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Elementary Properties of Weak Convergence in a Real Inner Product Space

Weak limits are unique; strong convergence implies weak convergence; weak limits respect sums, multiples and subsequences; a norm bound on a weakly convergent sequence passes to the limit; weak convergence plus convergence of norms gives strong convergence (Radon-Riesz); bounded weakly convergent sequences pair continuously with strongly convergent ones; and weak convergence of a bounded sequence can be tested on a dense set.

Statement

Let R\mathbb{R} be the ordered field of real numbers, with the notation of that item, and for s∈Rs\in\mathbb{R} let ∣s∣|s| be its absolute value. Let N\mathbb{N} be the set of natural numbers, let EE be a real inner product space with inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle, norm ∣⋅∣|\cdot|, distance dd (the symbol ∣⋅∣|\cdot| denoting the norm or the absolute value according to the type of its argument), let (xm)m∈N(x_{m})_{m\in\mathbb{N}} and (ym)m∈N(y_{m})_{m\in\mathbb{N}} be sequences in EE, let x,y∈Ex,y\in E, let λ∈R\lambda\in\mathbb{R}, and let C∈RC\in\mathbb{R}. Weak convergence is written ⇀\rightharpoonup, convergence of sequences in EE is convergence in (E,d)(E,d), and convergence of real sequences is as in Limit of a Sequence of Real Numbers. Then the following hold.

1. (Uniqueness) If xm⇀xx_{m}\rightharpoonup x and xm⇀yx_{m}\rightharpoonup y, then x=yx=y.

2. (Strong implies weak) If (xm)(x_{m}) converges to xx in (E,d)(E,d), then xm⇀xx_{m}\rightharpoonup x.

3. (Linearity) If xm⇀xx_{m}\rightharpoonup x and ym⇀yy_{m}\rightharpoonup y, then xm+ym⇀x+yx_{m}+y_{m}\rightharpoonup x+y, xm−ym⇀x−yx_{m}-y_{m}\rightharpoonup x-y and λxm⇀λx\lambda x_{m}\rightharpoonup\lambda x.

4. (Subsequences) If xm⇀xx_{m}\rightharpoonup x, then every subsequence of (xm)(x_{m}) converges weakly to xx.

5. (Norm bound passes to the limit) If xm⇀xx_{m}\rightharpoonup x and ∣xm∣≤C|x_{m}|\le C for every m∈Nm\in\mathbb{N}, then ∣x∣≤C|x|\le C.

6. (Radon-Riesz) If xm⇀xx_{m}\rightharpoonup x and the real sequence (∣xm∣)(|x_{m}|) converges to ∣x∣|x|, then (xm)(x_{m}) converges to xx in (E,d)(E,d).

7. (Pairing) If xm⇀xx_{m}\rightharpoonup x, ∣xm∣≤C|x_{m}|\le C for every m∈Nm\in\mathbb{N}, and (ym)(y_{m}) converges to yy in (E,d)(E,d), then the real sequence (⟨xm,ym⟩)(\langle x_{m},y_{m}\rangle) converges to ⟨x,y⟩\langle x,y\rangle.

8. (Dense criterion) Let D⊆ED\subseteq E be dense in EE. If ∣xm∣≤C|x_{m}|\le C for every m∈Nm\in\mathbb{N} and (⟨xm,z⟩)(\langle x_{m},z\rangle) converges to ⟨x,z⟩\langle x,z\rangle for every z∈Dz\in D, then xm⇀xx_{m}\rightharpoonup x.

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