9 Modes of convergence 9.1 Weak convergence in normed spaces We recall that the notion of convergence on a normed space X, which we used so far, is the convergence with respect to the norm on X: namely, for a sequence (xn)n≥1, we say that xn ! x if kxn − xk ! 0 as n ! 1. (1) However, in many cases, this notion does not capture the full information about behaviour of sequences. Moreover, we recall that according to the Bolzano{Weierstrass Theorem, a bounded sequence in R has a convergent subsequence. An analogue of this result fails for in infinite dimensional normed spaces if we only deal with convergence with respect to norm. Example 9.1. Consider the sequencep en = (0;:::; 0; 1; 0;:::) in the space 2 ` . Then for n 6= m, ken −emk2 = 2. So that we conclude that the sequence (en)n≥1 is not Cauchy, so it cannot converge, and it even does not contain any convergent subsequence. Nonetheless, in some \weak" sense, we may say that this sequence \converges" to (0;:::; 0;:::). For instance, for every 2 x = (xn)n≥1 2 ` , hx; eni = xn ! 0: This example motivates the notion of weak convergence which we now introduce. Definition 9.2. A sequence (xn)n≥1 in a normed space X converges weakly ∗ to x 2 X if for every f 2 X , we have that f(xn) ! f(x). We write w xn −! x: To emphasise the difference with the usual notion of convergence, if (1) hold, we say (xn)n≥1 converges in norm or converges strongly. Returning to Example 9.1, we see that the sequence (en)n≥1 converges weakly, but has no subsequences that converge strongly. Indeed, any f 2 (`2)∗ 2 is of the form f(y) = hy; xi for some x 2 ` , and hen; xi =x ¯n ! 0. Here is another example of a sequence which converges weakly, but not strongly. Example 9.3. Let X be the space of real-valued continuous functions with the max-norm, and 8 < nt when 0 ≤ t ≤ 1=n, φn(t) = 2 − nt when 1=n ≤ t ≤ 2=n, : 0 when 2=n ≤ t ≤ 1. 1 w We claim that φn −! 0: Suppose that this is not the case. Then there exists ∗ f 2 X such that f(φn) 6! 0. Passing to a subsequence we may assume that jf(φni )j ≥ δ for some fixed δ > 0, and without loss of generality f(φni ) ≥ δ: Moreover, we may assume that the subsequence satisfies ni+1 ≥ 2ni. Let N X N = φni i=1 We have X X N (t) ≤ nit + (2 − nit): i: ni≤1=t i: 1=t<ni≤2=t Let k = maxfi : ni ≤ 1=tg. Then for all i ≤ k, k−i k−i ni ≤ nk=2 ≤ 1=t · 1=2 ; and the first sum satisfies X ≤ 1=2k−i ≤ 2: i≤k To estimate the second sum we observe that because ni+1 ≥ 2ni, the inequal- ity 1=t < ni ≤ 2=t may holds for at most one index i. Hence, the second sum is also bounded by 2. Hence, k N k1 ≤ 4 and jf( N )j ≤ 4kfk: On the other hand, N X f( N ) = f(φni ) ≥ Nδ ! 1 as N ! 1: i=1 This gives a contradiction. Since kφnk1 = 1, φn 6! 0 strongly. We derive some basic properties of weak convergence. w Theorem 9.4. 1. If xn ! x, then xn −! x. 2. Weak limits are unique. 3. If (xn)n≥1 is a weakly convergent sequence, then the sequence of norms kxnk is bounded. 2 Proof. 1. This follows from the estimate jf(xn)−f(x)j ≤ kfkkxn −xk for every f 2 X∗. w w ∗ 2. Suppose xn −! x and xn −! y. Then for every f 2 X , we have f(xn) ! f(x) and f(xn) ! f(y). Hence, it follows that f(x) = f(y) for all f 2 X∗. So that by a corollary of the Hahn{Banach Theorem, x = y. 3. We would like to apply the Uniform Boundedness Principle. For this we have to interpret xn's as maps on a suitable space. We consider the ∗ ∗ mapping X ! (X ) defined by x 7! gx, where gx(f) = f(x) for any f 2 X∗. Since jgx(f)j = jf(x)j ≤ kxkkfk; ∗ this indeed defines a bounded linear functional on X with kgxk ≤ kxk. Moreover, by a corollary of Hahn{Banach Theorem, there exists f 2 X∗ such that f(x) = kxk and kfk = 1. This implies that ∗ kgxk = supfjf(x)j : f 2 X ; kfk ≤ 1g ≤ kxk: Hence, kgxk = kxk. ∗ For short, put