I am surprised that this question hasn't been asked on here
I need to show that
$$d_2(f,g) = \sqrt{\int\limits_0^1 |f(x) - g(x)|^2 dx}$$
is a metric on $C[0,1]$
Proof:
As usual, positive semidefiniteness and symmetry are trivial
We want to show that
$$d_2(f,g) \leq d_2(f,h) + d_2(h,g)$$ for some $f,g,h \in C^1$
(Unfortunately, I am not sure how to approach this in the most efficient manner)
$ d_2(f,g) = \sqrt{\int\limits_0^1 |f(x) - g(x)|^2 dx}$
$ = \sqrt{\int\limits_0^1 |(f(x) - g(x))^2| dx}$ $ = \sqrt{\int\limits_0^1 |f^2 - 2gf + g^2| dx} $
$ = \sqrt{\int\limits_0^1 |(f^2 -2hf-h^2 + 2hf+h^2)- 2gf + (g^2 -2hg-h^2 + 2hg+h^2)| dx}$
$ = \sqrt{\int\limits_0^1 |(f-h)^2 + 2hf-h^2- 2gf + (g-h)^2 + 2hg-h^2)| dx}$
$ \leq \sqrt{\int\limits_0^1 |(f-h)^2| dx+ \int\limits_0^1 |(g-h)^2| dx +\int\limits_0^1 |2hf-2h^2- 2gf + 2hg| dx}$
$\leq d_2(f,h) + d_2(h,g) + \sqrt{\int\limits_0^1 |2hf-2h^2- 2gf + 2hg| dx}$
Seems like this method cannot work....Can someone offer suggestions on how to fix this
It is an overkill, but I think it is an interesting one. $C^0(0,1)\subset L^2(0,1)$, hence we may assume that the functions we are dealing with have a Fourier-Legendre expansion in terms of shifted Legendre polynomials: they give an orthogonal complete base of $L^2(0,1)$ with respect to the usual inner product and by assuming $$ f(x)=\sum_{n\geq 0}c_n P_n(2x-1)\tag{1} $$ we have, by Parseval's identity: $$ \| f \|_2 = \sqrt{\sum_{n\geq 0}\frac{c_n^2}{2n+1}}\tag{2} $$ so it is enough to work in $\ell^2$. We may notice that: $$ \sum_{n\geq 0}\frac{(a_n+b_n)^2}{2n+1}=\sum_{n\geq 0}\frac{a_n^2}{2n+1}+\sum_{n\geq 0}\frac{b_n^2}{2n+1}+2\sum_{n\geq 0}\frac{a_n b_n}{2n+1}\tag{3}$$ but due to the Cauchy-Schwarz inequality: $$ \left|\sum_{n\geq 0}\frac{a_n b_n}{2n+1}\right|\leq \sqrt{\left(\sum_{n\geq 0}\frac{a_n^2}{2n+1}\right)\cdot\left(\sum_{n\geq 0}\frac{b_n^2}{2n+1}\right)}\tag{4} $$ so, by $(3)$, $$ \| a+b \|_{\ell^2} \leq \| a\|_{\ell^2}+\| b \|_{\ell^2}\tag{5} $$ and that proves: $$ \| f+g \|_{L^2} \leq \| f\|_{L^2}+\| g \|_{L^2}\tag{6} $$ as wanted.