Weak convergence of a sequence \(\textbf{x}_j\) in a Banach space \(\textbf{X}\) to an element \(\textbf{x}\) means that \(f(\textbf{x}_j) \rightarrow f(\textbf{x})\) for every continuous linear functional \(f\) on \(\textbf{X}\). In simpler terms, individual functionals behave as if the sequence is converging, even if the sequence itself does not visibly converge in the usual (norm) sense.
Weak convergence is especially useful in infinite-dimensional spaces and is a gentler form of convergence compared to norm convergence.
For example, in the context of the Banach space \(\textbf{L}^p\) for \(p>2\), we say that the sequence \(\textbf{x}_j\) weakly converges to \(\textbf{x}\) if:
- \textbf{For any functional} \(f\), \(f(\textbf{x}_j) \rightarrow f(\textbf{x})\).
Weak convergence is significant because it often allows us to handle sequences that do not converge strongly (in norm), yet exhibit convergence properties useful for analysis. In the context of quadratic forms, if a sequence \(\textbf{x}_j\) converges weakly to \(\textbf{x}\), and given the continuity of the bilinear form \(\textbf{b}\), we can show that \(Q(\textbf{x}_j) \rightarrow Q(\textbf{x})\), where \(Q\) is the quadratic form defined through \(b\). This property essentially translates the weak convergence through the bilinear form, preserving the quadratic relationships despite the more relaxed form of convergence.