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The definition of weak convergence can be extended to Banach spaces. A sequence of points ( x n ) {\displaystyle (x_{n})} in a Banach space B is said to converge weakly to a point x in B if f ( x n ) → f ( x ) {\displaystyle f(x_{n})\to f(x)} for any bounded linear functional f {\displaystyle f} defined on B {\displaystyle B} , that is, for ...
In mathematics, weak convergence may refer to: Weak convergence of random variables of a probability distribution; Weak convergence of measures, of a sequence of probability measures; Weak convergence (Hilbert space) of a sequence in a Hilbert space more generally, convergence in weak topology in a Banach space or a topological vector space
The diagram on the right is a summary of the relations, with the arrows pointing from strong to weak. If H is a Hilbert space, the linear space of Hilbert space operators B(X) has a (unique) predual (), consisting of the trace class operators, whose dual is B(X).
Starting in the early 1900s, David Hilbert and Marcel Riesz made extensive use of weak convergence. The early pioneers of functional analysis did not elevate norm convergence above weak convergence and oftentimes viewed weak convergence as preferable. [1]
The predual of B(H) is the trace class operators C 1 (H), and it generates the w*-topology on B(H), called the weak-star operator topology or σ-weak topology. The weak-operator and σ-weak topologies agree on norm-bounded sets in B(H). A net {T α} ⊂ B(H) converges to T in WOT if and only Tr(T α F) converges to Tr(TF) for all finite-rank ...
Weak convergence (Hilbert space) Weak trace-class operator; Wigner's theorem; Y. Nicholas Young (mathematician) This page was last edited on 23 April 2023, at 07:18 ...
Tightness is often a necessary criterion for proving the weak convergence of a sequence of probability measures, especially when the measure space has infinite dimension. See Finite-dimensional distribution; Prokhorov's theorem; Lévy–Prokhorov metric; Weak convergence of measures; Tightness in classical Wiener space; Tightness in Skorokhod space
As any Hilbert space, every space is linearly isometric to a suitable (), where the cardinality of the set is the cardinality of an arbitrary basis for this particular . If we use complex-valued functions, the space L ∞ {\displaystyle L^{\infty }} is a commutative C*-algebra with pointwise multiplication and conjugation.