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I am searching for an orthonormal basis of the Hilbert space $L^2(\left[0,+\infty\right[, dx)$.

Thank you in advance

  • 0
    What do you know about Fourier series?2017-02-02
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    [See this](https://en.wikipedia.org/wiki/Sturm%E2%80%93Liouville_theory).2017-02-02

2 Answers 2

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Laguerre polynomials $\{L_n\}$ are an orthogonal basis of the weighted space $L^2([0,\infty),e^{-x}\,dx)$. Then $\{e^{-x/2}L_n\}$ is an orthogonal basis of $L^2([0,\infty),dx)$.

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The change of variable $t=e^{-s}$ gives $$ \int_{0}^{1}f(t)g(t)dt = \int_{0}^{\infty}f(e^{-s})g(e^{-s})e^{-s}ds $$ This may be interpreted as a unitary map $U : L^2[0,1)\rightarrow L^2[0,\infty)$ defined by $$ (Uf)(s) = e^{-s/2}f(e^{-s}). $$ The transform is isometric, meaning that $$ \|f\|_{L^2[0,1)} = \|Uf\|_{L^2[0,\infty)}. $$ And the change of variable is invertible, which proves that $U$ is unitary. Therefore, the unitary map $U$ maps orthonormal bases of $L^2[0,1)$ to orthonormal bases of $L^2[0,\infty)$. In particular, $$ \{ e^{-s/2}\exp(2\pi ine^{-s}) \}_{n=-\infty}^{\infty} $$ is a complete orthonorml basis of $L^2[0,\infty)$.