gxn := gn. Since for every f 2 X , the sequence f(xn) converges, it is bounded, that is, jf(xn)j ≤ cf where cf is some positive constant independent of n. Thus, jgn(f)j ≤ cf for all n 2 N. We recall that the dual space X∗ is always a Banach space. The Uniform Bound- edness Principle tell us that the sequence gn is uniformly bounded, meaning kgnk ≤ c, where c > 0 is independent of n. This implies the claim. The following theorem gives a convenient criterion for weak convergence. Theorem 9.5. A sequence (xn)n≥1 in a normed space X converges weakly to x provided that (i) kxnk is uniformly bounded, ∗ (ii) For every element f in a dense subset M ⊂ X , we have f(xn) ! f(x). Proof. According to (i), kxnk < c and kxk < c for some fixed c > 0. ∗ We would like to show that for any f 2 X , we have f(xn) ! f(x). Let ∗ ∗ > 0 and ffjg ⊂ M ⊂ X be a sequence with fj ! f in X . We obtain jf(xn) − f(x)j ≤ jf(xn) − fj(xn)j + jfj(xn) − fj(x)j + jfj(x) − f(x)j: (2) 3 Since fj ! f, we can choose j large enough that kf − fk < : j 3c Also, since fj(xn) ! fj(x), there is a number N such that jf (x ) − f (x)j < j n j 3 whenever n > N. We can now bound (2) jf(xn) − f(x)j ≤ jf(xn) − fj(xn)j + jfj(xn) − fj(x)j + jfj(x) − f(x)j ≤ kf − fjkkxnk + jfj(xn) − fj(x)j + kfj − fkkxk ≤ c + + c < 3c 3 3c w whenever n > N. This proves that xn −! x. Remark 9.6 (weak convergence in Hilbert spaces). If X is a Hilbert space then the Riesz{Frech´etTheorem tells us that a sequence (xn)n≥1 ⊂ X is weakly convergent to x 2 X if and only if hxn; zi ! hx; zi for all z 2 X. Theorem 9.5 then tell us that we only need to check that hxn; vi ! hx; vi for elements v of some basis of X. 9.2 Convergence of sequences of functionals ∗ Now we consider convergence of a sequence of linear functional fn 2 X . ∗ Definition 9.7 (weak* convergence). We say that a sequence (fn)n≥1 weak ∗ converges to f 2 X if for every x 2 X we have that fn(x) ! f(x). This is w∗ denoted by fn −! f. We note that since the dual space X∗ is also a normed space, it also makes sense to talk about strong and weak convergence in X∗. Namely: ∗ • a sequence fn 2 X converges strongly to f if kfn − fk ! 0. ∗ ∗ ∗ • a sequence fn 2 X converges weakly to f if for every g 2 (X ) , we have g(fn) ! g(f). In general, we have: strong convergence ) weak convergence ) weak∗ convergence 4 To see that the second arrow is true, we note that every x 2 X defines an ∗ ∗ element gx 2 (X ) such that gx(f) = f(x): (3) This defines a map X ! (X∗)∗. We note that in general this map is not surjective and weak∗ convergence does not imply weak convergence. We illustrate the notion of weak∗ convergence by some examples. Example 9.8. Let X = C[−1; 1] be the space of continuous functions, and n − n2jtj when −1=n ≤ t ≤ 1=n, ρ (t) = n 0 otherwise. We consider the sequence functionals fn : X ! C defined by Z 1 fn(φ) = φ(t)ρn(t)dt; φ 2 C[−1; 1]: −1 ∗ We claim that fn weak converges to f0 defined by f0(φ) = φ(0). Indeed, R 1 using that −1 ρn(t) dt = 1, we obtain Z 1 Z 1 jfn(φ) − f0(φ)j = φ(t)ρn(t)dt − φ(0)ρn(t)dt −1 −1 Z 1 ≤ jφ(t) − φ(0)jρn(t) dt −1 Z 1=n = jφ(t) − φ(0)jρn(t) dt −1=n ≤ max jφ(t) − φ(0)j: −1=n≤t≤1=n Hence, it follows from continuity of φ that fn(φ) ! f0(φ). This proves that w∗ fn −! f0. w Although we will not prove it here, it is the case that fn 6−! f0 Example 9.9. Let 1 X = c0 = fx = (xn)n≥1 2 ` : xn ! 0g: ∗ 1 We have met this space in homeworks. We recall that c0 ' ` : More explicitly, ∗ all elements of c0 are of the form 1 X fy(x) = xnyn; x 2 c0 n=1 5 1 for some y 2 ` . We consider the sequence of linear functionals fn = fen . Then for every x 2 c0, fn(x) = xn ! 0: w∗ Hence, fn −! f. We also recall that (`1)∗ ' `1, and all elements of (`1)∗ are of the form 1 X 1 gz(y) = ynzn; y 2 ` n=1 1 for some z 2 ` .