In
mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, weak convergence in a
Hilbert space
In mathematics, Hilbert spaces (named after David Hilbert) allow generalizing the methods of linear algebra and calculus from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise natural ...
is
convergence
Convergence may refer to:
Arts and media Literature
*''Convergence'' (book series), edited by Ruth Nanda Anshen
* "Convergence" (comics), two separate story lines published by DC Comics:
**A four-part crossover storyline that united the four Wei ...
of a
sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is calle ...
of points in the
weak topology
In mathematics, weak topology is an alternative term for certain initial topologies, often on topological vector spaces or spaces of linear operators, for instance on a Hilbert space. The term is most commonly used for the initial topology of a ...
.
Definition
A
sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is calle ...
of points
in a Hilbert space ''H'' is said to converge weakly to a point ''x'' in ''H'' if
:
for all ''y'' in ''H''. Here,
is understood to be the
inner product
In mathematics, an inner product space (or, rarely, a Hausdorff space, Hausdorff pre-Hilbert space) is a real vector space or a complex vector space with an operation (mathematics), operation called an inner product. The inner product of two ve ...
on the Hilbert space. The notation
:
is sometimes used to denote this kind of convergence.
Properties
*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
In mathematics, a relatively compact subspace (or relatively compact subset, or precompact subset) of a topological space is a subset whose closure is compact.
Properties
Every subset of a compact topological space is relatively compact (since ...
(its closure in the weak topology is compact), every
bounded sequence
In mathematics, a function ''f'' defined on some set ''X'' with real or complex values is called bounded if the set of its values is bounded. In other words, there exists a real number ''M'' such that
:, f(x), \le M
for all ''x'' in ''X''. A ...
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 mathematics, particularly linear algebra, an orthonormal basis for an inner product space ''V'' with finite dimension is a basis for V whose vectors are orthonormal, that is, they are all unit vectors and orthogonal to each other. For example, ...
in an infinitely 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
converges weakly to ''x'', then
::
:and this inequality is strict whenever the convergence is not strong. For example, infinite orthonormal sequences converge weakly to zero, as demonstrated below.
*If
weakly and
, then
strongly:
::
*If the Hilbert space is finite-dimensional, i.e. a
Euclidean space
Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, that is, in Euclid's Elements, Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics ther ...
, then weak and strong convergence are equivalent.
Example
The Hilbert space