For n≥1, let an:[0,1)→{0,1} denote the n-th digit in the binary expansion of x, so that
x=n≥1∑an(x)2−nfor all x∈[0,1).
(We remove any ambiguity from this definition by requiring that liminfn→∞an(x)=0 for all x∈[0,1).) Let M([0,1)) denote the Banach space of finite complex Borel measures on [0,1) and define linear functions Ln on M([0,1)) via
Ln(μ)=∫01an(x)dμ(x).
Show that no subsequence of the sequence Ln converges in the weak-* topology on (M([0,1)))∗.
Solution.
Let {Lnk}k be a subsequence. If x is as given in the problem, consider the Dirac measure δx, which gives Lnk(δx)=ank(x). Thus, if we have ank(x) alternate in k, then this sequence does not converge. More concretely, let
x=k=1∑∞(1+(−1)k)2−nk
and so Lnk(δx)=1+(−1)k, which does not converge.