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Orthonormal Bases, Parseval and Fourier Series
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Approximation and Compactness in C(K)
- Areas of Elementary Plane Figures
- Banach Valued Integration and the Radon Nikodym Property
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Lp Spaces and Test-Function Conventions
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Convergence: Nets and Filters
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Foundations of the Real Numbers for Analysis
- Fubini and Change of Variables
- Function Space Topologies and the Exponential Law
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Hereditary and Productive Behaviour of the Separation Axioms
- Hilbert Space Geometry and Riesz Representation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measure-Preserving Systems and Mixing Criteria
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Modes of Convergence Egorov and Lusin
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Norming and Separation under Hahn–Banach
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Stone–Weierstrass in General
- Subspaces, Products, and Quotients
- Suprema and Infima
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The Analytic Hahn Banach Theorem
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Lebesgue and Riemann Integrals Compared
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
The pair continues the Hilbert-space geometry of the previous page with orthonormal families on arbitrary index sets. Orthonormality and completeness are defined through the closed linear span, and finite Bessel bounds the finite partial sums of a family; the nonnegative square sum over an arbitrary index set is the supremum of its finite subsums, which is the convention used throughout. The finite-subset net of partial sums replaces any global ordering of the index set, and the small-tail criterion derived from the supremum makes the synthesis of square-summable orthogonal families a matter of Pythagoras together with the completeness of the ambient Hilbert space; the Axiom of Countable Choice is spent there, once, in selecting one finite tail-control set per natural number.
Completeness of an orthonormal family, the vanishing of its orthogonal complement, Parseval's equality and the convergence of the finite-subset net of partial sums are proved equivalent, and the expansion of an arbitrary vector as the unconditional sum of its coefficients follows. Under the Axiom of Choice Zorn's lemma produces a maximal orthonormal family, and maximality is equivalent to completeness; with an orthonormal basis in hand the coefficient map is a surjective linear isometry onto of the index set. When a dense sequence is supplied, Gram–Schmidt elimination constructs a countable basis deterministically, and a separable infinite-dimensional Hilbert space is shown, in ZF, to be .
The second half works out the classical Fourier case. The torus carries its quotient topology and the normalized translation-invariant Borel measure represented on , with the finite torus treated by finite products; the trigonometric characters are orthonormal in , the trigonometric polynomials are uniformly dense in the continuous functions by complex Stone–Weierstrass, and these two facts together with the density of continuous functions give completeness of the trigonometric system. Fourier series therefore converge in mean square, Parseval's identity holds in both its norm and its sesquilinear form, the coefficient map is an isometry onto , and the same constructions apply on every finite torus without any tensor-product identification. Only statements are made; pointwise convergence and Dirichlet–Jordan theory belong to the later Fourier-analysis pages.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Orthonormal families, complete orthonormal systems and Hilbert bases
Definition
Let be a real or complex inner-product space (Real and complex inner-product spaces and their induced length), with inner product linear in the first argument and conjugate-linear in the second, and with the induced length . The definitions below do not require completeness. When the term Hilbert basis is used, is additionally assumed complete (Hilbert space).
Orthonormal indexed family. Let be any set. An indexed family of vectors of is orthonormal when
Because in the scalar field, the family contains no zero vector: , so for every (Real and complex inner-product spaces and their induced length); and the index map is injective, since with would give . Thus an orthonormal family is the same thing as an orthonormal set together with a labelling of it, and in the sequel no choice is hidden in passing between the two descriptions. Orthonormal set. A subset is orthonormal when every has and for all distinct . For such an the family with is orthonormal in the indexed sense, and the image of an orthonormal indexed family is an orthonormal set. Orthogonal means (Orthogonality and the orthogonal complement). Independence and unique coefficients. Let be orthonormal, let be finite, and let scalars satisfy . For each fixed , linearity in the first argument gives
so every finite subfamily of an orthonormal family is linearly independent. In particular the coefficients in a finite expansion are unique: if , then applying the computation to gives for every .
Closed linear span and completeness. The span of an indexed family is the set of all finite linear combinations with finite and scalars ; it is the smallest linear subspace of containing every (Linear subspace of a vector space). Its closure in the induced norm is the closed linear span of the family, the smallest closed linear subspace of containing every . The family is complete, or is a complete orthonormal system, when its closed linear span is all of . A Hilbert basis, or orthonormal basis, of is a complete orthonormal family in .
The empty family. The span of the empty family is , which is already closed, so the empty family is complete exactly when . Thus the zero Hilbert space always has a Hilbert basis, namely the empty one.
Not a Hamel basis, and no order is assumed. A Hilbert basis is a basis only in the sense of closed linear span: for an infinite-dimensional the vectors of are in general not finite linear combinations of a Hilbert basis, and the expansion of an arbitrary vector is a norm limit of finite partial sums, not a finite sum. No enumeration, ordering or countability of the index set is part of the definition; the partial sums are indexed by the finite subsets of , ordered by inclusion, and that is the convention used on this page.
Coefficient notation. For orthonormal and the scalars are the coefficients of with respect to the family. They are well defined for every , without any assumption that the family is complete.
The finite Bessel inequality and best approximation by a finite orthonormal family
Statement
Let be an orthonormal family in a real or complex inner-product space (Orthonormal families, complete orthonormal systems and Hilbert bases), let be finite, and for put
Then: 1. lies in the span of , and ; 2. the residual is orthogonal to every with , hence to every vector of the span of ; 3. , and therefore the finite Bessel inequality holds:4. is the unique best approximation to from the span of : for every in that span, with equality if and only if .
At the sum defining is empty, so and the identities read .
Facts & Assumptions
The inner product is linear in the first argument and conjugate-linear in the second, and (Real and complex inner-product spaces and their induced length).
, so in particular and (Orthonormal families, complete orthonormal systems and Hilbert bases).
Orthogonality is symmetry-compatible and means ; every vector is orthogonal to (Orthogonality and the orthogonal complement).
Pairwise orthogonal finite sums satisfy Pythagoras: when the are pairwise orthogonal, the empty sum being (Pythagoras and finite orthogonal sums).
The span of a set of vectors consists of its finite linear combinations and is a linear subspace (Linear subspace of a vector space).
Proof
Given: An orthonormal family in , a finite , a vector , and .
The vector is the finite linear combination of the vectors , , with coefficients , so it lies in the span of by [A5]; and gives with empty sums on both sides of the two norm identities.
For every , linearity in the first argument and [A2] give , hence : the residual is orthogonal to every with .
Expanding the pairing of with itself, , so by [A1].
If lies in the span of , then for suitable scalars, so conjugate-linearity in the second argument together with step 1.2 gives ; thus the residual is orthogonal to the whole span.
The decomposition has orthogonal summands by step 1.2, so Pythagoras and step 1.3 give ; since this yields the difference identity and the finite Bessel inequality.
For in the span, the vector also lies in the span, so it is orthogonal to by step 2.1; the difference identity of step 2.2 applied to the orthogonal decomposition gives , which is at least and is equal to it exactly when , that is exactly when by definiteness of the norm.
Steps 1.1 and 1.3 give the first claim, steps 1.2 and 2.1 the second, step 2.2 the third, and step 3.1 the fourth, so all four assertions hold for every finite and every .
Square-summable families on an arbitrary index set and the space
Definition
Throughout, is or and families are indexed by an arbitrary set , with no enumeration or countability assumed. Finite real lists use Finite sums and finite products, by recursion, and sums over finite subsets use A finite sum in a commutative monoid indexed by an arbitrary finite set in the additive monoid of the scalar field. Disjoint splitting is Finite commutative-monoid sums are invariant under bijective reindexing, split over disjoint unions, and satisfy the finite Fubini rule, and scalar modulus estimates use Conjugation is an involutive real-field automorphism, , and modulus is definite, multiplicative, and subadditive; all suprema and infima of real sets below are taken in the complete ordered field (Complete ordered field (least-upper-bound property)) or in (The extended real line , its order, and the arithmetic that is left undefined, Every subset of has a least upper bound and a greatest lower bound in , agreeing with the real supremum and infimum on nonempty sets bounded in ).
Sums of nonnegative families. Let be a family of nonnegative reals and let be the set of finite subsets of , ordered by inclusion. Define
The set of finite subsums is nonempty, since contributes the empty sum , so the supremum exists in ; it is a real number exactly when the finite subsums are bounded above in , and otherwise. For finite the finite subsum at is the largest of all finite subsums, because all terms are nonnegative, so the definition agrees with the finite sum; in particular when every is , and gives the empty sum .
