endgroup$
$begingroup$
The point is that you "keep going" by transfinite induction. The process must stop at some countable ordinal before $omega_1$ as the space is countable dimensional.
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
That is for each $alpha < omega_1$ there would be $A_alpha$ such that if $alpha < beta,$ $A_alpha^perp cap A_beta neq 0.$
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
"Let $A$ be as in Lemma 1" ... "we may take $A$ to consist of only isolated points, as in a Polish space a countable closed set is equal to the closure of its isolated points." But Lemma 1 does not guarantee that $A$ is closed.
$endgroup$
– Iosif Pinelis
6 hours ago
$begingroup$
That does seem to be a gap @IosifPinelis . Ideas for closing it?
$endgroup$
– J. E. Pascoe
5 hours ago
$begingroup$
Could you elaborate a bit further on why the set $A$ in Lemma 1 is countable? Of course, there exist linearly independent sets in $H$ that are uncountable -- just choose your favourite Hamel basis of $H$.
$endgroup$
– Jochen Glueck
5 hours ago
|
show 8 more comments
$begingroup$
Another Try
We say a $mathcalH$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcalH.$
If $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors,
then, almost surely, the closed span of the $h_i$ is equal to $mathcalH.$
First we will need a lemma.
Lemma 1
Let $h$ be a random vector.
There is a countable subset $A$ of $mathcalH$ such that the closed span of the elements of $A$ is equal to $mathcalH$
and for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a.$
Proof
For any subset $A$ such that for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a,$ and
the closed span of the elements of $A$ is not equal to $mathcalH,$
we will show that we can grow $A$ by a single element which is not in closed span of the elements of $A.$
We can only do this a countable number of times because the Hilbert space dimension of $mathcalH$ is countable.
(Otherwise, via Gram-Schmidt, we could construct an uncountable orthonormal set by transfinite induction.)
Choose $g$ such that $g perp a$ for all $ain A.$ Now, $P(h perp g)<1.$ So there must be a point $b$ such that
$P(hin U) >0$ for every neighborhood of $b$ and $b$ is not perpendicular to $g,$ therefore, $b$ is not in the span of the elements of $A.$ QED
Suppose $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors.
Let $A$ be as in Lemma 1. Index $A$ a a sequence $a_n.$
Let $B_m,n$ be a ball of radius $1/m$ centered at $a_n$
Almost surely, the sequence $h_i$ must visit $B_m,n$ infinitely often,
as $P(h_iin B_m,n)>0$. Therefore $A$ is a subset of the closure of the values of the sequence. (We have essentially the fact that a random function $f:mathbbNrightarrow mathbbN^2$ is surjective with infinite multiplicity.)
$endgroup$
$begingroup$
The point is that you "keep going" by transfinite induction. The process must stop at some countable ordinal before $omega_1$ as the space is countable dimensional.
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
That is for each $alpha < omega_1$ there would be $A_alpha$ such that if $alpha < beta,$ $A_alpha^perp cap A_beta neq 0.$
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
"Let $A$ be as in Lemma 1" ... "we may take $A$ to consist of only isolated points, as in a Polish space a countable closed set is equal to the closure of its isolated points." But Lemma 1 does not guarantee that $A$ is closed.
$endgroup$
– Iosif Pinelis
6 hours ago
$begingroup$
That does seem to be a gap @IosifPinelis . Ideas for closing it?
$endgroup$
– J. E. Pascoe
5 hours ago
$begingroup$
Could you elaborate a bit further on why the set $A$ in Lemma 1 is countable? Of course, there exist linearly independent sets in $H$ that are uncountable -- just choose your favourite Hamel basis of $H$.
$endgroup$
– Jochen Glueck
5 hours ago
|
show 8 more comments
$begingroup$
Another Try
We say a $mathcalH$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcalH.$
If $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors,
then, almost surely, the closed span of the $h_i$ is equal to $mathcalH.$
First we will need a lemma.
Lemma 1
Let $h$ be a random vector.
There is a countable subset $A$ of $mathcalH$ such that the closed span of the elements of $A$ is equal to $mathcalH$
and for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a.$
Proof
For any subset $A$ such that for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a,$ and
the closed span of the elements of $A$ is not equal to $mathcalH,$
we will show that we can grow $A$ by a single element which is not in closed span of the elements of $A.$
We can only do this a countable number of times because the Hilbert space dimension of $mathcalH$ is countable.
