Integration, IX, p. 118
Let E be a real Hilbert space, Q a continuous positive quadratic form on E, and H the quadratic form x↦∥x∥2 on E.
a) Show that Tr(Q/H)=∑i∈IQ(ei) for every orthonormal basis (ei)i∈I of E. (Let (a1,…,ap) be a finite orthonormal family in E; for every ε>0, there exist a finite subset J of I and elements a1′,…,ap′ that are linear combinations of the ei for i∈J and are such that ∥aj−aj′∥<ε for 1≤j≤p; then ∑j=1pQ(aj′)≤∑i∈JQ(ej)≤∑i∈IQ(ei). Deduce from this that ∑j=1pQ(aj)≤∑i∈IQ(ei).)
b) Deduce from a) a new proof of Prop. 3.
c) Let E0 be a dense linear subspace of E, Q0 (resp. H0) the restriction of Q (resp. H) to E0. Show that Tr(Q/H)=Tr(Q0/H0). (Let (e1,…,en) be a linearly independent sequence in E, generating a subspace F. Denote by QF (resp. HF) the restriction of Q (resp. H) to F. Using Remark 3 of No. 1, show that Tr(QF/HF) is a continuous function of (e1,…,en).)