Van der Corput lemma (Hilbert space sequences)

For a bounded sequence $(u_n)$ in a Hilbert space, put $c_h={\mathrm{limsup}}_{N\to \infty }|N^{-1}{\sum }_{n=0}^{N-h-1}⟨u_{n+h},u_n⟩|$. If $H^{-1}{\sum }_{h=1}^H{c}_h\to 0$, then $N^{-1}{\sum }_{n=0}^{N-1}{u}_n\to 0$ in norm. Since the $c_h$ are bounded, it suffices that $(c_h)$ has convergence in density of a sequence to zero. The proof applies the Cauchy-Schwarz inequality to an average of shifted sums.

For complex numbers $|u_n|\le 1$, $0\le n<N$, and $1\le H\le N$, put $C_h={\sum }_{n=0}^{N-h-1}{u}_{n+h}\overline{u_n}$. ThenExtend the sequence by zero, count each summand in $H$ consecutive windows, and apply the Cauchy-Schwarz inequality to their sum. Expansion of the squared window sums gives the stated coefficients. Fixing $H$ and making each normalized correlation tend to zero bounds the limiting squared average by $1/H$; then let $H$ tend to infinity. This is the scalar finite form underlying the Van der Corput lemma.