EXPECTATION VALUE OF HILBERT SPACE

B. H. S. Utami1,2, M. Usman3, Warsono3, Fitriani3

1
Doctoral Program of Mathematics and Natural Science, Faculty of Mathematics and Natural
Science, University of Lampung, Lampung, 35145 (Indonesia)
2
Department of Information System, STMIK Pringsewu, Lampung, 35373 (Indonesia)
3
Department of Mathematics and Natural Science, Faculty of Mathematics and Natural Science,
University of Lampung, Lampung, 35145 (Indonesia)
e-mail: bernadhitaherindri@yahoo.com

Abstract
This paper is aim to find the expectation value of Hilbert space.

Keywords: probability, Hilbert space, expectation value

1. Introduction

The concept of estimating function can be considered as an element of a

Hilbert space. (Smalll & McLeish, 1994) said that the expected value of random
variable 𝒙 is a continuous linear functional on Hilbert space. (Zimmerman, 1975)
state that the collection of all random variables with finite variance defined on a
given probability space is a Hilbert space; the function that assigns to each
random variable its conditional expectation is a linear operator; and the properties
of the conditional expectation needed to derive the usual test-theory formulas are
general properties of linear operators in Hilbert space. (Sriperumbudur et al.,
2010) introduce Hilbert space embeddings on probability measures. (Hahn et al.,
2020) approach the Hilbert space average of transition probabilities to consider
distributions of matrix elements between states.
The linear conditional expectation that provides a best linear (or rather,
affine) estimate of the conditional expectation is introduced by (Klebanov et al.,
2020). (Busemeyer & Wang, 2018) presents a general theory for predicting and
the effects that measurement contexts have that refers to a set of psychological

1
variables or attributes that an individual is required to evaluate on a particular
occasion.
This article will give an example of how to determine the expectation
value in the Hilbert space.
2. Results
Probabilities are traditionally defined as measures on a sample space,
(Smalll & McLeish, 1994) define expected value as follows:
Definition 1. Given 𝐻 be a Hilbert space and 𝟏 be an element of 𝐻 then
the pair (𝐻, 𝟏) is a Hilbert space with unitary element if 〈𝟏, 𝟏〉 = 1. In other
words, the scalar multiplies of 𝟏 as constant elements of 𝐻. Furthermore, the
expected value of 𝒙 ∈ 𝐻 is defined by 𝐸 (𝒙) = 〈𝒙, 𝟏〉.
These are examples of Hilbert space with unitary element:
Example 1. Let 𝐻 = ℝ3 be vector space with an inner product is defined by
3

〈𝑥, 𝑦〉 = ∑ 𝑥𝑖 𝑦𝑖
𝑖=1
and metric induced by this inner product is
1
𝑑 (𝑥, 𝑦) = (∑3𝑖=1(𝑥𝑖 − 𝑦𝑖 )2 )2 .
As we know that Hilbert space is an inner product space that is complete under the
metric induced by the inner product (Roman, 2008), first we will show that every
sequence in ℝ3 converges in ℝ3 .
Given (𝑥𝑘 ) is a Cauchy sequence in ℝ3 , where
𝑥𝑘 = (𝑥𝑘,1 , 𝑥𝑘,2 , 𝑥𝑘,3 ).
From induced metric we have,
2
𝑑 (𝑥𝑘 , 𝑥𝑚 )2 = ∑3𝑖=1(𝑥𝑘,𝑖 − 𝑥𝑚,𝑖 ) → 0 as 𝑘, 𝑚 → ∞.
For each coordinate position 𝑖, we have
2
(𝑥𝑘,𝑖 − 𝑥𝑚,𝑖 ) ≤ 𝑑 (𝑥𝑘 , 𝑥𝑚 )2 .
2
In other words, (𝑥𝑘,𝑖 − 𝑥𝑚,𝑖 ) → 0 as 𝑘, 𝑚 → ∞ and the sequence (𝑥𝑘,𝑖 )𝑘=1,2,⋯ of

𝑖th coordinates is a Cauchy sequence in ℝ.

