I am reading about wavelets and it mentions something about "a function in $L^2(\mathbb{R})$". What does that even mean?
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It means the square of the function has finite integral – Gregory Grant Aug 11 '15 at 21:41
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1It means square-integrable. See https://en.wikipedia.org/wiki/Lp_space – anon Aug 11 '15 at 21:43
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It means the functional space with elements integral of square over the entire real numbers of which is finite. $f \in L^2 (\mathbb R): \int_{-\infty}^{+\infty}f^2 dx < M$. – Kaster Aug 11 '15 at 21:44
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@Kaster $\int_{-\infty}^\infty f^2 dx < + \infty$ is more precise. – Zhanxiong Aug 11 '15 at 21:46
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What are L and R here? – quantum231 Aug 11 '15 at 22:07
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1It means you probably need to learn some real analysis (measure theory and a little bit of Fourier analysis) before trying to learn about wavelets... – David C. Ullrich Aug 11 '15 at 22:18
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The $L$ stands for Lebesgue, and $\Bbb R$ denotes the real numbers. If you aren't even familiar with the notation $\Bbb R$, then I second Ulrich that you need to learn some basics first. – anon Aug 11 '15 at 23:10
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The L is for Lebesgue integration – DanielWainfleet Aug 12 '15 at 11:25
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I did do fourier analysis in my MEng Electronic Engineering degree so I am familiar with R and Z and other things. But I am not sure about L and was not sure if this R is the R I think it is. – quantum231 Aug 12 '15 at 17:23