Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/ii/paper-4/22f/b/solution

Put , so . We show that the norm closure of the convex hull of every tail
contains zero. If it did not, the Hahn-Banach separation theorem would give a bounded linear functional , a real number , and, after multiplying by a complex scalar if necessary,
for every in that closed convex hull. In particular for all . By the Riesz representation theorem, for some , contradicting .
Consequently, for every there is a finite convex combination
with . Define
Then every is a convex combination of terms of the original sequence and
This is Mazur lemma in the present Hilbert-space setting.

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