Splitting identity and small tails. Fix a finite . Every finite splits as the disjoint union , so ; conversely the finite with satisfy . Taking suprema, with the constant passing through the supremum,
Consequently, if is finite, then for every real there is a finite with : the finite subsums form a nonempty bounded-above set with supremum , so by the epsilon characterisation of the supremum (Epsilon characterisation of the supremum) some finite has , and (1) gives . Such an is called a tail-control set for .
Sums of scalar families. Now let be a family in and put for finite . The set with inclusion is a directed preorder: it is nonempty and is a common upper bound of and (Directed preorders and nets). Hence is a net in , the finite-subset net of the family, and the family is summable when this net converges (Convergence and cluster points of a net in a topological space). The scalar metric is the usual real metric or The Euclidean metric, convergence, Cauchy sequences, and continuity on the complex plane. These metric spaces are Hausdorff by Distinct points of a metric space have disjoint balls around them. A net in has at most one limit (A topological space is Hausdorff if and only if every net has at most one limit), so for a summable family the limit is unique and we write for it. The family is absolutely summable when in the sense above.
Every absolutely summable family is summable, in ZF. Assume is finite and put for finite . For finite the triangle inequality for finite sums and the fact that a finite subsum is at most the whole nonnegative sum give
Now fix a real , let be a tail-control set for , and let be finite. Then , so and (2) gives .
First suppose . For each finite define and over finite . Both are real numbers, because , so the two sets are nonempty and bounded, and . If then and . Let and . Since for all finite , we get . Moreover, the preceding estimate holds for every pair ; taking the supremum over and the infimum over gives . Hence for every , so . If , then both and lie in , and therefore .
If , apply the real argument just proved to the families and . They are absolutely summable because . Their finite-subset nets converge to real numbers and , respectively, so in . Thus every absolutely summable real or complex family is summable. No choice principle is used: the construction uses only two-sided suprema in .
Linearity and absolute value. If and are absolutely summable and , then so are and , and
because the corresponding identities hold for every finite subsum, both sides are limits of the corresponding finite-subset nets, and addition, scalar multiplication and the modulus are continuous. The splitting identity (1) likewise passes to absolutely summable scalar families: for every finite , because finite subsums over sets containing converge to the left-hand side and equal the finite sum over plus the finite subsum of the tail, whose net converges to the tail sum.
The finite-dimensional Cauchy-Schwarz inequality. Let and be scalar lists, for and let . Every term of is nonnegative, so for all real
If , substituting gives ; if then every and both sides are . In either case after taking square roots, and applying the modulus inequality for finite sums to also gives
The space . For a family in define . If is finite, set , using the nonnegative real square root of Square roots exist: a unique with ; the positives are ; if , set . This is a case definition, not exponentiation of an extended real. Let
The set is a vector space over : it contains the zero family, is closed under scalar multiplication because , and is closed under addition because (3) applied to finite subsums gives . The same inequality is the triangle inequality for , which is moreover nonnegative, vanishes only for the zero family (an arbitrary sum of nonnegative terms with supremum has every term ) and satisfies ; thus is a norm on . Finally the pairing is well defined on , because has finite nonnegative sum by (3); it is linear in the first variable, conjugate symmetric, positive definite, and satisfies , all by the corresponding finite identities and the linearity of the sum. Consequently is an inner-product space, and denotes the family that is at and elsewhere. Nothing here asserts that is complete; that follows later, from an orthonormal basis of a Hilbert space.
The Bessel inequality for an arbitrary orthonormal family
Statement
Let be an orthonormal family in a real or complex inner-product space (Orthonormal families, complete orthonormal systems and Hilbert bases). Then for every the nonnegative family has finite sum in the finite-subset-supremum convention (Square-summable families on an arbitrary index set and the space ) and
In particular the coefficient family belongs to , and the inequality holds with no hypothesis on the cardinality of and with no completeness of .
Facts & Assumptions
For every finite , ; the sum over the empty set is (The finite Bessel inequality and best approximation by a finite orthonormal family).
The arbitrary sum is the supremum in of the finite subsums, and it is a real number exactly when that set of finite subsums is bounded above (Square-summable families on an arbitrary index set and the space ).
is a nonnegative real number, and a family belongs to exactly when its square sum is finite (Square-summable families on an arbitrary index set and the space ).
Proof
Given: An orthonormal family in and a vector .
Every finite satisfies , so the set of finite subsums of the family is nonempty and bounded above by the real number .
Consequently the arbitrary sum is a real number and is at most , being the supremum of a nonempty set of reals bounded above by .
The value is finite, so the coefficient family lies in , and the Bessel inequality holds.
Only countably many coefficients of a square-summable family are nonzero
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
- If (Square-summable families on an arbitrary index set and the space ), then its support is at most countable (Finite, countably infinite, countable, uncountable).
- If is an orthonormal family in a real or complex inner-product space and , then the set of nonzero coefficients of is at most countable.
The hypothesis is not decoration. The countable-union step below selects one surjection of onto each of the countable sets in a countable family, which is exactly the Axiom of Countable Choice; the threshold sets themselves and their finiteness are ZF.
Facts & Assumptions
consists of the families with finite square sum , the sum being the supremum of the finite subsums; if then for every real there is a finite tail-control set with (Square-summable families on an arbitrary index set and the space ).
For every real there is a natural with (For every in a complete ordered field there is a natural with ).
A subset of an at most countable set is at most countable, and finite sets are at most countable (Every subset of an at most countable set is at most countable, Finite, countably infinite, countable, uncountable).
Under the Axiom of Countable Choice, a countable union of at most countable sets is at most countable (Countable unions of at most countable sets, assuming , The Axiom of Countable Choice ()).
For and an orthonormal family , the square sum is finite (The Bessel inequality for an arbitrary orthonormal family).
A family belongs to exactly when its square sum is finite (Square-summable families on an arbitrary index set and the space ).
Proof
Given: Countable Choice, and first a family with ; for the second claim an orthonormal family in and .
For each natural put . Since is finite, choose a finite tail-control set with ; then , because would give , a contradiction.
Each is a subset of the finite set , hence is at most countable, and the support of satisfies : if then and [A2] provides with , that is ; the reverse inclusion is immediate from the definition of .
The union is a countable union of at most countable sets, indexed by the natural numbers , so it is at most countable by [A4]; this proves the first claim.
For the second claim, apply the Bessel inequality to the coefficient family of : its square sum is finite, so that family lies in by [A6], and the first claim now shows that the set of indices with is at most countable.
Square-summable orthogonal families have norm-convergent finite sums
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let be an orthogonal family in a real or complex Hilbert space whose square sum is finite,
in the finite-subset-supremum convention (Square-summable families on an arbitrary index set and the space ), and for finite put .
- The finite-subset net converges in ; its limit satisfies .
- In particular, if is an orthonormal family in (Orthonormal families, complete orthonormal systems and Hilbert bases) and , then the finite-subset net converges to a limit with , and for every .
The hypothesis is exactly . It is spent once, in selecting one finite tail-control set for each natural number; no enumeration of and no maximal orthonormal family is used.
Facts & Assumptions
For pairwise orthogonal vectors , ; in particular the identity applies to sums indexed by finite subsets and to differences of nested finite sums (Pythagoras and finite orthogonal sums).
is the supremum of the finite subsums; since and for every finite , and since for every real some finite has finite subsum , for every real there is a finite with (Square-summable families on an arbitrary index set and the space ).
For every real there is a natural with ; and squaring is monotone on the nonnegatives, so implies and, for , implies (For every in a complete ordered field there is a natural with , Squaring is monotone on the nonnegatives).
A Hilbert space is complete for the induced norm: every Cauchy sequence converges (Hilbert space).
A convergent net of scalars has at most one limit, and , so for fixed the scalar net converges to whenever (Cauchy–Schwarz: , with equality exactly for dependent pairs).
, so the norm is continuous along convergent nets (The reverse triangle inequality in a normed space).
Countable Choice selects one element from each of countably many nonempty sets (The Axiom of Countable Choice ()).
In an orthonormal family, , so and the family is orthogonal with (Orthonormal families, complete orthonormal systems and Hilbert bases).
Proof
Given: Countable Choice; an orthogonal family in the Hilbert space with ; and for finite .
For every finite Pythagoras gives , and then because a finite subsum is at most the supremum .
