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Orthonormal Expansions in a Real Hilbert Space

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 HH be a real Hilbert space with inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle, norm ∣⋅∣|\cdot| and distance dd, let (ek)k∈N(e_{k})_{k\in\mathbb{N}} be an orthonormal sequence in HH, let (ck)k∈N(c_{k})_{k\in\mathbb{N}} be a sequence of real numbers, and let x,y∈Hx,y\in H. Series in HH and series of real numbers are as defined there. For n∈Nn\in\mathbb{N}, let e(n)∈Hne^{(n)}\in H^{n} denote the nn-tuple whose components are e1,…,ene_{1},\dots,e_{n}, and let span⁡(e(n))\operatorname{span}(e^{(n)}) be its span. Then the following hold.

1. (Bessel's inequality) The series ∑k=1∞⟨x,ek⟩2\sum_{k=1}^{\infty}\langle x,e_{k}\rangle^{2} converges, and

∑k=1∞⟨x,ek⟩2≤∣x∣2.\sum_{k=1}^{\infty}\langle x,e_{k}\rangle^{2}\le|x|^{2}.

2. (Riesz-Fischer criterion) The series ∑k=1∞ckek\sum_{k=1}^{\infty}c_{k}e_{k} converges in HH if and only if the series ∑k=1∞ck2\sum_{k=1}^{\infty}c_{k}^{2} converges. In that case, writing z=∑k=1∞ckekz=\sum_{k=1}^{\infty}c_{k}e_{k},

∣z∣2=∑k=1∞ck2,⟨z,ej⟩=cjfor every j∈N.|z|^{2}=\sum_{k=1}^{\infty}c_{k}^{2}, \qquad \langle z,e_{j}\rangle=c_{j}\quad\text{for every }j\in\mathbb{N}.

3. (Expansion) Suppose (ek)k∈N(e_{k})_{k\in\mathbb{N}} is an orthonormal basis of HH. Then the series ∑k=1∞⟨x,ek⟩ek\sum_{k=1}^{\infty}\langle x,e_{k}\rangle e_{k} converges in HH with sum xx.

4. (Parseval's identity) Suppose (ek)k∈N(e_{k})_{k\in\mathbb{N}} is an orthonormal basis of HH. Then

∣x∣2=∑k=1∞⟨x,ek⟩2,|x|^{2}=\sum_{k=1}^{\infty}\langle x,e_{k}\rangle^{2},

and the series ∑k=1∞⟨x,ek⟩⟨y,ek⟩\sum_{k=1}^{\infty}\langle x,e_{k}\rangle\langle y,e_{k}\rangle converges with sum ⟨x,y⟩\langle x,y\rangle.

5. (Characterisation) The following four conditions on the orthonormal sequence (ek)k∈N(e_{k})_{k\in\mathbb{N}} are equivalent:

(a) (ek)k∈N(e_{k})_{k\in\mathbb{N}} is an orthonormal basis of HH;

(b) every x∈Hx\in H is the sum of the series ∑k=1∞⟨x,ek⟩ek\sum_{k=1}^{\infty}\langle x,e_{k}\rangle e_{k};

(c) every x∈Hx\in H satisfies ∣x∣2=∑k=1∞⟨x,ek⟩2|x|^{2}=\sum_{k=1}^{\infty}\langle x,e_{k}\rangle^{2};

(d) the union of the subspaces span⁡(e(n))\operatorname{span}(e^{(n)}) over n∈Nn\in\mathbb{N} is dense in HH.

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