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Suppose a bounded sequence $(x_n)$ converges to $x$ in the Cesaro sense (i.e., $\frac{1}{n}(x_1 + x_2 + \dots + x_n)\rightarrow x$) in a separable Hilbert space $H$. How to prove that some subsequence $(x_{n_k})$ converges weakly to $x$?

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Reminds me of Banach-Saks theorem, which goes the other way. – Gjergji Zaimi Jul 19 '10 at 15:07
Indeed, looks like the exercise might've been intended the other way. For the record: the proof of Banach-Saks can be found in… – Kestutis Cesnavicius Jul 19 '10 at 16:53
Whatever the corrected question is supposed to be, it almost certainly is not research level. – Zen Harper Jul 19 '10 at 18:13
up vote 8 down vote accepted

If we take $x_n = (-1)^n x$ then $x_n$ converges to $0$ in Cesaro sence. But no subsequence of $x_n$ converges weakly to $0$. $x_n$ is also a bounded sequence. Hence your statements seems wrong.

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Thanks. It was an exercise that I couldn't solve, so I assumed it should hold. – Kestutis Cesnavicius Jul 19 '10 at 15:13
@Kestutis Cesnavicius: A good habit to be in is that if you cannot prove a statement, try to break it. Either you succeed in falsifying the statement, or you gain more understanding of why the statement should be true. – Theo Johnson-Freyd Jul 19 '10 at 17:57
Kestutis, may be it was asked (or they wanted to ask) to prove that some subsequence weakly converges, but not necessary to $x$? Which is not very deep, too, but it is true at least. – Fedor Petrov Jul 19 '10 at 18:06

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