[Math] relationship between discrete and continuous time inner product

functional-analysisinner-products

My question regard the relationship between discrete and continuous inner product
$\langle f(x), g(x)\rangle =\int_a^b f(x)\overline{g(x)}dx=\lim_{N\to \infty}\sum_{i=0}^N f(a+(b-a)i/N)\overline{g(a+(b-a)i/N)}\frac{b-a}{N}\\$

$\langle \textbf{x}, \textbf{y}\rangle = \sum_{i=1}^N \textbf{x}(i)\overline{\textbf{y}(i)}$

It is the $\frac{b-a}{N}$ that confuses me: i know the definition of riemann integral and the infinite sum definition (without the dx term the sum would diverge)
But with this term we cannot express the continuous inner product as a limiting case of the discrete one.

If the dimension of $\textbf{x}$ is $N$ we cannot simply say that continuous time inner product is the limit case of the discrete one.
Any suggestion?

A similar question was already proposed in Understanding dot product of continuous functions but to me it is not clear the $\frac{b-a}{N}$ term

Forgive my poor english and my poor formalism (I am writing form a smartphone and using latex is very difficult), thank to everyone

Best Answer

If $f$, $g$ are continuous on $[a,b]$, the Riemann integral can be viewed as a limit of discrete inner products: $$ \int_{a}^{b}f(x)g(x)\,dx = \lim_{\|\mathcal{P}\|\rightarrow 0} \sum_{\mathcal{P}}f(x_{j}^{\star})g(x_{j}^{\star})\Delta_{j}x $$ where $\sum_{\mathcal{P}}\Delta_{j}x=b-a$. So this looks like a weighted inner-product where the weights always add to $b-a$, which allows you to take such a limit. Without the sum of the weights always remaining bounded, the limit would get out of hand.