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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 ()
The finite Bessel inequality and best approximation by a finite orthonormal family
Orthonormal families, complete orthonormal systems and Hilbert bases
Cauchy–Schwarz: , with equality exactly for dependent pairs
Square-summable families on an arbitrary index set and the space
A nonempty set is at most countable iff it is a surjective image of
The reverse triangle inequality in a normed space
Pythagoras and finite orthogonal sums