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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.
Depends on
- Parseval equivalences for an orthonormal family
- Only countably many coefficients of a square-summable family are nonzero
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The finite Bessel inequality and best approximation by a finite orthonormal family
- Orthonormal families, complete orthonormal systems and Hilbert bases
- Cauchy–Schwarz: $|\langle x,y\rangle|\le\|x\|\,\|y\|$, with equality exactly for dependent pairs
- Square-summable families on an arbitrary index set and the space $\ell^2(I)$
- A nonempty set is at most countable iff it is a surjective image of $\mathbb{N}$
- The reverse triangle inequality in a normed space
- Pythagoras and finite orthogonal sums
Used by
- The unilateral shift obstructs a cyclic linear trace extension Counterexample
- Polar decomposition of the unilateral shift Example
- The standard basis of ℓ²(ℕ) Example
- Positive square root of a compact positive operator Lemma
- A Hilbert space with a given orthonormal basis is ℓ² of the index set Theorem
- Fourier series converge in mean square Theorem
- Hilbert–Schmidt operators are compact Theorem
- L two kernels give Hilbert–Schmidt operators Theorem
- Peter–Weyl theorem Theorem
- Riesz–Fischer: the Fourier coefficient map is onto the space of square-summable families Theorem
- Singular value decomposition for compact operators Theorem
- Spectral theorem for compact self adjoint operators Theorem
- The Fourier basis and Parseval's identity on the finite torus Theorem
- Trace is absolutely convergent and basis independent Theorem
Dependency tree · two levels
53 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Gerald Teschl, Topics in Real and Functional Analysis, version November 17, 2017 — §2.1, pp.49–50, Theorem 2.2 (standard reference, not scraped)
- Andrew Lin and Casey Rodriguez, MIT 18.102 Introduction to Functional Analysis, printed pp.72–80 (standard reference, not scraped)