(Otherwise, via Gram-Schmidt, we could construct an uncountable orthonormal set by transfinite induction.)
Choose $g$ such that $g perp a$ for all $ain A.$ Now, $P(h perp g)<1.$ So there must be a point $b$ such that
$P(hin U) >0$ for every neighborhood of $b$ and $b$ is not perpendicular to $g,$ therefore, $b$ is not in the span of the elements of $A.$ QED
Suppose $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors.
Let $A$ be as in Lemma 1. Index $A$ a a sequence $a_n.$
Let $B_m,n$ be a ball of radius $1/m$ centered at $a_n$
Almost surely, the sequence $h_i$ must visit $B_m,n$ infinitely often,
as $P(h_iin B_m,n)>0$. Therefore $A$ is a subset of the closure of the values of the sequence. (We have essentially the fact that a random function $f:mathbbNrightarrow mathbbN^2$ is surjective with infinite multiplicity.)
$endgroup$
Another Try
We say a $mathcalH$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcalH.$
If $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors,
then, almost surely, the closed span of the $h_i$ is equal to $mathcalH.$
First we will need a lemma.
Lemma 1
Let $h$ be a random vector.
There is a countable subset $A$ of $mathcalH$ such that the closed span of the elements of $A$ is equal to $mathcalH$
and for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a.$
Proof
For any subset $A$ such that for every point $ain A,$ $P(hin U)>0$ for any neighborhood $U$ of $a,$ and
the closed span of the elements of $A$ is not equal to $mathcalH,$
we will show that we can grow $A$ by a single element which is not in closed span of the elements of $A.$
We can only do this a countable number of times because the Hilbert space dimension of $mathcalH$ is countable.
(Otherwise, via Gram-Schmidt, we could construct an uncountable orthonormal set by transfinite induction.)
Choose $g$ such that $g perp a$ for all $ain A.$ Now, $P(h perp g)<1.$ So there must be a point $b$ such that
$P(hin U) >0$ for every neighborhood of $b$ and $b$ is not perpendicular to $g,$ therefore, $b$ is not in the span of the elements of $A.$ QED
Suppose $h_1, h_2, ldots$ is a sequence independent identically distributed of random vectors.
Let $A$ be as in Lemma 1. Index $A$ a a sequence $a_n.$
Let $B_m,n$ be a ball of radius $1/m$ centered at $a_n$
Almost surely, the sequence $h_i$ must visit $B_m,n$ infinitely often,
as $P(h_iin B_m,n)>0$. Therefore $A$ is a subset of the closure of the values of the sequence. (We have essentially the fact that a random function $f:mathbbNrightarrow mathbbN^2$ is surjective with infinite multiplicity.)
edited 4 hours ago
answered 6 hours ago
J. E. PascoeJ. E. Pascoe
570316
570316
$begingroup$
The point is that you "keep going" by transfinite induction. The process must stop at some countable ordinal before $omega_1$ as the space is countable dimensional.
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
That is for each $alpha < omega_1$ there would be $A_alpha$ such that if $alpha < beta,$ $A_alpha^perp cap A_beta neq 0.$
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
"Let $A$ be as in Lemma 1" ... "we may take $A$ to consist of only isolated points, as in a Polish space a countable closed set is equal to the closure of its isolated points." But Lemma 1 does not guarantee that $A$ is closed.
$endgroup$
– Iosif Pinelis
6 hours ago
$begingroup$
That does seem to be a gap @IosifPinelis . Ideas for closing it?
$endgroup$
– J. E. Pascoe
5 hours ago
$begingroup$
Could you elaborate a bit further on why the set $A$ in Lemma 1 is countable? Of course, there exist linearly independent sets in $H$ that are uncountable -- just choose your favourite Hamel basis of $H$.
$endgroup$
– Jochen Glueck
5 hours ago
|
show 8 more comments
$begingroup$
The point is that you "keep going" by transfinite induction. The process must stop at some countable ordinal before $omega_1$ as the space is countable dimensional.
