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Hilbert Space An inner product space which is complete with respect to the norm induced by the inner product.
Examples: L2 (modulo almost everywhere equality), l2, Euclidean space
Banach space A complete, normed, linear space
Examples: Lp spaces, continuous functions on a compact set under the supremum norm
Inner product space A vector space which is endowed with an inner product.
Examples: The real numbers with multiplication, Euclidean space with the dot product
Vector space A set of vectors together with a field of scalars and two operations: vector addition and scalar multiplication. Vector addition is associative and commutative, and the two operations distribute in a natural way.
Examples: Euclidean space, m by n matrices
Polish space A complete, separable, metric space.
Examples: Euclidean space, many probability spaces
Measure space A triple consisting of a set, a sigma-algebra of subsets of the set, and a measure compatible with that sigma-algebra.
Examples: any probability space, the Real numbers under Lebesgue measure
Outer space The vast region of the universe not occupied by planets, stars, or other heavenly bodies.
Example: The region between the moon and New York City
Sobolev space A vector space of functions equipped with a norm which depends on derivatives of the given function. The derivatives are understood in a weak sense, so that the space is complete (so it is a Banach space).
Examples: W(k,p) for various k and p .
Probability space A measure space where the measure, typically called P , is countably additive and has total mass 1.
Examples: The real numbers, equipped with the measures induced by various probability distributions.
My space A popular social networking website.
Example: myspace.com
Topological space A set, together with a collection of subsets which are to be the open sets, satisfying certain properties.
Examples: Euclidean space, any manifold, an algebraic variety with the Zariski topology
Office space A popular 1999 movie staring Ron Livingston, Jennifer Aniston, and Stephen Root
Examples: Red Swingline stapler