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In mathematics, weak convergence in a Hilbert space is convergence of a sequence of points in the weak topology.

Definition

A sequence 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 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 (its closure in the weak topology is compact), every bounded sequence 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 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