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
That is for each $alpha < omega_1$ there would be $A_alpha$ such that if $alpha < beta,$ $A_alpha^perp cap A_beta neq 0.$
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
"Let $A$ be as in Lemma 1" ... "we may take $A$ to consist of only isolated points, as in a Polish space a countable closed set is equal to the closure of its isolated points." But Lemma 1 does not guarantee that $A$ is closed.
$endgroup$
– Iosif Pinelis
6 hours ago
$begingroup$
That does seem to be a gap @IosifPinelis . Ideas for closing it?
$endgroup$
– J. E. Pascoe
5 hours ago
$begingroup$
Could you elaborate a bit further on why the set $A$ in Lemma 1 is countable? Of course, there exist linearly independent sets in $H$ that are uncountable -- just choose your favourite Hamel basis of $H$.
$endgroup$
– Jochen Glueck
5 hours ago
$begingroup$
The point is that you "keep going" by transfinite induction. The process must stop at some countable ordinal before $omega_1$ as the space is countable dimensional.
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
The point is that you "keep going" by transfinite induction. The process must stop at some countable ordinal before $omega_1$ as the space is countable dimensional.
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
That is for each $alpha < omega_1$ there would be $A_alpha$ such that if $alpha < beta,$ $A_alpha^perp cap A_beta neq 0.$
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
That is for each $alpha < omega_1$ there would be $A_alpha$ such that if $alpha < beta,$ $A_alpha^perp cap A_beta neq 0.$
$endgroup$
– J. E. Pascoe
6 hours ago
$begingroup$
"Let $A$ be as in Lemma 1" ... "we may take $A$ to consist of only isolated points, as in a Polish space a countable closed set is equal to the closure of its isolated points." But Lemma 1 does not guarantee that $A$ is closed.
$endgroup$
– Iosif Pinelis
6 hours ago
$begingroup$
"Let $A$ be as in Lemma 1" ... "we may take $A$ to consist of only isolated points, as in a Polish space a countable closed set is equal to the closure of its isolated points." But Lemma 1 does not guarantee that $A$ is closed.
$endgroup$
– Iosif Pinelis
6 hours ago
$begingroup$
That does seem to be a gap @IosifPinelis . Ideas for closing it?
$endgroup$
– J. E. Pascoe
5 hours ago
$begingroup$
That does seem to be a gap @IosifPinelis . Ideas for closing it?
$endgroup$
– J. E. Pascoe
5 hours ago
$begingroup$
Could you elaborate a bit further on why the set $A$ in Lemma 1 is countable? Of course, there exist linearly independent sets in $H$ that are uncountable -- just choose your favourite Hamel basis of $H$.
$endgroup$
– Jochen Glueck
5 hours ago
$begingroup$
Could you elaborate a bit further on why the set $A$ in Lemma 1 is countable? Of course, there exist linearly independent sets in $H$ that are uncountable -- just choose your favourite Hamel basis of $H$.
$endgroup$
– Jochen Glueck
5 hours ago
|
show 8 more comments
Thanks for contributing an answer to MathOverflow!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmathoverflow.net%2fquestions%2f328585%2fdoes-a-random-sequence-of-vectors-span-a-hilbert-space%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
$begingroup$
and if they are iid the probability of being in a closed hyperplane $(h)^perp$ is $P(v_kperp h, k=1,2,dots)=0$
$endgroup$
– Pietro Majer
8 hours ago
3
$begingroup$
@Pietro Majer: this is the probability that the vectors all lie in a given closed hyperplane.
$endgroup$
– Anthony Quas
8 hours ago
2
$begingroup$
Whoever voted to close this, I'm pretty sure you don't understand the question. This is subtle and interesting.
$endgroup$
– Anthony Quas
8 hours ago
1
$begingroup$
Maybe I'm missing something obvious, but is it even clear that the event you are interested in is measurable?
$endgroup$
– Jochen Glueck
8 hours ago
1
$begingroup$
@JochenGlueck: Yes it's measurable: Let $(y_n)$ be a dense sequence in $mathcal H$. Then the event is: for all $m>0$, for all $n>0$, there exist $k>0$ and rational $t_1,ldots,t_k$ such that $|t_1v_1+ldots+t_kv_k-y_n|<1/m$.
$endgroup$
– Anthony Quas
6 hours ago