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Why does strong convergence imply weak convergence in a Hilbert space?

Strong convergence implies weak convergence because the Cauchy-Schwarz inequality bounds the difference of inner products by the product of the norm of the difference and the norm of the test vector. If the sequence converges strongly, the norm of the difference goes to zero, forcing the inner product difference to go to zero for any fixed test vector.

Conditions

  • HH is a Hilbert space.
  • (xn)(x_n) is a sequence in HH.
  • (xn)(x_n) converges strongly to ll (i.e., ∥xn−l∥→0\|x_n - l\| \to 0).
  • vv is an arbitrary element of HH.

Reasoning, step by step

  1. Start with the absolute difference of the inner products for an arbitrary test vector vv: ∣⟨xn,v⟩−⟨l,v⟩∣|\langle x_n, v \rangle - \langle l, v \rangle|.
  2. Use the linearity of the inner product to rewrite this as ∣⟨xn−l,v⟩∣|\langle x_n - l, v \rangle|.
  3. Apply the Cauchy-Schwarz inequality to bound this expression: ∣⟨xn−l,v⟩∣≤∥xn−l∥∥v∥|\langle x_n - l, v \rangle| \le \|x_n - l\| \|v\|.
  4. Observe that ∥v∥\|v\| is a fixed finite number since vv is fixed.
  5. Use the assumption of strong convergence, which means ∥xn−l∥→0\|x_n - l\| \to 0 as n→∞n \to \infty.
  6. Conclude that the upper bound ∥xn−l∥∥v∥\|x_n - l\| \|v\| goes to zero, so ∣⟨xn,v⟩−⟨l,v⟩∣→0|\langle x_n, v \rangle - \langle l, v \rangle| \to 0.
  7. This satisfies the definition of weak convergence for all v∈Hv \in H.

Example

The proof slide displays the chain: ∣⟨xn,v⟩−⟨l,v⟩∣=∣⟨xn−l,v⟩∣≤∥xn−l∥ ∥v∥|\langle x_n, v \rangle - \langle l, v \rangle| = |\langle x_n-l, v \rangle| \le \|x_n-l\|\,\|v\|. The lecturer explains that the right-hand side goes to zero because xnx_n strongly converges to ll.

Common misconceptions

  • Assuming that weak convergence implies strong convergence, which is generally false without additional conditions like norm convergence.
  • Thinking that the Cauchy-Schwarz inequality is only used for bounding norms, rather than inner products.

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