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If a bounded subset $K$ of a Banach space is bounded away from zero and zero lies in its weak closure, then $K$ contains a basic sequence. More generally, weak closure may be replaced by closure in any Hausdorff locally convex vector topology weaker than the weak topology.

The weak topology on a normed vector space $X$ is $\sigma (X,X^{\ast })$, the coarsest topology making every bounded linear functional continuous. A neighbourhood base at $x$ is given by finitely many inequalities $|f_j(y-x)|<\epsilon$, with $f_j\in X^{\ast }$. In the complex case, separation uses real parts of bounded linear functionals.

Mazur theorem states that the weak closure of a convex set equals its closure in the norm topology. The weak topology is coarser than the norm topology, so the norm closure is contained in the weak closure. Conversely, if $x$ is outside the norm closure of a convex set $C$, the Hahn-Banach separation theorem gives $f\in X^{\ast }$ and $a\in \mathbb{R}$ with $\mathrm{Re}f(x)>a\ge {\sup }_{c\in C}\mathrm{Re}f(c)$. The corresponding weak topology neighbourhood of $x$ misses $C$, so $x$ is outside its weak closure. This proves Mazur theorem, including the empty-set case. In particular, if $x_n$ converges weakly to $x$, then $x$ is in the weak closure of every tail and therefore in the norm closure of its convex hull. Choosing a finite convex combination of the $n$th tail within $1/n$ of $x$ proves the usual Mazur lemma formulation as well.

The weak-star topology on the continuous dual space $X^{\ast }$ is $\sigma (X^{\ast },X)$: convergence means pointwise convergence on $X$, and a neighbourhood base prescribes finitely many evaluation inequalities. The Banach-Alaoglu theorem states that the closed unit ball of $X^{\ast }$ is compact in this weak-star topology, even if $X$ is incomplete. Embed this closed unit ball intowhere $\mathbb{K}=\mathbb{R}$ or $\mathbb{C}$. Each factor is compact, so $P$ is compact by the Tychonoff theorem. Inside $P$, the equations $a_{x+y}=a_x+a_y$ and $a_{\lambda x}=\lambda a_x$ define a closed set. Every such point defines a linear functional satisfying $|a_x|\le \Vert x\Vert$, hence belongs to the closed unit ball of $X^{\ast }$. Thus this image is closed in $P$. The product topology on it is exactly the weak-star topology, proving Banach-Alaoglu theorem. Evaluations also separate its points, so the weak-star topology is Hausdorff.

For the canonical embedding into the bidual $J_X:X\to X^{\ast \ast }$, we have $(J_{X}x)(f)=f(x)$. Restricting all evaluations at $f\in X^{\ast }$ therefore gives exactly $\sigma (X,X^{\ast })$. Thus the induced subspace topology is the weak topology on $X$.

Now identify $X$ with $J_{X}X$. Let $C$ be a bounded convex set, write $D$ for its norm closure in $X$, and let $K$ be its weak-star topology closure in $X^{\ast \ast }$. Boundedness places $K$ in a multiple of the closed unit ball of $X^{\ast \ast }$, so $K$ is compact by Banach-Alaoglu theorem. The preceding subspace topology identification and Mazur theorem giveIf $D$ is a weakly compact set, its image in the Hausdorff weak-star topology is compact and therefore closed. It contains $C$, so $K\subseteq D\subseteq X$. Conversely, if $K\subseteq X$, the displayed identity gives $K=D$, and its compactness is precisely weak compactness in $X$. Hence $\boxed{D\text{ is weakly compact}⟺K\subseteq X}$. This argument also covers $C=\varnothing$.

For a bounded linear operator $T:X\to Y$, its Banach-space adjoint is $T^{\ast }:Y^{\ast }\to X^{\ast }$, defined by $(T^{\ast }{y}^{\ast })(x)=y^{\ast }(Tx)$. Evaluation at any fixed $x$ is thus evaluation at $Tx$ after applying $T^{\ast }$. Each is continuous in the relevant weak-star topology, proving that $T^{\ast }$ is weak-star continuous. Applying the same result to $T^{\ast }$ shows that $T^{\ast \ast }:X^{\ast \ast }\to Y^{\ast \ast }$ is weak-star continuous. Direct evaluation gives

Use $B_X$ for the closed unit ball; using the open ball gives the same norm closure of $T(B_X)$. Goldstine theorem says that $J_X{B}_X$ is weak-star dense in $B_{X^{\ast \ast }}$. Put $K=T^{\ast \ast }(B_{X^{\ast \ast }})$. It is compact and closed in the weak-star topology by Banach-Alaoglu theorem and the established continuity. It contains $J_{Y}T(B_X)$. Conversely, Goldstine theorem gives, for every $x^{\ast \ast }\in B_{X^{\ast \ast }}$, a net $(J_X{x}_{\alpha })$ from $J_X{B}_X$ converging weak-star to $x^{\ast \ast }$; its image converges weak-star to $T^{\ast \ast }{x}^{\ast \ast }$. ConsequentlyApply the preceding bounded convex set criterion in $Y$, and then scale the closed unit ball. We obtain the bidual characterization of weakly compact operators:The canonical embedding into the bidual on the right specifies exactly which copy of $Y$ is intended.

