proof of Riesz representation theorem for separable Hilbert spaces
Let be an orthonormal basis for the Hilbert space
. Define
The linear map (http://planetmath.org/ContinuousLinearMapping) is continuous if and only if it is bounded, i.e. there exists a constant such that . Then
Simplifying, . Hence converges to an element in .
For every basis element, . By linearity, it will also be true that
Any vector in the Hilbert space can be written as the limit of a sequence of finite superpositions of basis vectors hence, by continuity,
It is easy to see that is unique. Suppose there existed two vectors and such that . Then for all vectors . But then, which is only possible if , i.e. if .