Since ℝ is complete, we have
(𝑥𝑘,𝑖 ) → 𝑦𝑖 as 𝑘 → ∞.
If 𝑦 = (𝑦1 , 𝑦2 , 𝑦3 ), then

2
 2
𝑑 (𝑥𝑘 , 𝑦)2 = ∑𝑛𝑖=1(𝑥𝑘,𝑖 − 𝑦𝑖 ) → 0 as 𝑘 → ∞.
For each coordinate position 𝑖, we have
2
(𝑥𝑘,𝑖 − 𝑦𝑖 ) ≤ 𝑑 (𝑥𝑘 , 𝑦)2 → 0.
Thus, we have every Cauchy sequence (𝑥𝑛 ) in ℝ3 is converges to 𝑦 element of
ℝ3 . In other words, ℝ3 is complete and ℝ3 is a Hilbert space.
Then we can find some possible unitary element in ℝ3 ,
1
1 0 0 √3
1
𝟏 = 0 , 𝟏 = 1 , 𝟏 = 0) , 𝟏∗∗∗ =
( ) ∗ ( ) ∗∗ (
√3
0 0 1 1
( √3 )
which is multiplied by itself will produce 1. Thus, ℝ3 is Hilbert space with unitary
element.
Now, we will determine the expected value of Hilbert space as below.
For 𝒙 ∈ ℝ3 and unitary element 𝟏, we have
𝐸 (𝒙) = 〈𝒙, 𝟏〉
3

= ∑ 𝒙 ∙ (1,0,0)
𝑖=1

= (𝑥1 , 𝑥2 , 𝑥3 ) ∙ (1,0,0)
= 𝑥1
For 𝒙 ∈ ℝ3 and unitary element 𝟏∗ , we have
𝐸 (𝒙) = 〈𝒙, 𝟏〉
3

= ∑ 𝒙 ∙ (0,1,0)
𝑖=1

= (𝑥1 , 𝑥2 , 𝑥3 )(0,1,0)
= 𝑥2
For 𝒙 ∈ ℝ3 and unitary element 𝟏∗∗ , we have
𝐸 (𝒙) = 〈𝒙, 𝟏〉
3

= ∑ 𝒙 ∙ (0,0,1)
𝑖=1

= (𝑥1 , 𝑥2 , 𝑥3 )(0,0,1)
= 𝑥3

3
For 𝒙 ∈ ℝ3 and unitary element 𝟏∗∗∗ , we have
𝐸 (𝒙) = 〈𝒙, 𝟏〉
3
1 1 1
= ∑𝒙∙( , , )
𝑖=1
√3 √3 √3
1 1 1
= (𝑥1 , 𝑥2 , 𝑥3 ) ( , , )
√3 √3 √3
𝑥1 𝑥2 𝑥3
= + +
√3 √3 √3

Example 2. Let a Hilbert space of collection of square integrable functions on ℝ𝑛 ,

which is denoted by 𝐿2 (ℝ𝑛 ) and consist of all real-valued measurable functions 𝑓
that satisfy

∫ |𝑓(𝑥)|2 𝑑𝑥 < ∞.
ℝ𝑛

The resulting 𝐿2 (ℝ𝑛 )-norm of 𝑓 is defined by

‖𝑓‖ 𝐿2 (ℝ𝑛 ) = √∫ℝ𝑛 |𝑓(𝑥)|2 𝑑𝑥.

The space 𝐿2 (ℝ𝑛 ) is naturally equipped with the following inner product as
follows:

〈𝑓, 𝑔 〉 = ∫ℝ𝑛 𝑓(𝑥 )𝑔(𝑥 )𝑑𝑥 whenever 𝑓, 𝑔 ∈ 𝐿2 (ℝ𝑛 ).

Which is related to the 𝐿2 -norm since

1⁄
〈𝑓, 𝑓〉 2 = ‖𝑓 ‖𝐿2 (ℝ𝑛) .
We can define unitary element as
𝟏(𝑥) = 1.
When we operating
1 1

〈𝟏, 𝟏〉 = ∫ 1 𝑑𝑥 ∙ ∫ 1 𝑑𝑥 = 1.
0 0

Thus, 𝐿2 (ℝ𝑛 ) is Hilbert space with unitary element.