The Mazur theorem states that the weak closure and norm closure of a convex set $C$ in a normed vector space coincide:Norm closure is contained in weak closure because the weak topology is coarser. Conversely, if $x\notin {\overline{C}}^{\Vert \cdot \Vert }$, the Hahn-Banach separation theorem provides a continuous real linear functional strictly separating $x$ from that closed convex set. In a complex space this is the real part of a continuous complex linear functional. A weak neighborhood of $x$ then misses $C$, so $x\notin {\overline{C}}^w$. This proves the equality. It also gives the usual Mazur lemma: if $x_n\rightharpoonup x$, then $x$ lies in the norm closure of the convex hull of each tail, so one can choose tail convex combinations $y_n$ with $\Vert y_n-x\Vert <1/n$.

Now let $K$ be a weakly compact set in a normed space $X$. Each $\phi \in X^{\ast }$ is bounded on $K$ because it is weakly continuous. The family $\{Jx:x\in K\}$ in $\mathcal{B}(X^{\ast },\mathbb{F})$, where $J$ is the canonical embedding into the bidual, is therefore pointwise bounded. The space $X^{\ast }$ is Banach even if $X$ is not. Apply the Uniform boundedness principle and use $\Vert Jx\Vert =\Vert x\Vert$ to obtainThis proves that a weakly compact set is norm bounded without assuming completeness of the original space.

For the real-valued dual and integral formulas that follow, take $X$ to be real, as in the PDF. In a complex space the norming formula uses real parts, and the integral identities use complex-valued functionals instead.

If the separable Banach space $X$ is nonzero, choose a norm-dense sequence $(u_n)$ in its unit sphere. By the Hahn-Banach theorem, choose ${\phi }_n\in X^{\ast }$ with $\Vert {\phi }_n\Vert =1$ and ${\phi }_n(u_n)=1$. For any unit vector $u$, arbitrarily close $u_n$ satisfyScaling gives the countable norming family identityFor $X=\{0\}$ use the constant sequence of zero functionals. If $f:\Omega \to X$ is norm-Borel measurable, every ${\phi }_n\circ f$ is measurable, so its countable supremum $\Vert f(\cdot )\Vert$ is measurable. Equivalently, this also follows directly from continuity of the norm.

For any $\phi \in X^{\ast }$, continuity makes $\phi \circ f$ measurable, andThus the assumed integrability of the norm implies scalar integrability, anddefines a bounded linear functional on $X^{\ast }$. Use the granted weak-star continuity of $T_f$. By the continuous dual of a weak-star topology, $T_f$ is evaluation at a vector of $X$. Indeed, continuity gives finitely many $x_1,\dots ,x_m$ and $\epsilon >0$ such that $|T_f(\phi )|<1$ whenever $|\phi (x_j)|<\epsilon$ for all $j$. Scaling shows that $T_f$ vanishes on the common kernel of these evaluations. It therefore factors through their finite-dimensional coordinate map, so $T_f(\phi )={\sum }_j{a}_j\phi (x_j)=\phi ({\sum }_j{a}_j{x}_j)$. The Hahn-Banach theorem makes this representing vector unique. HenceIn this separable setting the vector is the Bochner integral.

Return to a weakly compact set $K\subseteq X$ and its inclusion $f:K\to X$. For each fixed $a\in X$, the identity $\Vert x-a\Vert ={\sup }_n{\phi }_n(x-a)$ makes $x\mapsto \Vert x-a\Vert$ weakly Borel measurable. Norm balls are consequently weakly Borel measurable. Separability gives a countable base of such balls, so every norm-open set is weakly Borel measurable. This proves measurability of $f$, and establishes the equality of the weak and norm Borel sigma-algebras in a separable Banach space.

Put $M={\sup }_{x\in K}\Vert x\Vert <\infty$. For every finite signed Borel measure $\mu$ on $K$,For positive measures this is the integral in the question. For signed measures, the correct integrability condition uses the variation measure; define the integral by taking the difference of the positive and negative integrals. The printed $\Omega$ in this clause should be $K$, the domain of the inclusion.

The Riesz-Markov-Kakutani representation theorem now defines the bounded linear mapFor each $\phi \in X^{\ast }$ the restriction $\phi {|}_K$ is in $C(K)$, andThe right side is weak-star continuous in $\mu$. The defining property of the weak topology therefore proves that $T$ is weak-star-to-weak continuous, for arbitrary nets. For a Dirac measure, $\boxed{T({\delta }_x)=x}$.

If $K\ne \varnothing$, let $\mathcal{P}(K)$ be its regular probability measures. This is a weak-star closed subset of $B_{C(K{)}^{\ast }}$: its conditions are $\mu (1)=1$ and $\mu (g)\ge 0$ for every nonnegative $g\in C(K)$. It is compact by Banach-Alaoglu theorem. Thus $T(\mathcal{P}(K))$ is weakly compact and convex, and contains $K$ because it contains all $T({\delta }_x)$. It is weakly closed, hence norm closed, so it contains $C={\overline{\mathrm{conv}K}}^{\Vert \cdot \Vert }$. By Mazur theorem, $C$ is weakly closed. Therefore it is a closed subset of the weakly compact set $T(\mathcal{P}(K))$, provingThe empty case is immediate. In fact $T(\mathcal{P}(K))=C$: a barycenter of a measure on a Banach space outside $C$ would be strictly separated by a functional $\phi$, contradicting $\phi (T(\mu ))={\int }_K\phi d\mu \le {\sup }_K\phi$.