For finite , the difference is a sum of pairwise orthogonal vectors, so , a value at most .
The net is nondecreasing with respect to inclusion and has supremum , so for every real there is a finite with for every finite .
For each natural the set of finite with is nonempty by [A2], so Countable Choice selects one such finite set for every ; replacing by gives finite sets with and still, since the tail of a larger set is smaller.
For the estimate of step 1.2 gives , so is a Cauchy sequence: for choose with , then for all by monotonicity of squaring on nonnegative reals. Hence converges to some by completeness.
The limit satisfies : the splitting identity for the nonnegative family gives , and the subtracted tails are below and hence tend to , so ; by step 1.1, step 2.1 and continuity of the norm, .
The whole finite-subset net converges to : given a real , choose with and , which is possible because converges to ; then every finite satisfies , hence .
For the orthonormal case let ; the family is orthogonal with , and because , so steps 3.2 and 3.1 give a limit of the net with ; and for each fixed , for every finite , so the coefficients converge, , by continuity of the pairing in the first variable.
Parseval equivalences for an orthonormal family
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let be an orthonormal family in a real or complex Hilbert space (Orthonormal families, complete orthonormal systems and Hilbert bases), and for and finite put
Then the following four assertions are equivalent:
- (completeness) the closed linear span of is ;
- (zero complement) the only vector orthogonal to every is ;
- (Parseval) for every , the sum being the supremum of the finite subsums (Square-summable families on an arbitrary index set and the space );
- (net convergence) the finite-subset net converges to for every .
Assertion 2 is the statement (Orthogonality and the orthogonal complement).
Facts & Assumptions
If is orthonormal and , then the finite-subset net converges to a limit with for every and (Square-summable orthogonal families have norm-convergent finite sums).
The Bessel inequality holds: , so the coefficient family lies in (The Bessel inequality for an arbitrary orthonormal family).
For every finite , (The finite Bessel inequality and best approximation by a finite orthonormal family).
If satisfies for every , then for every in the closed linear span of the family: conjugate-linearity, and in particular additivity, in the second argument passes the vanishing to the algebraic span, while passes it to norm limits (Cauchy–Schwarz: , with equality exactly for dependent pairs, Orthogonality and the orthogonal complement).
for nonempty , so exactly when vectors of come arbitrarily close to (The closure of a nonempty is , equals together with its limit points, and is the smallest closed superset).
The partial sums are nondecreasing under inclusion with supremum , and a nondecreasing net of reals converges to its supremum. In particular if every real satisfies for some finite then the net converges to (Square-summable families on an arbitrary index set and the space , Epsilon characterisation of the supremum).
For a linear subspace of the Hilbert space , (The double orthogonal complement of a subspace is its closure), and (Orthogonality and the orthogonal complement).
The span of is a linear subspace and its closure is the closed linear span of the family (Linear subspace of a vector space, Orthonormal families, complete orthonormal systems and Hilbert bases).
The norm is continuous along convergent nets and the square of a convergent scalar net converges to the square of the limit (The reverse triangle inequality in a normed space).
Proof
Given: Countable Choice, an orthonormal family in the Hilbert space , and the partial sums .
Completeness implies net convergence. Assume the closed linear span of the family is and let . The coefficient family lies in by Bessel, so by [A1] the net converges to a limit with for every ; then satisfies for every , so for every in the closed linear span by [A4] and hence ; therefore and , that is .
Net convergence implies completeness. Assume converges to for every and fix . Every lies in the span of the family, so for every real some vector of that span is within distance of ; hence and , the closed linear span, by [A5] and [A8]. As was arbitrary, the closed linear span is .
Net convergence implies Parseval. Assume net convergence and fix . Every finite satisfies with by [A3]; since , continuity of the norm gives , so as a net of reals. But is nondecreasing under inclusion with supremum , so it converges to that supremum by [A6] and the limit is unique; hence .
Parseval implies zero complement. Assume Parseval for every and let satisfy for every . Then all finite subsums vanish, so the supremum is ; Parseval applied to gives , hence by definiteness of the inner product.
Zero complement implies completeness. Assume no nonzero vector is orthogonal to every , and let , a linear subspace with . Then by [A7], while by [A7]; hence the closed linear span of the family is .
The five implications of steps 1.1 to 1.5 form the cycle (completeness) (net convergence) (completeness), (net convergence) (Parseval) (zero complement) (completeness), so any one of the four assertions implies all the others and the four are equivalent.
Fourier expansion in a Hilbert space
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let be a complete orthonormal family in a real or complex Hilbert space (Orthonormal families, complete orthonormal systems and Hilbert bases) and let , with partial sums over finite . Then:
- is the norm limit of the finite-subset net , that is in the sense of convergence of the net of finite subsums;
- the coefficients are unique: if is a family in whose finite-subset net converges to , then for every ;
- the support is at most countable, and the expansion does not depend on an ordering: if is a sequence of pairwise distinct elements of whose image contains the support, then the sequence of partial sums also converges to .
Claim 3 is the sense in which the expansion is unconditional: the sum is independent of any ordering, because the finite-subset net converges and any enumeration of a set containing the support by pairwise distinct indices is cofinal in the squared mass.
Facts & Assumptions
For a complete orthonormal family, the finite-subset net converges to for every , since completeness is equivalent to net convergence (Parseval equivalences for an orthonormal family).
If in then for every , because (Cauchy–Schwarz: , with equality exactly for dependent pairs).
The support of the coefficient family is at most countable (Only countably many coefficients of a square-summable family are nonzero, The Axiom of Countable Choice ()).
Parseval gives for a complete orthonormal family. Combining this with the finite residual identity and the splitting identity for a nonnegative family yields . If , finite Pythagoras gives (Parseval equivalences for an orthonormal family, The finite Bessel inequality and best approximation by a finite orthonormal family, Square-summable families on an arbitrary index set and the space , Pythagoras and finite orthogonal sums).
If then for every real there is a finite with (Square-summable families on an arbitrary index set and the space ).
Proof
Given: Countable Choice, a complete orthonormal family in , a vector , and the coefficients .
By completeness the finite-subset net converges to , which is claim 1.
For claim 2, let be a family whose finite-subset net converges to . Fix ; for every finite the orthonormality gives , and implies , so the constant net of values converges to , that is .
The support of is at most countable by the support lemma.
For claim 3, let be a sequence of pairwise distinct elements of whose image contains the support of , let and put , so each is a finite set of distinct indices. Given a real , [A5] with gives , so [A6] supplies a finite with ; since every element of the finite set occurs among the , choose with . For we have , and . For any finite , the terms in vanish, while is a finite subset of . Thus its squared-coefficient sum is at most the full tail outside ; taking the supremum over such gives , and [A5] gives . Hence for every , that is, .
Claims 1, 2 and 3 are established by steps 1.1, 1.2 and 2.1, so a complete orthonormal family expands every vector uniquely and unconditionally in norm.
Existence of a maximal orthonormal family, and maximality as completeness
Statement
Assume the Axiom of Choice (The Axiom of Choice). Let be a real or complex Hilbert space and let an orthonormal set in be one that is orthonormal as an indexed family when indexed by itself (Orthonormal families, complete orthonormal systems and Hilbert bases). Then:
- contains an orthonormal set that is maximal under inclusion, that is, an orthonormal set contained in no strictly larger orthonormal set;
- an orthonormal set is maximal if and only if it is complete, that is, if and only if its closed linear span is ;
- consequently every Hilbert space has a complete orthonormal family, and therefore a Hilbert basis, and every orthonormal family whose image is maximal is complete.
The hypothesis is full AC. It is used directly through Zorn's lemma and also supplies the hypothesis of the Parseval-equivalence supplier used in the second claim.
Facts & Assumptions
Assuming AC, a nonempty poset in which every chain has an upper bound has a maximal element (Zorn's lemma, The Axiom of Choice).
A set is orthonormal when for all and for distinct ; the union of a chain of orthonormal sets is orthonormal, because two elements of the union lie in members of the chain, one of which contains both (Orthonormal families, complete orthonormal systems and Hilbert bases).
For an orthonormal family in a Hilbert space, completeness, the vanishing of the orthogonal complement of its span, and Parseval's identity are equivalent, and this uses Countable Choice, hence AC (Parseval equivalences for an orthonormal family).
is a linear subspace, and with normalises to , a unit vector orthogonal to every element of (Orthogonality and the orthogonal complement, Real and complex inner-product spaces and their induced length).
