Sequence space

In functional analysis and related areas of mathematics, a sequence space is a vector space whose elements are infinite sequences of real or complex numbers. Equivalently, it is a function space whose elements are functions from the natural numbers to the field ⁠𝕂⁠ of real or complex numbers. The set of all such functions is naturally identified with the set of all possible infinite sequences with elements in ⁠𝕂⁠, and can be turned into a vector space under the operations of pointwise addition of functions and pointwise scalar multiplication. All sequence spaces are linear subspaces of this space. Sequence spaces are typically equipped with a norm, or at least the structure of a topological vector space.

The most important sequence spaces in analysis are the ⁠ℓp⁠ spaces, consisting of the ⁠p⁠-power summable sequences, with the ⁠p⁠-norm. These are special cases of ⁠Lp⁠ spaces for the counting measure on the set of natural numbers. Other important classes of sequences like convergent sequences or null sequences form sequence spaces, respectively denoted ⁠c⁠ and ⁠c0⁠, with the sup norm. Any sequence space can also be equipped with the topology of pointwise convergence, under which it becomes a special kind of Fréchet space called FK-space.

Definition

A sequence x∙=(xn)n∈ℕ in a set ⁠X⁠ is an ⁠X⁠-valued map x∙:ℕ→X whose value at ⁠n∈ℕ⁠ is denoted by ⁠xn⁠ instead of the usual parentheses notation ⁠x(n)⁠.

Space of all sequences

Let ⁠𝕂⁠ denote the field either of real or complex numbers. The set ⁠𝕂ℕ⁠ of all sequences of elements of ⁠𝕂⁠ is a vector space for componentwise addition (xn)n∈ℕ+(yn)n∈ℕ=(xn+yn)n∈ℕ, and componentwise scalar multiplication α(xn)n∈ℕ=(αxn)n∈ℕ.

A sequence space is any linear subspace of ⁠𝕂ℕ⁠.

As a topological space, ⁠𝕂ℕ⁠ is naturally endowed with the product topology. Under this topology, ⁠𝕂ℕ⁠ is Fréchet, meaning that it is a complete, metrizable, locally convex topological vector space (TVS). However, this topology is rather pathological: there are no continuous norms on ⁠𝕂ℕ⁠ (and thus the product topology cannot be defined by any norm). Among Fréchet spaces, ⁠𝕂ℕ⁠ is minimal in having no continuous norms:

Theorem—Let ⁠X⁠ be a Fréchet space over ⁠𝕂⁠. Then the following are equivalent:

  1. ⁠X⁠ admits no continuous norm (that is, any continuous seminorm on ⁠X⁠ has a nontrivial null space).
  2. ⁠X⁠ contains a vector subspace TVS-isomorphic to ⁠𝕂ℕ⁠.
  3. ⁠X⁠ contains a complemented vector subspace TVS-isomorphic to ⁠𝕂ℕ⁠.

But the product topology is also unavoidable: ⁠𝕂ℕ⁠ does not admit a strictly coarser Hausdorff, locally convex topology. For that reason, the study of sequences begins by finding a strict linear subspace of interest, and endowing it with a topology different from the subspace topology.

ℓp spaces

For ⁠0<p<∞⁠, ⁠ℓp⁠ is the subspace of ⁠𝕂ℕ⁠ consisting of all sequences x∙=(xn)n∈ℕ satisfying ∑n|xn|p<∞.

If ⁠p≥1⁠, then the real-valued function ‖⋅‖p on ⁠ℓp⁠ defined by ‖x‖p = (∑n|xn|p)1/p for all x∈ℓp defines a norm on ⁠ℓp⁠. In fact, ⁠ℓp⁠ is a complete metric space with respect to this norm, and therefore is a Banach space.

If ⁠p=2⁠ then ⁠ℓ2⁠ is also a Hilbert space when endowed with its canonical inner product, called the Euclidean inner product, defined for all ⁠x∙,y∙∈ℓp⁠ by ⟨x∙,y∙⟩ = ∑nxn‾yn. The canonical norm induced by this inner product is the usual ⁠ℓ2⁠-norm, meaning that ‖𝐱‖2=⟨𝐱,𝐱⟩ for all ⁠𝐱∈ℓp⁠.

