inner product of functions

inner product of functions

for tow functions f and g sampling by interval $\Delta x$, the inner product may be defined as

<f,g>=lim∇x→0f(xi)g(xi)Δx=∫f(x)g(x)dx

<script type="math/tex; mode=display" id="MathJax-Element-154"> = \lim_{\nabla x \to 0}f(x_i)g(x_i)\Delta x = \int f(x)g(x)\,dx</script>

The expectation of function

let $f(x) > 0 and \int f(x)\,dx = 1$, so then the expectation is:

$$E[g(x)] = \int f(x)g(x)\,dx = <f, g>$$