If is orthogonal to every element of , then is orthogonal to every element of the closed linear span of , since passes the vanishing to limits (Cauchy–Schwarz: , with equality exactly for dependent pairs).
Proof
Given: The Axiom of Choice and a real or complex Hilbert space .
The family of orthonormal subsets of , ordered by inclusion, is a nonempty poset: the empty set is orthonormal. Every chain of orthonormal sets has an upper bound, namely its union, which is orthonormal by [A2] and contains each member of the chain.
Complete orthonormal sets are maximal. Suppose the closed linear span of an orthonormal set is and let be orthonormal. If , then is orthogonal to every element of because is orthonormal; the vector also lies in the closed linear span of , so is orthogonal to itself by [A5], whence and , contradicting . Thus no orthonormal set strictly contains , so is maximal.
Non-complete orthonormal sets are not maximal. Suppose the closed linear span of an orthonormal set , indexed by itself, is not . By the equivalence of completeness with the vanishing of the orthogonal complement, , so there is orthogonal to every element of ; then has and is orthogonal to every element of , so is orthonormal and strictly larger than . Hence is not maximal.
By Zorn's lemma applied to the poset of orthonormal subsets, whose chains are bounded by step 1.1, there is an orthonormal set maximal under inclusion, which is claim 1.
Steps 1.2 and 1.3 prove that an orthonormal set is maximal exactly when it is complete, which is claim 2; the maximal set is then complete. Indexing a complete orthonormal set by itself gives a complete orthonormal family and hence a Hilbert basis, and an orthonormal family whose image is maximal is complete by claim 2, which is claim 3.
A Hilbert space with a given orthonormal basis is of the index set
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let be an orthonormal basis of a real or complex Hilbert space , that is, a complete orthonormal family (Orthonormal families, complete orthonormal systems and Hilbert bases), and define the Fourier coefficient map
with values in the space of Square-summable families on an arbitrary index set and the space . Then is a linear bijection satisfying
In particular is complete, hence a Hilbert space, with the inner product of Square-summable families on an arbitrary index set and the space .
Facts & Assumptions
If an orthonormal family is complete, then Parseval's identity holds: for every (Parseval equivalences for an orthonormal family).
Bessel's inequality shows that lies in , and is linear because the inner product is linear in its first argument (The Bessel inequality for an arbitrary orthonormal family, Real and complex inner-product spaces and their induced length).
If , then the finite-subset net converges to a limit with for every (Square-summable orthogonal families have norm-convergent finite sums).
For finite and , , where ; and if in then (The finite Bessel inequality and best approximation by a finite orthonormal family, Cauchy–Schwarz: , with equality exactly for dependent pairs).
is an inner-product space with norm and pairing , and is complete for its norm (Square-summable families on an arbitrary index set and the space , Hilbert space).
Under completeness the finite-subset net of Fourier partial sums converges to (Fourier expansion in a Hilbert space).
Proof
Given: Countable Choice, an orthonormal basis of , and the coefficient map .
The map takes values in and is linear, and Parseval's identity holds for every because the family is complete; hence for every , and forces , so by definiteness of the norm. Thus is linear, norm preserving and injective.
The finite-subset net converges for every , and its limit has for every ; hence and is surjective.
For all the inner products are preserved: for every finite orthonormality gives , both sides converge along the finite-subset net, the left to by continuity of the pairing and convergence of the partial sums to and , the right to the pairing of and by the definition of the sum of a scalar family; limits being unique, .
Consequently is complete: if is a Cauchy sequence in , then the vectors form a Cauchy sequence in by norm preservation, hence converge to some ; then , so the sequence converges to .
Steps 1.1 to 1.3 show that is a linear bijection preserving norms and inner products, and step 2.1 shows that is complete; hence and are isometrically isomorphic Hilbert spaces and is itself a Hilbert space.
A Hilbert space with a dense sequence has a finite or countable orthonormal basis
Statement
Let be a real or complex Hilbert space, let be a sequence in whose range is dense in (Dense, nowhere dense and codense subsets of a topological space, and the criterion by basic open sets), and let
Then is a finite or countably infinite orthonormal set whose closed linear span is ; that is, is an orthonormal basis of (Orthonormal families, complete orthonormal systems and Hilbert bases), and it is obtained from the given sequence by Gram–Schmidt elimination. The enumeration of is the canonical one by the stage at which an element appears, and no choice principle is used.
Facts & Assumptions
If is a finite orthonormal set in and , then is orthogonal to every element of ; if then has norm and is orthonormal (The finite Bessel inequality and best approximation by a finite orthonormal family, The induced length is a norm). Finite vector sums are independent of an enumeration because vector addition is a commutative monoid; the empty sum is zero (A finite sum in a commutative monoid indexed by an arbitrary finite set, Linear combination of a finite list, and the span as the smallest linear subspace containing ).
For a fixed function and initial state , recursion on produces the unique sequence with (The recursion theorem).
The span of a finite orthonormal set is a linear subspace, and with and (Linear subspace of a vector space, Linear combination of a finite list, and the span as the smallest linear subspace containing ).
An orthonormal set is complete when its closed linear span is ; and says (Orthonormal families, complete orthonormal systems and Hilbert bases, Real and complex inner-product spaces and their induced length).
The range of is dense in : its closure is (Dense, nowhere dense and codense subsets of a topological space, and the criterion by basic open sets).
Every subset of is at most countable, without choice, and an infinite subset has its canonical increasing enumeration (Every subset of an at most countable set is at most countable). A set in bijection with a finite or countably infinite set is itself finite or countably infinite (Finite, countably infinite, countable, uncountable).
Proof
Given: A dense sequence in the Hilbert space and the Gram–Schmidt sets defined by the displayed recursion.
To put the stage-dependent rule into the fixed-function form of [A2], let be the set of finite orthonormal subsets of , a subset of , and use the state space . Define , where is the displayed update computed from and the finite set . The sum exists by [A1]; in the nonzero residual branch its norm is positive and normalization is defined. The update is again finite and orthonormal by [A1], and in the zero branch it is . Thus is a total self-map of , and . Recursion from gives states and hence the required sets . By induction on , each is a finite orthonormal set with . Indeed is orthonormal, and if is finite and orthonormal then is orthogonal to every element of ; either and , or and is orthonormal.
and each difference has at most one element; hence the map assigning to every with its unique element is a bijection onto from the subset of : surjectivity follows from the union, and outputs at distinct stages are distinct because the sets are increasing and only new elements enter a difference. By [A6], and hence are finite or countably infinite. Ordering the stages increasingly gives the canonical enumeration, including the empty one when .
By induction on one has : for both sides are , and if with and , then , the case included.
Every lies in , so the span of contains the whole dense range of the sequence; hence its closure contains the closure of that range, which is , while it is itself contained in . Furthermore, any two elements of belong to one common , by taking the larger of their finite appearance stages; hence is orthonormal by step 1.1. Its closed linear span is therefore .
By steps 3.1 and 2.1 the set is a finite or countably infinite orthonormal set with closed linear span , that is, an orthonormal basis of obtained by Gram–Schmidt elimination from the given dense sequence, canonically enumerated by the stages at which its elements appear.
A separable infinite-dimensional Hilbert space is
Statement
In ZF, every separable infinite-dimensional real or complex Hilbert space (Separability: the existence of an at most countable dense subset, Hilbert space) is linearly isometric to (Square-summable families on an arbitrary index set and the space ): there is a linear bijection with and for all .
Here infinite-dimensional means what is used below and nothing more: is not the linear span of any finite set of vectors. No choice principle is used: one existential dense set and one enumeration witness are instantiated, Gram–Schmidt is deterministic, and only the canonical initial partial sums of the resulting sequence occur.
Facts & Assumptions
Separability supplies an at most countable dense subset , and a nonempty at most countable set is a surjective image of (Separability: the existence of an at most countable dense subset, A nonempty set is at most countable iff it is a surjective image of ).
Gram–Schmidt applied to a sequence with dense range produces an orthonormal set with closed linear span , enumerated canonically by the stages of the recursion; the enumeration is a bijection of an infinite subset of , hence a bijection onto when is infinite (A Hilbert space with a dense sequence has a finite or countable orthonormal basis, Every subset of an at most countable set is at most countable).