If ⁠p=∞⁠, then ⁠ℓ∞⁠ is defined to be the space of all bounded sequences endowed with the norm ‖x‖∞ = supn|xn|, ⁠ℓ∞⁠ is also a Banach space.

If ⁠0<p<1⁠, then ⁠ℓp⁠ does not carry a norm, but rather a metric defined by d(x,y) = ∑n|xn−yn|p.

c, c0 and c00

A convergent sequence is any sequence x∙∈𝕂ℕ such that limn→∞xn exists. The set ⁠c⁠ of all convergent sequences is a vector subspace of ⁠𝕂ℕ⁠ called the space of convergent sequences. Since every convergent sequence is bounded, ⁠c⁠ is a linear subspace of ⁠ℓ∞⁠. Moreover, this sequence space is a closed subspace of ⁠ℓ∞⁠ with respect to the supremum norm, and so it is a Banach space with respect to this norm.

A sequence that converges to ⁠0⁠ is called a null sequence and is said to vanish. The set of all sequences that converge to ⁠0⁠ is a closed vector subspace of ⁠c⁠ that when endowed with the supremum norm becomes a Banach space that is denoted by ⁠c0⁠ and is called the space of null sequences or the space of vanishing sequences.

The space of eventually zero sequences, ⁠c00⁠, is the subspace of ⁠c0⁠ consisting of all sequences which have only finitely many nonzero elements. This is not a closed subspace and therefore is not a Banach space with respect to the infinity norm. For example, the sequence (xnk)k∈ℕ where xnk=1/k for the first n entries (for k=1,…,n) and is zero everywhere else (that is, (xnk)k∈ℕ=(1,12,…,1n−1,1n,0,0,…)) is a Cauchy sequence but it does not converge to a sequence in c00.

Space of all finite sequences

Let 𝕂∞={(x1,x2,…)∈𝕂ℕ:all but finitely many xi equal 0}

denote the space of finite sequences over ⁠𝕂⁠. As a vector space, 𝕂∞ is equal to ⁠c00⁠, but ⁠𝕂∞⁠ has a different topology.

For every natural number ⁠n∈ℕ⁠, let ⁠𝕂n⁠ denote the usual Euclidean space endowed with the Euclidean topology and let In𝕂n:𝕂n→𝕂∞ denote the canonical inclusion In𝕂n(x1,…,xn)=(x1,…,xn,0,0,…). The image of each inclusion is Im⁡(In𝕂n)={(x1,…,xn,0,0,…):x1,…,xn∈𝕂}=𝕂n×{(0,0,…)} and consequently, 𝕂∞=⋃n∈ℕIm⁡(In𝕂n).

This family of inclusions gives ⁠𝕂∞⁠ a final topology ⁠τ∞⁠, defined to be the finest topology on ⁠𝕂∞⁠ such that all the inclusions are continuous (an example of a coherent topology). With this topology, ⁠𝕂∞⁠ becomes a complete, Hausdorff, locally convex, sequential, topological vector space that is not Fréchet–Urysohn. The topology ⁠τ∞⁠ is also strictly finer than the subspace topology induced on ⁠𝕂∞⁠ by ⁠𝕂ℕ⁠.

Convergence in ⁠τ∞⁠ has a natural description: if v∈𝕂∞ and ⁠v∙⁠ is a sequence in ⁠𝕂∞⁠ then ⁠v∙→v⁠ in ⁠τ∞⁠ if and only ⁠v∙⁠ is eventually contained in a single image Im⁡(In𝕂n) and ⁠v∙→v⁠ under the natural topology of that image.

Often, each image Im⁡(In𝕂n) is identified with the corresponding ⁠𝕂n⁠; explicitly, the elements (x1,…,xn)∈𝕂n and (x1,…,xn,0,0,0,…) are identified. This is facilitated by the fact that the subspace topology on Im⁡(In𝕂n), the quotient topology from the map In𝕂n, and the Euclidean topology on ⁠𝕂n⁠ all coincide. With this identification, ((𝕂∞,τ∞),(In𝕂n)n∈ℕ) is the direct limit of the directed system ((𝕂n)n∈ℕ,(In𝕂m→𝕂n)m≤n∈ℕ,ℕ), where every inclusion adds trailing zeros: In𝕂m→𝕂n(x1,…,xm)=(x1,…,xm,0,…,0). This shows (𝕂∞,τ∞) is an LB-space.

