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Exhausting Sequences of Finite-Dimensional Subspaces in a Separable Real Hilbert Space, and Their Projections

A separable real Hilbert space has a nondecreasing sequence of finite-dimensional closed subspaces with dense union; for any such sequence the orthogonal projections PnP_n converge pointwise to the identity, the tails QnQ_n = id - PnP_n decrease in norm to zero, and QnQ_n xnx_n -> 0 along convergent sequences.

Statement

Let R\mathbb{R} be the ordered field of real numbers, with the notation of that item, let N\mathbb{N} be the set of natural numbers, and let HH be a real Hilbert space with inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle, norm ∣⋅∣|\cdot|, distance dd and zero vector 0H0_{H}. Exhausting sequences for HH are as defined there. Then the following hold.

1. (Existence) If (H,d)(H,d) is separable, then there exists an exhausting sequence (Hn)n∈N(H_{n})_{n\in\mathbb{N}} for HH.

For the remaining claims let (Hn)n∈N(H_{n})_{n\in\mathbb{N}} be an exhausting sequence for HH, let Pn=PHnP_{n}=P_{H_{n}} be the orthogonal projection of Orthogonal Projection onto a Closed Linear Subspace of a Real Hilbert Space, and let Qn:H→HQ_{n}:H\to H be given by Qnx=x−PnxQ_{n}x=x-P_{n}x.

2. (Projections and tails) For every n∈Nn\in\mathbb{N} and x∈Hx\in H: PnP_{n} and QnQ_{n} are linear, ∣Pnx∣≤∣x∣|P_{n}x|\le|x|, ∣Qnx∣≤∣x∣|Q_{n}x|\le|x|, QnxQ_{n}x belongs to the orthogonal complement of HnH_{n}, ⟨Pnx,Qnx⟩=0\langle P_{n}x,Q_{n}x\rangle=0, and ∣Qn+1x∣≤∣Qnx∣|Q_{n+1}x|\le|Q_{n}x|.

3. (Pointwise convergence) For every x∈Hx\in H the sequence (Pnx)n∈N(P_{n}x)_{n\in\mathbb{N}} converges to xx and (Qnx)n∈N(Q_{n}x)_{n\in\mathbb{N}} converges to 0H0_{H} in (H,d)(H,d).

4. (Along convergent sequences) If (xn)n∈N(x_{n})_{n\in\mathbb{N}} is a sequence in HH converging to x∈Hx\in H, then (Pnxn)n∈N(P_{n}x_{n})_{n\in\mathbb{N}} converges to xx and (Qnxn)n∈N(Q_{n}x_{n})_{n\in\mathbb{N}} converges to 0H0_{H}.

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