If is a finite orthonormal set whose closed linear span is , fix , put , and set . Finite orthonormal expansion makes , hence . If , then for every , Cauchy–Schwarz gives , so the ball of radius about misses , contradicting . Thus , so and is spanned by finitely many vectors. This closure argument chooses no approximating sequence (The finite Bessel inequality and best approximation by a finite orthonormal family, Pythagoras and finite orthogonal sums, Cauchy–Schwarz: , with equality exactly for dependent pairs).
For an orthonormal sequence with closed linear span and , the partial sums satisfy with , and is the distance from to ; these subspaces increase to the span of the whole sequence, whose distance from is because that span is dense (The finite Bessel inequality and best approximation by a finite orthonormal family, The closure of a nonempty is , equals together with its limit points, and is the smallest closed superset, Dense, nowhere dense and codense subsets of a topological space, and the criterion by basic open sets).
Every nonincreasing sequence of reals bounded below converges to its infimum, and every nondecreasing sequence of reals bounded above converges to its supremum (A nondecreasing sequence bounded above converges to the supremum of its range, and a nonincreasing sequence bounded below to the infimum).
For every finite pairwise orthogonal family , ; a vector of has finite square sum with , and is complete for its norm, so a Cauchy sequence in converges (Pythagoras and finite orthogonal sums, Square-summable families on an arbitrary index set and the space , Hilbert space).
The span of a set of vectors is a linear subspace, and an inner product is linear in its first argument (Linear subspace of a vector space, Real and complex inner-product spaces and their induced length).
Proof
Given: A separable infinite-dimensional Hilbert space over .
Choose an at most countable dense set . Since is infinite-dimensional it is not spanned by the empty set, so and ; by [A1] there is a surjection , and the sequence has dense range.
Apply Gram–Schmidt to : the resulting orthonormal set has closed linear span . The set must be infinite: otherwise is finite and [A3] would exhibit as the span of finitely many vectors, contradicting infinite-dimensionality. Hence the canonical stage enumeration is a bijection of an infinite subset of onto , giving an orthonormal sequence whose closed linear span is .
For put and consider . Each equals the distance from to , these subspaces increase with , and their union is the span of the sequence, which is dense; hence . The sequence is nonincreasing and bounded below, so by [A5] it converges to ; since , the sequence converges to , that is and .
Conversely let and put and . For Pythagoras gives where is finite; by [A5] the nondecreasing bounded sequence converges to , so the tails tend to and is Cauchy; by completeness it converges to some . Then for every , by continuity of the pairing, and .
Define . By step 3.1 it takes values in and ; it is linear by [A7] and injective because forces ; by step 3.2 it is surjective, its inverse sending to the limit of the partial sums. Inner products are preserved because for finite one has and both sides converge along to and to the pairing of .
Therefore is a linear bijection preserving norms and inner products, so the separable infinite-dimensional Hilbert space is linearly isometric to in ZF.
with the integral pairing is a Hilbert space
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let be a measure space and let be the quotient of by the almost-everywhere zero functions (The space as the quotient by null functions), with the quotient norm (The norm descends to the quotient and makes a normed space for ).
- On real the formula is a well-defined inner product, linear in both variables, positive definite, with ; with it is a real Hilbert space (Hilbert space). 2. On complex the formula is a well-defined inner product, linear in the first variable and conjugate-linear in the second, positive definite, with ; with it is a complex Hilbert space (Complex Lp classes and Euclidean test-function conventions).
In both cases the inner product induces exactly the established quotient norm.
Facts & Assumptions
For one has , so ; the integral is unchanged when a representative is replaced by an almost-everywhere equal one, and it is linear on (Cauchy-Schwarz inequality for , Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree, The Lebesgue integral is linear on ).
is complete for , and is a norm on the quotient, so the quotient metrics are the ones in which completeness is asserted (Riesz-Fischer completeness of for , The norm descends to the quotient and makes a normed space for ).
For a nonnegative measurable , if and only if almost everywhere; consequently forces in (A nonnegative measurable function has integral exactly when it vanishes almost everywhere).
On complex the pairing is representative-independent, linear in the first variable, conjugate-linear in the second, conjugate symmetric, positive definite, satisfies and Cauchy–Schwarz, and complex is complete (Complex completeness, density, and inner product: the consumer interface).
An inner product is linear in the first variable, conjugate symmetric and positive definite, and induces the norm (Real and complex inner-product spaces and their induced length).
Proof
Given: Countable Choice and a measure space .
Real case: the pairing. For the product is integrable by [A1], so is defined and depends only on the classes of and by [A1]; the assignment is bilinear by linearity of the integral on and symmetric because multiplication of real functions is commutative.
Complex case. The published complex interface [A4] states that on complex the pairing is representative-independent, linear in the first variable, conjugate-linear in the second, conjugate symmetric and positive definite with , and that complex is complete for ; hence complex is a complex Hilbert space for that pairing, with the established quotient norm.
The real pairing is positive definite: vanishes exactly when almost everywhere, that is exactly when represents the zero class, by [A3]; moreover because the norm is the square root of and for real . Hence the real pairing is an inner product inducing the quotient norm.
The real quotient is complete for that norm by [A2], so with this inner product real is a real Hilbert space.
Steps 3.1 and 1.2 establish both claims for every measure space under Countable Choice, the norm in each case being the established quotient norm.
The one-dimensional torus and its normalized Haar integral
Definition
Throughout, assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Lebesgue measure on is written (Lebesgue measurable sets, the family , and the restricted set function ), and is the copy of the integers (The integers as equivalence classes of pairs of naturals).
The torus. Let be the canonical projection of the quotient of the additive group by its subgroup , carrying the quotient topology (The quotient topology of a surjection, quotient maps, saturated sets, and the quotient of a space by an equivalence relation with its canonical projection, Topology on a set, open and closed sets, clopen sets, the closed-set axiomatisation, and the coarser/finer comparison); we write . Thus exactly when . The map is continuous (Continuity of a map of topological spaces at a point and globally), and is a compact Hausdorff space homeomorphic to the Euclidean unit circle.
Fundamental domain. Every class has exactly one representative in : for the integer part satisfies , so represents (Integer part: for every real there is exactly one integer with ); and if satisfy , then forces . Consequently the map , , is a bijection.
Topological checks. The closed interval is compact by Heine-Borel by bisection: every closed bounded interval is compact and maps onto , so the quotient is compact by A continuous image of a compact space is compact; a continuous real-valued map on a nonempty compact space attains a maximum and a minimum; and a continuous bijection from a compact space to a Hausdorff space is a homeomorphism. The map is continuous by The derivatives of sine and cosine are cosine and minus sine and A function differentiable at is continuous at , and is constant on quotient fibres by The zero sets of sine and cosine and the least positive common period 2 pi. It induces a continuous map by For a quotient map , a map out of is continuous iff its composite with is; a continuous map on constant on the fibres of factors uniquely through ; and a composite of quotient maps is a quotient map. The bijection of with the circle in is a bijection from onto the real unit circle, together with the unique representatives in , makes bijective. The Euclidean circle is Hausdorff by Distinct points of a metric space have disjoint balls around them, so the compact-to-Hausdorff clause of A continuous image of a compact space is compact; a continuous real-valued map on a nonempty compact space attains a maximum and a minimum; and a continuous bijection from a compact space to a Hausdorff space is a homeomorphism makes a homeomorphism. In particular is Hausdorff.
The map is open: for an open , its saturation is open. The images under of rational-endpoint open intervals form a countable base: if with open, choose such an interval containing and contained in . Its image is an open neighbourhood contained in .
The measure. For a Borel set (The Borel sigma-algebra of a topological space) the preimage is a Borel subset of , because is continuous (A continuous map has Borel preimages of Borel sets), hence Lebesgue measurable (Assuming countable choice, every Borel subset of is Lebesgue measurable). Define
the value at of the same-ambient restriction of to (Restriction of a measure to a measurable set).
This is a measure on by The restriction of a measure to a measurable set is a measure: the assignment is the composition of the restriction measure with the inverse image along , and inverse images preserve the empty set, complements and countable unions, while countable additivity is that of . It is a probability measure: (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included). Thus is a probability measure space (Measure spaces, Measures on sigma-algebras).
