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Banach–Alaoglu Theorem for a Separable Normed Space: the Closed Balls of the Dual Are Weak-Star Sequentially Compact and Compact for a Metric of Weak-Star Convergence

In the dual of a separable real normed space, every sequence of functionals of dual norm at most M has a weak-star convergent subsequence with limit of dual norm at most M; on this ball weak-star convergence of sequences is convergence for an explicit metric, for which the ball is compact.

Statement

In the setting of Weak-Star Compactness and Vague Convergence: Standing Notation, let XX be a separable real normed space and let M∈RM\in\mathbb{R} with M≥0M\ge0.

Sequential compactness. Every sequence (Fm)m∈N(F_{m})_{m\in\mathbb{N}} in BM∗B^{*}_{M} has a subsequence (Fmj)j∈N(F_{m_{j}})_{j\in\mathbb{N}} that converges weak-star to some F∈BM∗F\in B^{*}_{M}.

Let (xk)k∈N(x_{k})_{k\in\mathbb{N}} be a sequence in XX with ∥xk∥≤1\|x_{k}\|\le1 for every k∈Nk\in\mathbb{N} whose range is dense in the closed unit ball {x∈X:∥x∥≤1}\{x\in X:\|x\|\le1\}: for every x∈Xx\in X with ∥x∥≤1\|x\|\le1 and every δ>0\delta>0 there is k∈Nk\in\mathbb{N} with ∥x−xk∥<δ\|x-x_{k}\|<\delta. Let

d(F,G)=sup⁡k∈N2−k ∣F(xk)−G(xk)∣(F,G∈BM∗).d(F,G)=\sup_{k\in\mathbb{N}}2^{-k}\,|F(x_{k})-G(x_{k})|\qquad(F,G\in B^{*}_{M}).

A metric for weak-star convergence. The suprema defining dd exist, dd is a metric on BM∗B^{*}_{M}, and a sequence (Gm)m∈N(G_{m})_{m\in\mathbb{N}} in BM∗B^{*}_{M} converges to G∈BM∗G\in B^{*}_{M} in the metric space (BM∗,d)(B^{*}_{M},d) if and only if (Gm)(G_{m}) converges weak-star to GG.

Compactness. BM∗B^{*}_{M} is compact in the topological space (BM∗,Td)(B^{*}_{M},\mathcal{T}_{d}).

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