For each , define the bounded linear functionalThe hypothesis is precisely that converges weakly to . In particular, for each fixed , the scalar sequence converges and is therefore bounded. Thus the family is pointwise bounded.
The Uniform boundedness principle givesBy the Riesz representation theorem, . Henceso the sequence is bounded.
Put , so . We show that the norm closure of the convex hull of every tailcontains 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 combinationwith . DefineThen every is a convex combination of terms of the original sequence andThis is Mazur lemma in the present Hilbert-space setting.
Apply part (b). Since every belongs to the convex set , every convex combination also belongs to . Since is norm closed and in norm, it follows that . Thus a norm-closed convex set is weakly closed.
No. Take the Hilbert space and its standard orthonormal sequence . Letthe unit sphere. This set is norm closed but is not convex. By the Bessel inequality, for every ,so ; equivalently, this is a weakly null orthonormal sequence. Every lies in , but the weak limit does not. Hence convexity is essential.
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