The integral. For a Borel measurable , define
The defining integral is meaningful because is Borel (Composition with a Borel measurable outer map preserves measurability, A continuous map has Borel preimages of Borel sets). The assignment agrees with on indicators, and it is additive and homogeneous on finite nonnegative simple functions; for a sequence with pointwise the identity passes to the limit because and monotone convergence holds for (Every nonnegative measurable function is the increasing limit of simple measurable functions, Monotone convergence for the integral). For real or complex integrable the integral is defined by decomposition into nonnegative parts or into real and imaginary parts, and it is linear (Integrable real and complex functions, and their integrals, The Lebesgue integral is linear on ). In particular , and the same formula holds with replaced by any half-open interval or , by the periodicity of and the translation invariance of (Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation).
Translation invariance. For the map , , is well defined (if then ) and continuous, because it is induced by the continuous map from to . This composite is constant on the fibres of , since implies (For a quotient map , a map out of is continuous iff its composite with is; a continuous map on constant on the fibres of factors uniquely through ; and a composite of quotient maps is a quotient map). It preserves : write with and , put and use that and that while , so that
the middle equality by translation invariance of . Hence is a measure-preserving system for every , and the published integral-invariance theorem gives for every measurable and every integrable (Measure-preserving transformations and systems, Integral invariance under measure-preserving maps). This is the normalized Haar integral of ; abstract Haar theory is not invoked.
The finite torus. For a natural put with the quotient topology of the canonical projection , and define
Coordinatewise integer parts give unique representatives in , and the continuous quotient map sends the compact cube onto . Compactness of the cube follows from Heine-Borel by bisection: every closed bounded interval is compact and A product of finitely many compact spaces is compact in the product topology, and compactness of its image follows from A continuous image of a compact space is compact; a continuous real-valued map on a nonempty compact space attains a maximum and a minimum; and a continuous bijection from a compact space to a Hausdorff space is a homeomorphism. Preimages of Borel sets are Borel; disjoint preimages and countable additivity make the displayed set function a measure, and the box formula gives total mass one. The integral identity follows from indicators, increasing simple approximation and decomposition exactly as in one dimension. For translation invariance, discard the integer parts of the translation vector, split each coordinate of at its fractional part, and translate the resulting disjoint half-open boxes by integer vectors to partition the translated cube. The periodic preimage set is unchanged by these integer vectors; finite additivity and Lebesgue translation invariance give the same measure. Applying the indicator identity, simple approximation and decomposition gives the integral formula on any translated cube. The coordinate projections induce a continuous bijection by the universal property. Its domain is compact by the preceding check, while its codomain is a finite product of Hausdorff spaces and hence Hausdorff (Arbitrary products preserve , , and Hausdorffness); the continuous-bijection theorem therefore makes a homeomorphism. Thus carries the finite product topology (The product set of functions choosing a point in each factor, the projections, the box topology, and the product topology as the initial topology of the projections; the empty product is a one-point space, A product of finitely many compact spaces is compact in the product topology, A continuous image of a compact space is compact; a continuous real-valued map on a nonempty compact space attains a maximum and a minimum; and a continuous bijection from a compact space to a Hausdorff space is a homeomorphism), and its characters , , are defined on this compact Hausdorff space: replacing representatives by integer vectors leaves the exponential unchanged by , , and and the trigonometric period. Finite products of the countable base above form a countable rectangular base. Hence every product-open set is a countable union of Borel rectangles. Conversely coordinate projections are continuous, so Borel rectangles are Borel in the product. Thus the product Borel sigma-algebra equals the Borel sigma-algebra of . On a product of Borel subsets of the factors, the defining fundamental-domain formula and repeated application of On Borel subsets of R^{m+n}, the product lambda_m times lambda_n agrees with lambda_{m+n} give , so agrees on every measurable rectangle with the product measure (The product measure of two sigma-finite measure spaces); both are probability measures, and uniqueness of the product measure on sigma-finite spaces identifies them on the entire Borel sigma-algebra (For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique). Fubini's theorem then computes iterated integrals of functions on (Fubini's theorem for L^1 functions on a sigma-finite product).
Finite tori are compact Hausdorff spaces separated by characters
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()) and let be the torus with quotient map and quotient topology (The one-dimensional torus and its normalized Haar integral, The quotient topology of a surjection, quotient maps, saturated sets, and the quotient of a space by an equivalence relation with its canonical projection).
- is compact (Open cover, subcover, and compact topological space; a compact subset is a subspace that is compact in its own right) and Hausdorff (Hausdorff space: distinct points have disjoint open neighbourhoods; every metrizable space is Hausdorff and the indiscrete topology on two points is not), and the map is a well-defined homeomorphism onto the Euclidean unit circle .
- For every natural the finite torus is compact and Hausdorff in the finite product topology (The one-dimensional torus and its normalized Haar integral), and the coordinate characters separate its points. Explicitly, define using any real representative with ; this is well defined, and for distinct some satisfies (The complex exponential by its power series).
Facts & Assumptions
is continuous and surjective, and a continuous image of a compact space is compact; is compact (Heine-Borel by bisection: every closed bounded interval is compact, A continuous image of a compact space is compact; a continuous real-valued map on a nonempty compact space attains a maximum and a minimum; and a continuous bijection from a compact space to a Hausdorff space is a homeomorphism, The one-dimensional torus and its normalized Haar integral).
A continuous bijection from a compact space onto a Hausdorff space is a homeomorphism (A continuous image of a compact space is compact; a continuous real-valued map on a nonempty compact space attains a maximum and a minimum; and a continuous bijection from a compact space to a Hausdorff space is a homeomorphism).
is a bijection of onto ; sine and cosine have least positive common period , hence and for every integer , and ( is a bijection from onto the real unit circle, The zero sets of sine and cosine and the least positive common period 2 pi, , , and ).
for reals if and only if , because both sides have the cartesian form of [A3] and the parametrisation of the circle is injective on (, , and , is a bijection from onto the real unit circle).
A finite product of compact spaces is compact, and arbitrary products preserve the Hausdorff property (A product of finitely many compact spaces is compact in the product topology, Arbitrary products preserve , , and Hausdorffness).
The map induced on a quotient by a continuous map constant on the fibres is continuous (For a quotient map , a map out of is continuous iff its composite with is; a continuous map on constant on the fibres of factors uniquely through ; and a composite of quotient maps is a quotient map).
With and for when , the two unions are disjoint saturated open sets, so their images are disjoint open neighbourhoods (The quotient topology of a surjection, quotient maps, saturated sets, and the quotient of a space by an equivalence relation with its canonical projection); and an integer part satisfies (Integer part: for every real there is exactly one integer with ).
Proof
Given: Countable Choice, the torus with quotient map , and the map .
is compact: is compact, is continuous, and every class has a representative in , so is a continuous image of a compact space.
is Hausdorff: let , so that and (positive because for and an integer part of one has for every ). The saturated open sets of [A7] are the preimages of neighbourhoods of and and are disjoint, so the two classes have disjoint open neighbourhoods.
is well defined and continuous: if then and , so periodicity gives the same pair ; the map is continuous, being built from sine and cosine, which are differentiable and hence continuous, by composition with the continuous linear multiplication by , and it is constant on the fibres of , so it induces a continuous by the universal property.
The coordinate character , where is any representative with , is well defined by [A4]. If in , then for some . Were , [A4] would make the difference of chosen real representatives an integer and hence force , a contradiction. Thus the coordinate characters separate points.
is bijective: it is surjective because every point of is for some and then represents a class mapping to it; and it is injective because if , then choosing representatives of the two classes and using periodicity gives with , so by injectivity of the parametrisation, whence .
For the finite torus is a finite product of compact Hausdorff spaces, hence compact Hausdorff, by [A5], step 1.1 and step 1.2.
By steps 1.1, 1.2 and 2.1, is a continuous bijection from the compact space onto the Hausdorff Euclidean circle , hence a homeomorphism, which is claim 1.
Steps 3.1, 2.2 and 1.4 establish the homeomorphism , compactness and Hausdorffness of every finite torus, and separation of points by the coordinate characters.
Fourier coefficients and trigonometric polynomials on the torus
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()) and let with its normalized Haar integral (The one-dimensional torus and its normalized Haar integral).
Characters. For define by for , where is the complex exponential (The complex exponential by its power series). The definition is independent of the representative : replacing by with adds the period to the argument of sine and cosine. Each is continuous, hence Borel, and satisfies
the last two by the cartesian form of , , and and Conjugation is an involutive real-field automorphism, , and modulus is definite, multiplicative, and subadditive. In particular and every is bounded and nonzero everywhere.
