A functional analysis problem related to representation by orthonormal sequence in a Hilbert space

functional-analysishilbert-spaceslinear algebraorthonormalsequences-and-series

I am self-studying functional analysis by reading "Introductory Functional Analysis with Applications" by Erwin Kreyszig. I had difficulty in solving an exercise in section 3.5 of the book which is related to representation by orthonormal sequence in a Hilbert space:

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where (6) is

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I'm stuck at the very beginning so I don't know how to start. Any help would be appreciated, especially the solution that follows the contents of this textbook. Thank you.

Best Answer

Suppose that $x = \sum\limits_{k = 1}^\infty \alpha_k e_k$. Then for all $\epsilon > 0$, there exists $n$ s.t. $|x - \sum\limits_{k = 1}^n \alpha_k e_k| < \epsilon$. And clearly, $\sum\limits_{k = 1}^n \alpha_k e_k \in M$. Then $x$ is a limit point of $M$; that is, $x \in \overline{M}$.

Claim: for all $x$, the quantities $\alpha_1, ..., \alpha_k$ given as above minimise $|x - \sum\limits_{k = 1}^n x_k e_k|$. Proof: fairly trivial. We will use claim twice in a moment.

Conversely, suppose $x \in \overline{M}$. We wish to show that $x = \sum\limits_{k = 1}^\infty \alpha_k e_k$ where $\alpha_k$ is defined as above. Given $\epsilon > 0$, take some element $m \in M$ s.t. $|x - m| < \epsilon$ (this is possible because $x$ is a limit point of $M$). Then for some $n$, we may write $m = \sum\limits_{k = 1}^n m_k e_k$ for some complex numbers $m_k$. But it can be shown that $\alpha_1, ..., \alpha_n$ minimise $|x - \sum\limits_{k = 1}^n m_k e_k|$ Then $|x - \sum\limits_{k = 1}^n \alpha_k e_k| \leq |x - \sum\limits_{k = 1}^n m_k e_k| < \epsilon$. Now suppose that we have some $n' \geq n$. Then we see that $|x - \sum\limits_{k = 1}^{n'} \alpha_k e^k| \leq |x - \sum\limits_{k = 1}^{n'} \beta_k e_k| = |x - \sum\limits_{k = 1}^n \alpha_k e_k| < \epsilon$, where we define $\beta_k = 0$, $k > n$ and $\beta_k = \alpha_k$, $k \leq n$. We again cite our above claim to prove this.

Then by the $n-\epsilon$ definition of limit, we have $x = \lim\limits_{n' \to \infty} \sum\limits_{k = 1}^{n'} \alpha_k e_k = \sum\limits_{k = 1}^\infty \alpha_k e_k$, as required.

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