Does a random sequence of vectors span a Hilbert space? Planned maintenance scheduled April...



Does a random sequence of vectors span a Hilbert space?



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$begingroup$


Let $mathcal{H}$ be a separable Hilbert space. Let $v$ be a random variable taking values in $mathcal{H}$ such that $P(v perp h) < 1$ for all $h in mathcal{H}.$ 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 $mathcal{H}?$










share|cite|improve this question









$endgroup$












  • $begingroup$
    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


















7












$begingroup$


Let $mathcal{H}$ be a separable Hilbert space. Let $v$ be a random variable taking values in $mathcal{H}$ such that $P(v perp h) < 1$ for all $h in mathcal{H}.$ 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 $mathcal{H}?$










share|cite|improve this question









$endgroup$












  • $begingroup$
    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
















7












7








7


3



$begingroup$


Let $mathcal{H}$ be a separable Hilbert space. Let $v$ be a random variable taking values in $mathcal{H}$ such that $P(v perp h) < 1$ for all $h in mathcal{H}.$ 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 $mathcal{H}?$










share|cite|improve this question









$endgroup$




Let $mathcal{H}$ be a separable Hilbert space. Let $v$ be a random variable taking values in $mathcal{H}$ such that $P(v perp h) < 1$ for all $h in mathcal{H}.$ 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 $mathcal{H}?$







reference-request fa.functional-analysis pr.probability operator-theory hilbert-spaces






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










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




















  • $begingroup$
    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












2 Answers
2






active

oldest

votes


















4












$begingroup$

(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 $operatorname{supp} v$, the support of the distribution of $v$ ($operatorname{supp} v$ 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 $operatorname{supp} v$. It follows that the closed span of $operatorname{supp} v$ is $mathcal{H}$.



It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatorname{supp} v$ with probability one.






share|cite|improve this answer









$endgroup$





















    0












    $begingroup$

    Another Try



    We say a $mathcal{H}$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcal{H}.$



    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 $mathcal{H}.$



    First we will need a lemma.



    Lemma 1
    Let $h$ be a random vector.
    There is a countable subset $A$ of $mathcal{H}$ such that the closed span of the elements of $A$ is equal to $mathcal{H}$
    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 $mathcal{H},$
    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 $mathcal{H}$ 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 $f:mathbb{N}rightarrow mathbb{N}^2$ is surjective with infinite multiplicity.)






    share|cite|improve this answer











    $endgroup$













    • $begingroup$
      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
      5 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
      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














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    2 Answers
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    2 Answers
    2






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    active

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    active

    oldest

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    4












    $begingroup$

    (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 $operatorname{supp} v$, the support of the distribution of $v$ ($operatorname{supp} v$ 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 $operatorname{supp} v$. It follows that the closed span of $operatorname{supp} v$ is $mathcal{H}$.



    It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatorname{supp} v$ with probability one.






    share|cite|improve this answer









    $endgroup$


















      4












      $begingroup$

      (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 $operatorname{supp} v$, the support of the distribution of $v$ ($operatorname{supp} v$ 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 $operatorname{supp} v$. It follows that the closed span of $operatorname{supp} v$ is $mathcal{H}$.



      It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatorname{supp} v$ with probability one.






      share|cite|improve this answer









      $endgroup$
















        4












        4








        4





        $begingroup$

        (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 $operatorname{supp} v$, the support of the distribution of $v$ ($operatorname{supp} v$ 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 $operatorname{supp} v$. It follows that the closed span of $operatorname{supp} v$ is $mathcal{H}$.



        It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatorname{supp} v$ with probability one.






        share|cite|improve this answer









        $endgroup$



        (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 $operatorname{supp} v$, the support of the distribution of $v$ ($operatorname{supp} v$ 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 $operatorname{supp} v$. It follows that the closed span of $operatorname{supp} v$ is $mathcal{H}$.



        It remains to note that the closed span of $V$ is the same as the closed span of the closure of $V$, equal to $operatorname{supp} v$ with probability one.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered 4 hours ago









        Mateusz KwaśnickiMateusz Kwaśnicki

        4,7421619




        4,7421619























            0












            $begingroup$

            Another Try



            We say a $mathcal{H}$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcal{H}.$



            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 $mathcal{H}.$



            First we will need a lemma.



            Lemma 1
            Let $h$ be a random vector.
            There is a countable subset $A$ of $mathcal{H}$ such that the closed span of the elements of $A$ is equal to $mathcal{H}$
            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 $mathcal{H},$
            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 $mathcal{H}$ 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 $f:mathbb{N}rightarrow mathbb{N}^2$ is surjective with infinite multiplicity.)






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              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
              5 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
              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


















            0












            $begingroup$

            Another Try



            We say a $mathcal{H}$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcal{H}.$



            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 $mathcal{H}.$



            First we will need a lemma.



            Lemma 1
            Let $h$ be a random vector.
            There is a countable subset $A$ of $mathcal{H}$ such that the closed span of the elements of $A$ is equal to $mathcal{H}$
            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 $mathcal{H},$
            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 $mathcal{H}$ 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 $f:mathbb{N}rightarrow mathbb{N}^2$ is surjective with infinite multiplicity.)






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              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
              5 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
              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
















            0












            0








            0





            $begingroup$

            Another Try



            We say a $mathcal{H}$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcal{H}.$



            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 $mathcal{H}.$



            First we will need a lemma.



            Lemma 1
            Let $h$ be a random vector.
            There is a countable subset $A$ of $mathcal{H}$ such that the closed span of the elements of $A$ is equal to $mathcal{H}$
            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 $mathcal{H},$
            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 $mathcal{H}$ 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 $f:mathbb{N}rightarrow mathbb{N}^2$ is surjective with infinite multiplicity.)






            share|cite|improve this answer











            $endgroup$



            Another Try



            We say a $mathcal{H}$-valued random variable $h$ is a random vector if $P(h perp g)<1$ for all $gin mathcal{H}.$



            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 $mathcal{H}.$



            First we will need a lemma.



            Lemma 1
            Let $h$ be a random vector.
            There is a countable subset $A$ of $mathcal{H}$ such that the closed span of the elements of $A$ is equal to $mathcal{H}$
            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 $mathcal{H},$
            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 $mathcal{H}$ 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 $f:mathbb{N}rightarrow mathbb{N}^2$ is surjective with infinite multiplicity.)







            share|cite|improve this answer














            share|cite|improve this answer



            share|cite|improve this answer








            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
              5 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
              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




















            • $begingroup$
              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
              5 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
              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


















            $begingroup$
            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
            5 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
            5 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
            5 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
            5 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




















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