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Elementary Properties of Series in a Real Inner Product Space

Linearity, vanishing of the terms, telescoping, the Cauchy criterion and absolute convergence in a Hilbert space, the behaviour of a series under a bounded linear map and under the inner product, and agreement with series of real numbers.

Statement

In the setting of Real Hilbert Spaces: Standing Notation and Background, let EE and FF be real inner product spaces, let HH be a real Hilbert space, let (xk)k∈N(x_{k})_{k\in\mathbb{N}} and (yk)k∈N(y_{k})_{k\in\mathbb{N}} be sequences in EE with partial sums sns_{n} and tnt_{n} respectively, let λ∈R\lambda\in\mathbb{R}, let w∈Ew\in E and let T∈L(E,F)T\in\mathcal{L}(E,F). Convergence of a series in a real inner product space, its sum, and absolute convergence are as defined there, and series of real numbers are as in Series of Real Numbers. Then the following hold.

1. (Linearity) If ∑k=1∞xk\sum_{k=1}^{\infty}x_{k} and ∑k=1∞yk\sum_{k=1}^{\infty}y_{k} converge, then ∑k=1∞(xk+yk)\sum_{k=1}^{\infty}(x_{k}+y_{k}) and ∑k=1∞(λxk)\sum_{k=1}^{\infty}(\lambda x_{k}) converge, and

∑k=1∞(xk+yk)=∑k=1∞xk+∑k=1∞yk,∑k=1∞(λxk)=λ∑k=1∞xk.\sum_{k=1}^{\infty}(x_{k}+y_{k})=\sum_{k=1}^{\infty}x_{k}+\sum_{k=1}^{\infty}y_{k}, \qquad \sum_{k=1}^{\infty}(\lambda x_{k})=\lambda\sum_{k=1}^{\infty}x_{k}.

2. (The terms tend to zero) If ∑k=1∞xk\sum_{k=1}^{\infty}x_{k} converges, then (xk)k∈N(x_{k})_{k\in\mathbb{N}} converges to the zero vector 0E0_{E}.

3. (Telescoping series) Let (zk)k∈N(z_{k})_{k\in\mathbb{N}} be a sequence in EE with xk=zk+1−zkx_{k}=z_{k+1}-z_{k} for every k∈Nk\in\mathbb{N}. Then sn=zn+1−z1s_{n}=z_{n+1}-z_{1} for every n∈Nn\in\mathbb{N}; consequently ∑k=1∞xk\sum_{k=1}^{\infty}x_{k} converges if and only if (zk)k∈N(z_{k})_{k\in\mathbb{N}} converges, and in that case its sum is (lim⁡k→∞zk)−z1\bigl(\lim_{k\to\infty}z_{k}\bigr)-z_{1}.

4. (Cauchy criterion) Let (xk)k∈N(x_{k})_{k\in\mathbb{N}} be a sequence in the real Hilbert space HH, with partial sums sns_{n}. Then ∑k=1∞xk\sum_{k=1}^{\infty}x_{k} converges if and only if for every real ε>0\varepsilon>0 there is N∈NN\in\mathbb{N} such that ∣sn−sm∣<ε|s_{n}-s_{m}|<\varepsilon for all m,n∈Nm,n\in\mathbb{N} with N≤mN\le m and N≤nN\le n.

5. (Absolute convergence) Let (xk)k∈N(x_{k})_{k\in\mathbb{N}} be a sequence in the real Hilbert space HH such that ∑k=1∞xk\sum_{k=1}^{\infty}x_{k} converges absolutely. Then ∑k=1∞xk\sum_{k=1}^{\infty}x_{k} converges and

∣∑k=1∞xk∣≤∑k=1∞∣xk∣.\Bigl|\sum_{k=1}^{\infty}x_{k}\Bigr|\le\sum_{k=1}^{\infty}|x_{k}|.

6. (Bounded linear maps) If ∑k=1∞xk\sum_{k=1}^{\infty}x_{k} converges, then the series ∑k=1∞Txk\sum_{k=1}^{\infty}Tx_{k} converges in FF and

∑k=1∞Txk=T(∑k=1∞xk).\sum_{k=1}^{\infty}Tx_{k}=T\Bigl(\sum_{k=1}^{\infty}x_{k}\Bigr).

7. (Inner products against a series) If ∑k=1∞xk\sum_{k=1}^{\infty}x_{k} converges, then the series of real numbers ∑k=1∞⟨xk,w⟩\sum_{k=1}^{\infty}\langle x_{k},w\rangle converges and

∑k=1∞⟨xk,w⟩=⟨∑k=1∞xk, w⟩.\sum_{k=1}^{\infty}\langle x_{k},w\rangle=\Bigl\langle\sum_{k=1}^{\infty}x_{k},\,w\Bigr\rangle .

8. (Agreement on the real line) Let EE be the real inner product space R\mathbb{R} of Elementary Properties of Bounded Linear Maps and Functionals on Real Inner Product Spaces (vii) and let (ak)k∈N(a_{k})_{k\in\mathbb{N}} be a sequence of real numbers. Then the partial sums of (ak)(a_{k}) in the sense of this item and in the sense of that item coincide, and the series ∑k=1∞ak\sum_{k=1}^{\infty}a_{k} converges in one sense if and only if it converges in the other, with the same sum.

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