Fourier coefficients. Let (Complex Lp classes and Euclidean test-function conventions), that is, a class of Borel functions with . Define the Fourier coefficient of at by
This is well defined: because , so and its integral is finite; and the integral depends only on the class of , because it is unchanged when is modified on a null set (Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree). The map is complex-linear for each (The Lebesgue integral is linear on ).
Trigonometric polynomials. A trigonometric polynomial on is a finite complex linear combination of characters, , for a finite and scalars . The set of all trigonometric polynomials is the span of ; it is closed under addition, scalar multiplication, multiplication and complex conjugation (by the identities for and ), and it contains . Nothing is claimed here about uniqueness of the coefficients in an expansion, nor about the size of ; those are properties of the characters proved below.
The finite torus. On , , the characters are for , where is the Euclidean dot product of a representative tuple; trigonometric polynomials are finite complex linear combinations of these, and Fourier coefficients of are . Fubini computes integrals of products of characters on the product measure (Fubini's theorem for L^1 functions on a sigma-finite product); for Hölder's inequality makes integrable (Complex Holder, Minkowski, and the quotient norm, Finite-measure includes into for ).
The trigonometric characters are orthonormal in of the torus
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). The family of characters of Fourier coefficients and trigonometric polynomials on the torus is orthonormal in the complex Hilbert space ( with the integral pairing is a Hilbert space, Orthonormal families, complete orthonormal systems and Hilbert bases):
Moreover the coefficient pairing of a trigonometric polynomial computes its coefficients: if and , then , and for .
Facts & Assumptions
and ; in particular the function on equals , and it has period (Fourier coefficients and trigonometric polynomials on the torus, , , and ).
For a continuous -periodic the torus integral equals the Riemann integral over : for , because the torus integral is represented on and a bounded Riemann integrable function on is Lebesgue measurable with the same integral, the endpoint being a null set (The one-dimensional torus and its normalized Haar integral, A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral).
A continuous real function on a closed interval is Riemann integrable, and for differentiable with integrable, ; the derivatives of sine and cosine are cosine and minus sine, and the chain rule computes the derivatives of and (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, The second fundamental theorem: if is differentiable on with and is integrable, then , The derivatives of sine and cosine are cosine and minus sine, The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with ).
and for every integer : the zero-set theorem gives the sine values, while the shift formula and give the cosine values by integer induction (The zero sets of sine and cosine and the least positive common period 2 pi, Quarter-turn values and shifts by pi/2 and pi).
The pairing on complex is linear in the first variable and conjugate-linear in the second, with , and the Fourier coefficient is ( with the integral pairing is a Hilbert space, Fourier coefficients and trigonometric polynomials on the torus).
Proof
Given: Countable Choice and characters on .
For put ; then , and the corresponding -periodic function on is .
The torus integral of is the Riemann integral of over : for the integrand is and the integral is , while for the real and imaginary parts have the primitives and , whose values at and agree because and , so each of the two definite integrals vanishes. Hence the integral is when and when .
Therefore for and for , so the characters are orthonormal.
For the coefficient claim, let and fix ; by linearity of the pairing and orthonormality, equals if and otherwise.
Steps 3.1 and 4.1 prove orthonormality of the characters and the coefficient formula for trigonometric polynomials.
Trigonometric polynomials are uniformly dense in continuous functions on the torus
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). The trigonometric polynomials of Fourier coefficients and trigonometric polynomials on the torus are uniformly dense in the complex Banach space of continuous complex functions on the torus: for every continuous and every real there is a trigonometric polynomial with .
The same holds on every finite torus , , for the trigonometric polynomials in the coordinate characters.
Facts & Assumptions
and each are compact Hausdorff spaces (Finite tori are compact Hausdorff spaces separated by characters, The one-dimensional torus and its normalized Haar integral).
Every unital point-separating self-adjoint complex function algebra on a compact Hausdorff space is uniformly dense in the complex continuous functions (Complex Stone–Weierstrass dichotomy for separating self-adjoint algebras; the unital case is dense).
The trigonometric polynomials form a complex vector subspace of closed under multiplication, with and ; on the same holds for the coordinate-character polynomials (Fourier coefficients and trigonometric polynomials on the torus, , , and ).
The characters separate points: for distinct there is with (Finite tori are compact Hausdorff spaces separated by characters).
Proof
Given: Countable Choice and a natural ; write .
Let be the set of trigonometric polynomials on . Then is a complex vector subspace of , contains the constant function , is closed under multiplication because , and is closed under complex conjugation because ; hence is a unital self-adjoint complex function algebra.
The algebra separates points of : if then some coordinate character gives different values at and , and that character lies in .
Since is compact Hausdorff and is a unital point-separating self-adjoint complex function algebra, the unital case of complex Stone–Weierstrass gives that is uniformly dense in .
Thus for every continuous and every there is a trigonometric polynomial with , which for is the first claim and for general the second.
Continuous functions are dense in of finite tori and of bounded intervals
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let and .
- The complex continuous functions on the finite torus are dense in complex with respect to the norm (The one-dimensional torus and its normalized Haar integral, Complex Lp classes and Euclidean test-function conventions).
- For every bounded interval , the complex continuous functions on are dense in complex for Lebesgue measure.
- The real versions of 1 and 2 hold, the approximants being the real parts of the complex ones.
Facts & Assumptions
Complex is dense in complex for finite , and complex finite simple functions with finite-measure support are dense in of any measure space (Complex finite-simple and smooth compact-support density for finite p).
The torus integral is represented on the fundamental domain , so for one has ; Minkowski's inequality holds in complex and (The one-dimensional torus and its normalized Haar integral, Complex Holder, Minkowski, and the quotient norm).
If and then some has ; the box formula gives , and for every real some has (Absolute continuity of the integral, A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included, For every in a complete ordered field there is a natural with ).
A continuous function to a closed set is continuous, and maxima and minima of continuous functions are continuous, so the cutoff is continuous, equals on and vanishes outside ; its support meets only finitely many integer translates of the fundamental cube, so the periodisation is a finite sum locally, is -fold periodic, and descends to a continuous function on by the quotient universal property; on the sum reduces to (Continuity of a map between metric spaces, at a point and globally, in the - form, For a quotient map , a map out of is continuous iff its composite with is; a continuous map on constant on the fibres of factors uniquely through ; and a composite of quotient maps is a quotient map, The one-dimensional torus and its normalized Haar integral).
A function in is continuous, and on a bounded interval a continuous function is Riemann integrable, hence Lebesgue integrable with the same integral (Complex Lp classes and Euclidean test-function conventions, A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral).
Proof
Given: Countable Choice, , , and represented by the Borel function .
Let on , extended by to . Then and , and for a measurable with small the integral of over is small by absolute continuity of the integral.
Given choose with , where is a threshold for and from [A3]; put . Then , so .
By density of choose with , and let be the cutoff of [A4] for this . Since on the support of and , one has , and is continuous, compactly supported in , and vanishes on the boundary of that cube.
Let be the continuous function on obtained by periodising , as in [A4]; on the fundamental domain agrees with . Therefore, using that the torus integral is represented on and Minkowski's inequality, .
Since was arbitrary, claim 1 follows: every is approximated in by the continuous functions . For claim 2, let and extend it by to ; the density theorem [A1] gives with , and restricting to gives a continuous function with .
For claim 3, let be real valued and let approximate it complexly within ; then is real continuous and , so the real continuous functions are dense in each of the two settings.
Steps 5.1 and 6.1 establish the complex and real density statements on finite tori and on bounded intervals.
The trigonometric system is complete in of the torus
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). The characters form an orthonormal basis of the complex Hilbert space (Orthonormal families, complete orthonormal systems and Hilbert bases, with the integral pairing is a Hilbert space): they are orthonormal and their closed linear span is all of .
Facts & Assumptions
The characters are orthonormal in (The trigonometric characters are orthonormal in of the torus).
The complex continuous functions on are dense in for the norm (Continuous functions are dense in of finite tori and of bounded intervals).
The trigonometric polynomials are uniformly dense in , and on the probability space one has for continuous (Trigonometric polynomials are uniformly dense in continuous functions on the torus, Finite-measure includes into for ).
The span of the characters is exactly the set of trigonometric polynomials, and an orthonormal family is complete exactly when its closed linear span is the whole space (Fourier coefficients and trigonometric polynomials on the torus, Orthonormal families, complete orthonormal systems and Hilbert bases).
Proof
Given: Countable Choice, the Hilbert space and the characters .
