In mathematics, weak convergence in a Hilbert space is the convergence of a sequence of points in the weak topology.
A sequence of points ( x n ) {\displaystyle (x_{n})} in a Hilbert space H {\displaystyle H} is said to converge weakly to a point x {\displaystyle x} in H {\displaystyle H} if
for all y {\displaystyle y} in H {\displaystyle H} . Here, ⟨ ⋅ , ⋅ ⟩ {\displaystyle \langle \cdot ,\cdot \rangle } is understood to be the inner product on the Hilbert space. The notation
is sometimes used to denote this kind of convergence.
If a sequence converges strongly (that is, if it converges in norm), then it converges weakly as well.
Since every closed and bounded set is weakly relatively compact (its closure in the weak topology is compact), every bounded sequence x n {\displaystyle x_{n}} in a Hilbert space H contains a weakly convergent subsequence. Note that closed and bounded sets are not in general weakly compact in Hilbert spaces (consider the set consisting of an orthonormal basis in an infinite-dimensional Hilbert space which is closed and bounded but not weakly compact since it doesn't contain 0). However, bounded and weakly closed sets are weakly compact so as a consequence every convex bounded closed set is weakly compact.
As a consequence of the principle of uniform boundedness, every weakly convergent sequence is bounded.
The norm is (sequentially) weakly lower-semicontinuous: if x n {\displaystyle x_{n}} converges weakly to x, then
If x n → x {\displaystyle x_{n}\to x} weakly and ‖ x n ‖ → ‖ x ‖ {\displaystyle \lVert x_{n}\rVert \to \lVert x\rVert } , then x n → x {\displaystyle x_{n}\to x} strongly:
If the Hilbert space is finite-dimensional, i.e. a Euclidean space, then weak and strong convergence are equivalent.
The Hilbert space L 2 [ 0 , 2 π ] {\displaystyle L^{2}[0,2\pi ]} is the space of the square-integrable functions on the interval [ 0 , 2 π ] {\displaystyle [0,2\pi ]} equipped with the inner product defined by
(see Lp space). The sequence of functions f 1 , f 2 , … {\displaystyle f_{1},f_{2},\ldots } defined by
converges weakly to the zero function in L 2 [ 0 , 2 π ] {\displaystyle L^{2}[0,2\pi ]} , as the integral
tends to zero for any square-integrable function g {\displaystyle g} on [ 0 , 2 π ] {\displaystyle [0,2\pi ]} when n {\displaystyle n} goes to infinity, which is by Riemann–Lebesgue lemma, i.e.
Although f n {\displaystyle f_{n}} has an increasing number of 0's in [ 0 , 2 π ] {\displaystyle [0,2\pi ]} as n {\displaystyle n} goes to infinity, it is of course not equal to the zero function for any n {\displaystyle n} . Note that f n {\displaystyle f_{n}} does not converge to 0 in the L ∞ {\displaystyle L_{\infty }} or L 2 {\displaystyle L_{2}} norms. This dissimilarity is one of the reasons why this type of convergence is considered to be "weak."
Consider a sequence e n {\displaystyle e_{n}} which was constructed to be orthonormal, that is,
where δ m n {\displaystyle \delta _{mn}} equals one if m = n and zero otherwise. We claim that if the sequence is infinite, then it converges weakly to zero. A simple proof is as follows. For x ∈ H, we have
where equality holds when {en} is a Hilbert space basis. Therefore
i.e.
The Banach–Saks theorem states that every bounded sequence x n {\displaystyle x_{n}} contains a subsequence x n k {\displaystyle x_{n_{k}}} and a point x such that
converges strongly to x as N goes to infinity.
The definition of weak convergence can be extended to Banach spaces. A sequence of points ( x n ) {\displaystyle (x_{n})} in a Banach space B is said to converge weakly to a point x in B if f ( x n ) → f ( x ) {\displaystyle f(x_{n})\to f(x)} for any bounded linear functional f {\displaystyle f} defined on B {\displaystyle B} , that is, for any f {\displaystyle f} in the dual space B ′ {\displaystyle B'} . If B {\displaystyle B} is an Lp space on Ω {\displaystyle \Omega } and p < + ∞ {\displaystyle p<+\infty } , then any such f {\displaystyle f} has the form f ( x ) = ∫ Ω x y d μ {\displaystyle f(x)=\int _{\Omega }x\,y\,d\mu } for some y ∈ L q ( Ω ) {\displaystyle y\in \,L^{q}(\Omega )} , where μ {\displaystyle \mu } is the measure on Ω {\displaystyle \Omega } and 1 p + 1 q = 1 {\displaystyle {\frac {1}{p}}+{\frac {1}{q}}=1} are conjugate indices.
In the case where B {\displaystyle B} is a Hilbert space, then, by the Riesz representation theorem, f ( ⋅ ) = ⟨ ⋅ , y ⟩ {\displaystyle f(\cdot )=\langle \cdot ,y\rangle } for some y {\displaystyle y} in B {\displaystyle B} , so one obtains the Hilbert space definition of weak convergence.
Dual topology
Operator topologies – topologies on the set of operators on a Hilbert space