Other sequence spaces

The space of bounded series, denote by bs, is the space of sequences ⁠x⁠ for which supn|∑i=0nxi|<∞.

This space, when equipped with the norm ‖x‖bs=supn|∑i=0nxi|,

is a Banach space isometrically isomorphic to ℓ∞, via the linear mapping (xn)n∈ℕ↦(∑i=0nxi)n∈ℕ.

The subspace cs consisting of all convergent series is a subspace that goes over to the space ⁠c⁠ under this isomorphism.

The space ⁠Φ⁠ or c00 is defined to be the space of all infinite sequences with only a finite number of non-zero terms (sequences with finite support). This set is dense in many sequence spaces.

Properties of ℓp spaces and the space c0

The space ⁠ℓ2⁠ is the only ⁠ℓp⁠ space that is a Hilbert space, since any norm that is induced by an inner product should satisfy the parallelogram law

‖x+y‖p2+‖x−y‖p2=2‖x‖p2+2‖y‖p2.

Substituting two distinct unit vectors for ⁠x⁠ and ⁠y⁠ directly shows that the identity is not true unless ⁠p=2⁠.

Each ⁠ℓp⁠ is distinct, in that ⁠ℓp⁠ is a strict subset of ⁠ℓs⁠ whenever ⁠p<s⁠; furthermore, ⁠ℓp⁠ is not linearly isomorphic to ⁠ℓs⁠ when ⁠p≠s⁠. In fact, by Pitt's theorem (Pitt 1936), every bounded linear operator from ⁠ℓs⁠ to ⁠ℓp⁠ is compact when ⁠p<s⁠. No such operator can be an isomorphism; and further, it cannot be an isomorphism on any infinite-dimensional subspace of ⁠ℓs⁠, and is thus said to be strictly singular.

If ⁠1<p<∞⁠, then the (continuous) dual space of ⁠ℓp⁠ is isometrically isomorphic to ⁠ℓq⁠, where ⁠q⁠ is the Hölder conjugate of ⁠p⁠: ⁠1/p+1/q=1⁠. The specific isomorphism associates to an element ⁠x⁠ of ⁠ℓq⁠ the functional Lx(y)=∑nxnyn for ⁠y⁠ in ⁠ℓp⁠. Hölder's inequality implies that ⁠Lx⁠ is a bounded linear functional on ⁠ℓp⁠, and in fact |Lx(y)|≤‖x‖q‖y‖p so that the operator norm satisfies ‖Lx‖(ℓp)∗=defsupy∈ℓp,y≠0|Lx(y)|‖y‖p≤‖x‖q. In fact, taking ⁠y⁠ to be the element of ⁠ℓp⁠ with yn={0if xn=0xn−1|xn|qif xn≠0 gives Lx(y)=‖x‖q, so that in fact ‖Lx‖(ℓp)∗=‖x‖q. Conversely, given a bounded linear functional ⁠L⁠ on ⁠ℓp⁠, the sequence defined by ⁠xn=L(en)⁠ lies in ⁠ℓq⁠. Thus the mapping ⁠x↦Lx⁠ gives an isometry κq:ℓq→(ℓp)∗.

The map ℓq→κq(ℓp)∗→(κq∗)−1(ℓq)∗∗ obtained by composing ⁠κp⁠ with the inverse of its transpose coincides with the canonical injection of ⁠ℓq⁠ into its double dual. As a consequence ⁠ℓq⁠ is a reflexive space. By abuse of notation, it is typical to identify ⁠ℓq⁠ with the dual of ⁠ℓp⁠: ⁠(ℓp)∗=ℓq⁠. Then reflexivity is understood by the sequence of identifications ⁠(ℓp)∗∗=(ℓq)∗=ℓp⁠.

The space ⁠c0⁠ is defined as the space of all sequences converging to zero, with norm identical to ‖x‖∞. It is a closed subspace of ⁠ℓ∞⁠, hence a Banach space. The dual of ⁠c0⁠ is ⁠ℓ1⁠; the dual of ⁠ℓ1⁠ is ⁠ℓ∞⁠. For the case of natural numbers index set, the ⁠ℓp⁠ and ⁠c0⁠ are separable, with the sole exception of ⁠ℓ∞⁠. The dual of ⁠ℓ∞⁠ is the ba space.

