
Please help me solve this problem. He tried to read Kolmogorov, but did not find ways to prove this problem.

Please help me solve this problem. He tried to read Kolmogorov, but did not find ways to prove this problem.
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To prove orthogonality
Prove first that
<x - P H 0 (x), e i > = 0 , for any i
This is proved from the definition of P H 0 (x) , the properties of the scalar product
<a + b, c> = <a, c> + <b, c>
<Ca, b> = C <a, b>
and orthonormality of the system (e i ) , i.e. the fact that
<e i , e j > = 0 | 1 , depending on the equality i = j
From this we prove the required assertion for an arbitrary vector y from H 0 , since vector y is a linear combination of vectors from (e i )
Self-adjointness is generally proved to the forehead by writing the expression for <P H 0 (x), y> and rearranging the terms / factors in it by the same properties of the scalar product. That is, it is possible in two or three steps to show that
<P H 0 (x), y> = ∑ <e i , x> <e i , y>
The expression on the right is perfectly symmetrical with respect to x and y .
Source: https://ru.stackoverflow.com/questions/932921/
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