For 𝑓 ∈ 𝐿2 (ℝ𝑛 ) and unitary element 𝟏 for all 𝑥 ∈ ℝ𝑛 , we have
𝐸 (𝒙) = 〈𝒙, 𝟏〉

4
 = ∫ 𝑓(𝑥 ) ∙ 𝟏(𝑥 )𝑑𝑥
ℝ𝑛

= ∫ 𝑓(𝑥 ) ∙ 1 𝑑𝑥
ℝ𝑛

= ∫ 𝑓(𝑥 )𝑑𝑥
ℝ𝑛

Using the properties of the inner product and unitary element, we obtain a
property which is expressed in the following proposition.
Proposition 1. Let H be a Hilbert space and 𝟏 is unitary element of 𝐻. If 𝒙 and 𝒚
element of 𝐻 then
𝐸 ( 𝒙 + 𝒚) = 𝐸 ( 𝒙 ) + 𝐸 ( 𝒚) .
Proof.
From Definition 1,
𝐸 (𝒙 + 𝒚) = 〈𝒙 + 𝒚, 𝟏〉.
Recall the linearity property of inner product, for all 𝒙, 𝒚 ∈ 𝐻 and given 1 ∈ ℝ.
1〈𝒙 + 𝒚, 𝟏〉 = 1〈𝒙, 𝟏〉 + 1〈𝒚, 𝟏〉.
We have,
𝐸 (𝒙 + 𝒚) = 〈𝒙 + 𝒚, 𝟏〉 = 〈𝒙, 𝟏〉 + 〈𝒚, 𝟏〉.
∎
We give an example as below.
Example 4. Let 𝐻 = ℝ3 be vector space with an inner product is defined by
3

〈𝑥, 𝑦〉 = ∑ 𝑥𝑖 𝑦𝑖
𝑖=1
and metric induced by this inner product is
1
𝑑 (𝑥, 𝑦) = (∑3𝑖=1(𝑥𝑖 − 𝑦𝑖 )2 )2 .
where some possible unitary element in ℝ3 are
1
1 0 0 √3
1
𝟏 = (0) , 𝟏∗ = (1) , 𝟏∗∗ = (0), and 𝟏∗∗∗ = (√3)
0 0 1 1
√3

For 𝒙, 𝒚 ∈ ℝ3 and unitary element 𝟏, we have

𝐸 (𝒙 + 𝒚) = 〈𝒙 + 𝒚, 𝟏〉

5
 3

= ∑(𝒙 + 𝒚) ∙ (1,0,0)
𝑖=1

= (𝑥1 + 𝑦1 , 𝑥2 + 𝑦2 , 𝑥3 + 𝑦3 ) ∙ (1,0,0)
= 𝑥1 + 𝑦1
3 3

= ∑ 𝒙 ∙ (1,0,0) + ∑ 𝒚 ∙ (1,0,0)
𝑖=1 𝑖=1

= 〈𝒙, 𝟏〉 + 〈𝒚, 𝟏〉
= 𝐸 ( 𝒙 ) + 𝐸 ( 𝒚)
The similar way to 𝟏∗ , 𝟏∗∗ , and 𝟏∗∗∗ we have the property as follow.
Although this applies to the addition of two elements, this does not apply to the
product of two elements. Here is a counter example.
Example 5. Let 𝐻 = ℝ3 be vector space with an inner product is defined by
3

〈𝑥, 𝑦〉 = ∑ 𝑥𝑖 𝑦𝑖
𝑖=1
and metric induced by this inner product is
1
𝑑 (𝑥, 𝑦) = (∑3𝑖=1(𝑥𝑖 − 𝑦𝑖 )2 )2 .
1
√3
1
Given a unitary element is 𝟏 = ( ), we have √3
1
√3

