*Let (Ei)i∈I be a family of hilbertian spaces, P the product vector space ∏i∈IEi and E the subset of P consisting of all families x=(xi)i∈I such that ∑i∈I∥xi∥2 is finite.
a) E is a vector subspace of P.
b) For every x=(xi)i∈I and y=(yi)i∈I in E, the family (⟨xi∣yi⟩)i∈I is summable. If we put ⟨x∣y⟩=∑i∈I⟨xi∣yi⟩, we define a positive separating hermitian form on E.
c) For the scalar product so defined, E is a hilbertian space; the direct sum S of the Ei is dense in E.
For x=(xi)i∈I and y=(yi)i∈I in E, we have
∥xi+yi∥2≤2(∥xi∥2+∥yi∥2), hence
x+y=(xi+yi)i∈I belongs to E. This proves a).
By the Cauchy-Schwarz inequality, we have
∣⟨xi∣yi⟩∣≤∥xi∥⋅∥yi∥≤21(∥xi∥2+∥yi∥2) hence
∑i∈I∣⟨xi∣yi⟩∣<+∞. If
x=0, we have
⟨x∣x⟩=∑i∈I∥xi∥2>0, hence assertion b) follows.
We recall that S is the subspace of P consisting of all families x=(xi)i∈I such that the set of all i∈I for which xi=0 is finite. It follows immediately that S is dense in E; hence it remains to prove that E is complete for the topology T1 obtained by the norm ∥x∥=⟨x∣x⟩1/2. Let T2 be the topology induced on E by the product topology on ∏i∈IEi. For every r>0, let Br be the set of all x∈E such that ∥x∥≤r. This relation implies that we have ∑i∈J∥xi∥2≤r2 for every finite subset J of I, and so Br is a closed subset of ∏i∈IEi, hence also complete. The fact that E is complete for T1 now follows from GT, III, § 3, No. 5, cor. 2 to prop. 10.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
Nothing.