Solution

ID: past-exam-of-the-analysis-course-of-the-university-of-oxford/2010/b/6/a/ii/solution

For , the finite orthogonal projection satisfies
This is Bessel's inequality, so the coefficients are square summable. The preceding result gives a limit . For each fixed , continuity of the inner product gives . The completeness assumption on the orthonormal system forces . Hence
Taking squared norms also gives Parseval's identity, .

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