The characters are orthonormal by [A1], and their linear span is the set of trigonometric polynomials by [A4].
The closure of the span contains every continuous function: given continuous and , uniform density of trigonometric polynomials gives a polynomial with , and then .
Hence the closed span contains the closure of , which is all of by the density of continuous functions.
Therefore the characters are an orthonormal family whose closed linear span is , that is, an orthonormal basis of that Hilbert space.
Fourier series converge in mean square
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). For every and every real there is with
Thus the symmetric partial sums of the Fourier series converge to in the norm, and the finite-subset net of Fourier partial sums converges to as well. This is norm convergence only: no pointwise or uniform assertion is made, and no ordering of other than the symmetric one is required.
Facts & Assumptions
The characters form an orthonormal basis of , and for a complete orthonormal family is the norm limit of the finite-subset net of the partial sums (The trigonometric system is complete in of the torus, Fourier expansion in a Hilbert space).
The Fourier coefficient satisfies , so the partial sums displayed above are exactly the values of the net at the symmetric index sets (Fourier coefficients and trigonometric polynomials on the torus, The trigonometric characters are orthonormal in of the torus).
For every finite there is with . If , take ; otherwise the nonempty finite set has a maximum and one may take that maximum (Every nonempty finite set of reals has a maximum and a minimum).
If a net in a metric space converges to then every cofinal sub-net converges to : given the net is eventually in the ball of radius around at some index, and any cofinal sub-net passes beyond that index (Directed preorders and nets, Square-summable families on an arbitrary index set and the space ).
Proof
Given: Countable Choice and .
The finite-subset net converges to , by completeness of the character basis and the general Fourier expansion theorem.
The index sets of the symmetric partial sums, , are cofinal in the directed set of finite subsets of : every finite is contained in some by [A3]. Hence the sub-net indexed by the converges to the same limit , and its terms are by [A2].
Therefore for every real there is with , which is the mean-square convergence of the Fourier series; the finite-subset net statement is step 1.1.
The Parseval identity for Fourier series
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). For all ,
where both sums are taken in the finite-subset-supremum/finite-subset-net sense of Square-summable families on an arbitrary index set and the space . The bilinear series is absolutely convergent,
and the value is also the limit of the canonical symmetric partial sums .
Facts & Assumptions
The characters are an orthonormal basis of the complex Hilbert space (The trigonometric system is complete in of the torus, with the integral pairing is a Hilbert space).
For a Hilbert space with orthonormal basis the coefficient map is a linear bijection onto preserving norms and inner products (A Hilbert space with a given orthonormal basis is of the index set).
On the pairing is , the finite-dimensional Cauchy–Schwarz inequality gives for finite , and passing to the supremum over finite bounds the total absolute sum by (Square-summable families on an arbitrary index set and the space ).
For an absolutely summable family the finite-subset net limit equals the limit of the symmetric partial sums, because the symmetric index sets are cofinal among the finite subsets of (Square-summable families on an arbitrary index set and the space , Every nonempty finite set of reals has a maximum and a minimum).
Proof
Given: Countable Choice and .
By [A1] and [A2] the coefficient map is a linear bijection of onto preserving norms and inner products; therefore and .
The bilinear series converges absolutely: by the finite Cauchy–Schwarz inequality of [A4], every finite subsum of is at most , and taking the supremum over finite subsets gives the displayed bound; in particular the family is summable in the sense of the finite-subset net.
The sum equals the limit of the symmetric partial sums: since the family is absolutely summable, its finite-subset net converges, and the symmetric index sets are cofinal among finite subsets by [A5], so the symmetric partial sums converge to the same value.
The norm identity and the sesquilinear identity of step 1.1, together with the absolute convergence and cofinality statements of steps 2.1 and 3.1, are exactly the assertions of the theorem.
Riesz–Fischer: the Fourier coefficient map is onto the space of square-summable families
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). The Fourier coefficient map
is a surjective linear isometry preserving inner products: and for all .
Consequently every square-summable family is the sequence of Fourier coefficients of a unique class , namely the limit of the partial sums . This is a surjectivity statement about the coefficient map, not the completeness theorem for .
Facts & Assumptions
The characters are an orthonormal basis of the complex Hilbert space (The trigonometric system is complete in of the torus, with the integral pairing is a Hilbert space).
If is an orthonormal basis of a Hilbert space , then is a surjective linear isometry preserving inner products, and is complete (A Hilbert space with a given orthonormal basis is of the index set).
, so is the coefficient map of the character basis (Fourier coefficients and trigonometric polynomials on the torus).
The elements of are the square-summable families, and the expansion of an element in the coordinate vectors is its defining family, so surjectivity of the coefficient map means exactly that every occurs as for some (Square-summable families on an arbitrary index set and the space ).
For a complete orthonormal family, the finite-subset net of Fourier partial sums of any vector converges in norm to that vector (Fourier expansion in a Hilbert space).
Proof
Given: Countable Choice and the Fourier coefficient map .
By [A1] the characters are an orthonormal basis of , and by [A3] the map is exactly the coefficient map of that basis.
The general coefficient-isometry theorem for Hilbert spaces with a given orthonormal basis therefore applies to : it is a linear bijection onto satisfying and , and the target space is complete.
In particular is surjective: for every there is exactly one with for all . For this , [A5] says that the finite-subset net converges to . Given a finite , some has ; hence the symmetric finite sets are cofinal, and the symmetric sums converge to .
Steps 2.1 and 3.1 are the announced surjective isometry and the Riesz–Fischer uniqueness of the class realizing a given square-summable coefficient family.
The Fourier basis and Parseval's identity on the finite torus
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let and let , , be the coordinate characters on (The one-dimensional torus and its normalized Haar integral, Fourier coefficients and trigonometric polynomials on the torus). Then:
- is an orthonormal family in the complex Hilbert space ;
- it is an orthonormal basis: its closed linear span is ;
- consequently the Fourier expansion and Parseval's identity hold for all , in the finite-subset-net sense; and
- the Fourier coefficient map is a surjective linear isometry of onto .
No Hilbert tensor-product identification is used anywhere.
Facts & Assumptions
On the product measure Fubini's theorem computes iterated integrals of functions, and for a product of functions with each the integral is the product , by applying Fubini one coordinate at a time; each character has modulus one, so is bounded and hence in . In one dimension, the character family is orthonormal (Fubini's theorem for L^1 functions on a sigma-finite product, The one-dimensional torus and its normalized Haar integral, The trigonometric characters are orthonormal in of the torus).
is compact Hausdorff and its coordinate characters separate points (Finite tori are compact Hausdorff spaces separated by characters).
The trigonometric polynomials on are uniformly dense in by the unital case of complex Stone–Weierstrass, and the continuous functions are dense in ; on the probability space one has (Complex Stone–Weierstrass dichotomy for separating self-adjoint algebras; the unital case is dense, Continuous functions are dense in of finite tori and of bounded intervals, Finite-measure includes into for ).
is a complex Hilbert space with inner product ( with the integral pairing is a Hilbert space), and for a Hilbert space with an orthonormal basis the expansion, Parseval identity and surjectivity of the coefficient isometry hold (Fourier expansion in a Hilbert space, A Hilbert space with a given orthonormal basis is of the index set).
Orthonormality of a family means ; completeness means the closed linear span is the whole space (Orthonormal families, complete orthonormal systems and Hilbert bases).
Proof
Given: Countable Choice, , and the coordinate characters on .
For , Fubini and separation of variables give , where each factor is by orthonormality of the one-dimensional characters; the product is .
The algebra generated by the coordinate characters is unital, self-adjoint and point-separating, so by complex Stone–Weierstrass the trigonometric polynomials on are uniformly dense in ; hence for and there is a trigonometric polynomial with , by first approximating in by a continuous function and then that function uniformly, using .
Since the linear span of the coordinate characters is exactly the set of trigonometric polynomials, step 1.2 shows that the closed linear span of is all of , that is, the family is orthonormal and complete, hence an orthonormal basis.
By the general Fourier expansion and coefficient-isometry theorems applied to this basis, every is the finite-subset-net sum , Parseval's norm and pairing identities hold, and the Fourier coefficient map is a surjective linear isometry onto .
Steps 1.1, 2.1 and 3.1 establish orthonormality, basis property, expansion and Parseval with the coefficient isometry, all without invoking any tensor-product identification of with a tensor power.
5 · Examples, counterexamples and false statements
None yet.
Sources
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