𝐸 (𝒙 ∙ 𝒚) = 〈𝒙 ∙ 𝒚, 𝟏〉 for 𝒙, 𝒚 ∈ ℝ3
3
1 1 1
= ∑(𝒙 ∙ 𝒚) ∙ ( , , )
𝑖=1
√3 √3 √3
1 1 1
= (𝑥1 𝑦1 , 𝑥2 𝑦2 , 𝑥3 𝑦3 ) ∙ ( , , )
√3 √3 √3
1 1 1
= 𝑥1 𝑦1 + 𝑥2 𝑦2 + 𝑥3 𝑦3
√3 √3 √3
On the other hand,
3 3
1 1 1 1 1 1
𝐸 (𝒙) ∙ 𝐸 (𝒚) = (∑ 𝒙 ∙ ( , , )) ∙ (∑ 𝒚 ∙ ( , , ))
𝑖=1
√3 √3 √3 𝑖=1
√3 √3 √3
1 1 1 1 1 1
= ((𝑥1 , 𝑥2 , 𝑥3 ) ∙ ( , , )) ∙ ((𝑦1 , 𝑦2 , 𝑦3 ) ∙ ( , , ))
√3 √3 √3 √3 √3 √3
1 1 1 1 1 1
= ( 𝑥1 + 𝑥2 + 𝑥3 ) ∙ ( 𝑦1 + 𝑦2 + 𝑦3 )
√3 √3 √3 √3 √3 √3

6
 1 1 1
= 𝑥1 𝑦1 + 𝑥2 𝑦2 + 𝑥3 𝑦3
3 3 3
Thus, 𝐸 (𝒙 ∙ 𝒚) ≠ 𝐸 (𝒙) ∙ 𝐸 (𝒚).
Proposition 2. Let H be a Hilbert space and 𝟏 is unitary element of 𝐻. If 𝒙
element of 𝐻 and 𝑎, 𝑏 ∈ ℝ then
𝐸 (𝑎𝒙 + 𝑏) = 𝑎𝐸 (𝒙) + 𝑏.
Proof.
From Definition 1,
𝐸 (𝑎𝒙 + 𝑏) = 〈𝑎𝒙 + 𝑏, 𝟏〉
= 〈𝑎𝒙, 𝟏〉 + 〈𝑏, 𝟏〉
= 𝑎 〈𝒙, 𝟏〉 + 𝑏
= 𝑎𝐸 (𝒙) + 𝑏
∎
Here we give an example.
1
√3
1
Example 9. For 𝒙, 𝒚 ∈ ℝ3 and unitary element 𝟏 = ( ), we have √3
1
√3

𝐸 (𝑎𝒙 + 𝑏) = 〈𝑎𝒙 + 𝑏, 𝟏〉
3
1 1 1
= ∑(𝑎𝒙 + 𝑏) ∙ ( , , )
𝑖=1
√3 √3 √3
1 1 1
= (𝑎𝑥1 + 𝑏, 𝑎𝑥2 + 𝑏, 𝑎𝑥3 + 𝑏) ∙ ( , , )
√3 √3 √3
1 1 1
=( (𝑎𝑥1 + 𝑏) + (𝑎𝑥2 + 𝑏) + (𝑎𝑥3 + 𝑏))
√3 √3 √3
1
= 𝑎(𝑥1 + 𝑥2 + 𝑥3 ) + 𝑏
√3
3
1 1 1
= 𝑎 ∑𝒙 ∙ ( , , )+𝑏
𝑖=1
√3 √3 √3

= 𝑎〈𝒙, 𝟏〉 + 𝑏
= 𝑎 ∙ 𝐸 ( 𝒙) + 𝑏

1
As simulation, we generate data considering 𝑛 is a convergent Cauchy sequence in
ℝ. Let 𝐻 = ℝ be vector space with an inner product is defined by
〈𝒙, 𝒚〉 = 𝑥 ∙ 𝑦
and metric induced by this inner product is

7
 𝑑(𝑥, 𝑦) = √𝑥 − 𝑦
and 1 as unitary element of ℝ. From definition of expectation value in ℝ, we have
𝐸 (𝒙) = 〈𝒙, 𝟏〉 = 4.27854. Thus, we make a normal probability plot to see
whether the data is normally distributed or not as shown in the following figure.

Normal Probability Plot

3

1
Z-values

0
0 0.2 0.4 0.6 0.8 1 1.2
-1

-2

-3

-4
Data values

Figure 1. Normal probability plot of data

Based on the plot in Figure 1, the points do not follow a straight line. Thus, the
data can be said to be not normally distributed and more likely to have an
exponential distribution.
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8
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