The spaces ⁠c0⁠ and ⁠ℓp⁠ (for ⁠1≤p<∞⁠) have a canonical unconditional Schauder basis ⁠{ei:i=1,2,…}⁠, where ⁠ei⁠ is the sequence which is zero but for a ⁠1⁠ in the ⁠i⁠th entry.

The space ℓ1 has the Schur property: In ℓ1, any sequence that is weakly convergent is also strongly convergent (Schur 1921). However, since the weak topology on infinite-dimensional spaces is strictly weaker than the strong topology, there are nets in ℓ1 that are weak convergent but not strong convergent.

The ⁠ℓp⁠ spaces can be embedded into many Banach spaces. The question of whether every infinite-dimensional Banach space contains an isomorph of some ⁠ℓp⁠ or of ⁠c0⁠, was answered negatively by B. S. Tsirelson's construction of Tsirelson space in 1974. The dual statement, that every separable Banach space is linearly isometric to a quotient space of ⁠ℓ1⁠, was answered in the affirmative by Banach & Mazur (1933). That is, for every separable Banach space ⁠X⁠, there exists a quotient map ⁠Q:ℓ1→X⁠, so that ⁠X⁠ is isomorphic to ⁠ℓ1/ker⁡Q⁠. In general, ⁠ker⁡Q⁠ is not complemented in ⁠ℓ1⁠, that is, there does not exist a subspace ⁠Y⁠ of ⁠ℓ1⁠ such that ⁠ℓ1=Y⊕ker⁡Q⁠. In fact, ⁠ℓ1⁠ has uncountably many uncomplemented subspaces that are not isomorphic to one another (for example, take ⁠X=ℓp⁠; since there are uncountably many such ⁠X⁠'s, and since no ⁠ℓp⁠ is isomorphic to any other, there are thus uncountably many ker Q's).

Except for the trivial finite-dimensional case, an unusual feature of ⁠ℓq⁠ is that it is not polynomially reflexive.

ℓp spaces are increasing in p

For ⁠p∈[1,∞]⁠, the spaces ⁠ℓp⁠ are increasing in ⁠p⁠, with the inclusion operator being continuous: for ⁠1≤p<q≤∞⁠, one has ‖x‖q≤‖x‖p. Indeed, the inequality is homogeneous in the ⁠xi⁠, so it is sufficient to prove it under the assumption that ‖x‖p=1. In this case, we need only show that ∑|xi|q≤1 for ⁠q>p⁠. But if ‖x‖p=1, then |xi|≤1 for all ⁠i⁠, and then ∑|xi|q≤∑|xi|p=1.

ℓ2 is isomorphic to all separable, infinite dimensional Hilbert spaces

Let ⁠H⁠ be a separable Hilbert space. Every orthogonal set in ⁠H⁠ is at most countable (i.e. has finite dimension or ⁠ℵ0⁠). The following two items are related:

  • If ⁠H⁠ is infinite dimensional, then it is isomorphic to ⁠ℓ2⁠,
  • If ⁠dim⁡(H)=N⁠, then ⁠H⁠ is isomorphic to ⁠ℂN⁠.

Properties of ℓ1 spaces

A sequence of elements in ⁠ℓ1⁠ converges in the space of complex sequences ⁠ℓ1⁠ if and only if it converges weakly in this space. If ⁠K⁠ is a subset of this space, then the following are equivalent:

  1. ⁠K⁠ is compact;
  2. ⁠K⁠ is weakly compact;
  3. ⁠K⁠ is bounded, closed, and equismall at infinity.

Here ⁠K⁠ being equismall at infinity means that for every ⁠ε>0⁠, there exists a natural number nε≥0 such that ∑n=nϵ∞|sn|<ε for all ⁠s=(sn)n=1∞∈K⁠.

See also

References

  1. 1 2 3 Jarchow 1981, pp. 129–130.
  2. ↑ Debnath, Lokenath; Mikusinski, Piotr (2005). Hilbert Spaces with Applications. Elsevier. pp. 120–121. ISBN 978-0-12-2084386.
  3. 1 2 Trèves 2006, pp. 451–458.

Bibliography