Orthonormal Expansions in a Real Hilbert Space
theoremAnalysisthm:orthonormal-expansion-hilbert-2026aBessel'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.
In the setting of Real Hilbert Spaces: Standing Notation and Background, let be a real Hilbert space with inner product , norm and distance , let be an orthonormal sequence in , let be a sequence of real numbers, and let . Series in and series of real numbers are as defined there. For , let denote the -tuple whose components are , and let be its span. Then the following hold.
1. (Bessel's inequality)¶ The series converges, and
2. (Riesz-Fischer criterion)¶ The series converges in if and only if the series converges. In that case, writing ,
3. (Expansion)¶ Suppose is an orthonormal basis of . Then the series converges in with sum .
4. (Parseval's identity)¶ Suppose is an orthonormal basis of . Then
and the series converges with sum .
5. (Characterisation)¶ The following four conditions on the orthonormal sequence are equivalent:
(a) is an orthonormal basis of ;
(b) every is the sum of the series ;
(c) every satisfies ;
(d) the union of the subspaces over is dense in .
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