In a real Hilbert space, weak convergence in a Hilbert space meansBy the Riesz representation theorem, every continuous linear functional on has the form . Thus this is exactly weak convergence, defined by convergence under every continuous linear functional.
Define the continuous linear functionals . For each fixed , weak convergence makes a convergent, hence bounded, scalar sequence. The Uniform boundedness principle states that a pointwise bounded family of bounded linear operators from a Banach space to a normed space has uniformly bounded operator norms. Since a Hilbert space is a Banach space, it applies to .
The Cauchy-Schwarz inequality gives , and evaluation at gives equality when ; equality also holds at zero. Consequently
By weakly convergent sequence is bounded, is finite. Choose any . Once have been chosen, put . Since is fixed, weak convergence to zero gives . Choose with . This gives the required one-sided inequality as well.
The useful estimate is for the squared norm. Indeed, , and the inner product expansion givesBy mathematical induction, . HenceThis proves norm convergence of the averages, the weak Banach–Saks theorem in a Hilbert space. The printed inequality omits the square on its left side. Our stronger estimate also proves that printed bound, since for , but the printed bound alone only bounds the averages and cannot imply their norm convergence to zero.
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