I have a following question, for example: let $f_n\in L^2$ be a bounded sequence of real functions. Then we know that there is some $f$ (in $L^2$?) such that $f_n$ converges weakly to $f$ in $L^2$ i.e..... and now I do not know if I understand it properly. Do weak convergence means:
a) for all $g\in L^2$ scalar product $(f_n,g)=\int f_n(x)g(x)\,dx\rightarrow \int f(x)g(x)\,dx=(f,g)$
or
b) for all $x$, $(f_n(x),g(x))=f_n(x)\cdot g(x)\rightarrow f(x)g(x)=(f(x),g(x))$?
After writing this, I see that I really do not understand this...
In general, if $X$ is a normed space then $x_n\to x$ weakly if for every bounded linear functional $\varphi\in X^*$ we have $\varphi(x_n)\to \varphi(x)$.
Now, $L^2$ is a Hilbert space, so by Riesz representation theorem all the bounded linear functionals have the form $f\to (f,g)=\int_{\mathbb{R}}fg$ for some $g\in L^2$. So here $f_n\to f$ weakly means $(f_n,g)\to (f,g)$ for all $g\in L^2$.