Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 1 / 5 / b / Solution

The topology needed here is the weak-star topology $\sigma (E^{\ast },E)$, meaning pointwise convergence on $E$. With the literal weak topology $\sigma (E^{\ast },E^{\ast \ast })$, the claimed compactness is false. For example, $E=c_0$ is separable and $E^{\ast }={\ell }^1$. Its unit vectors $e_n$ have no weak cluster point: every coordinate functional forces a cluster point to have all coordinates zero, while the bounded functional $x\mapsto {\sum }_j{x}_j$ has value one throughout. Thus the dual unit ball is not weakly compact. We prove the intended weak-star assertion in full.

Choose a countable dense set $(x_k)$ in the unit ball of $E$. On $E_1^{\ast }$ defineEach term is at most $2\cdot 2^{-k}$, so the series converges. The triangle inequality is immediate, and $d=0$ forces equality on the dense set and hence on all of $E$. It is therefore a metric. Convergence in this metric is equivalent to convergence on every $x_k$: one direction follows from any individual term, and the other by bounding the series tail uniformly. Because $\Vert \varphi \Vert ,\Vert \psi \Vert \le 1$, approximation of any unit vector by $x_k$ then gives convergence on all of $E$. The same finite-tail and approximation argument for neighborhoods proves equality with the weak-star topology, not just agreement of its convergent sequences.

Given a sequence $({\varphi }_n)$ in this ball, diagonal selection gives a subsequence converging at every $x_k$, since each coordinate lies in a compact disk. Uniform norm bounds then make it pointwise Cauchy at every $x\in E$. Define $\varphi (x)$ as the limit. Linearity passes to the limit, and $|\varphi (x)|\le \Vert x\Vert$, so $\varphi \in E_1^{\ast }$. The subsequence converges to it in the metric. Thus this metric space is sequentially compact, hence compact, proving