Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 4 / 22F / a

Choose a countable dense subset $\{x_1,x_2,\dots \}$ of the normed vector space $X$. For each fixed $j$, the scalar sequence $(f_n(x_j))$ is bounded becauseRepeated use of the Bolzano-Weierstrass theorem followed by a diagonal subsequence argument produces a subsequence $(f_n{)}_{n\in \Lambda }$ for which $f_n(x_j)$ converges for every $j$.

Let $D$ be the linear span of the $x_j$. On every $x\in D$, defineFinite linear combinations show that $f:D\to \mathbb{R}$ is linear, and passage to the limit in $|f_n(x)|\le \Vert x\Vert$ gives $|f(x)|\le \Vert x\Vert$. Thus $f$ is a bounded linear functional on the dense linear subspace $D$ and extends uniquely to an element of the dual space $X^{\ast }$ with $\Vert f\Vert \le 1$.

For arbitrary $x\in X$ and $y\in D$,First choose $y$ close to $x$, then let $n\in \Lambda$ tend to infinity. This provesThis is the Sequential Banach-Alaoglu theorem for a separable predual.