Bessel's inequality, the Riesz-Fischer criterion for convergence of an orthonormal series, and the equivalence of totality, the expansion of every vector, Parseval's identity and density of the finite linear combinations.
Statement
In the setting of Real Hilbert Spaces: Standing Notation and Background, let H be a real Hilbert space with inner product ⟨⋅,⋅⟩, norm ∣⋅∣ and distance d, let (ek)k∈N be an orthonormal sequence in H, let (ck)k∈N be a sequence of real numbers, and let x,y∈H. Series in H and series of real numbers are as defined there. For n∈N, let e(n)∈Hn denote the n-tuple whose components are e1,…,en, and let span(e(n)) be its span. Then the following hold.
1. (Bessel's inequality) The series ∑k=1∞⟨x,ek⟩2 converges, and
k=1∑∞⟨x,ek⟩2≤∣x∣2.
2. (Riesz-Fischer criterion) The series ∑k=1∞ckek converges in H if and only if the series ∑k=1∞ck2 converges. In that case, writing z=∑k=1∞ckek,
∣z∣2=k=1∑∞ck2,⟨z,ej⟩=cjfor every j∈N.
3. (Expansion) Suppose (ek)k∈N is an orthonormal basis of H. Then the series ∑k=1∞⟨x,ek⟩ek converges in H with sum x.
4. (Parseval's identity) Suppose (ek)k∈N is an orthonormal basis of H. Then
∣x∣2=k=1∑∞⟨x,ek⟩2,
and the series ∑k=1∞⟨x,ek⟩⟨y,ek⟩ converges with sum ⟨x,y⟩.
5. (Characterisation) The following four conditions on the orthonormal sequence (ek)k∈N are equivalent:
(a) (ek)k∈N is an orthonormal basis of H;
(b) every x∈H is the sum of the series ∑k=1∞⟨x,ek⟩ek;
(c) every x∈H satisfies ∣x∣2=∑k=1∞⟨x,ek⟩2;
(d) the union of the subspaces span(e(n)) over n∈N is dense in H.
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