Let E be a normed space and F a Banach space. Prove that the set of bounded linear operators from E to F (which you can assume to already be a vector space with respect to suitable operations and field), equiped with the operator norm, is also a Banach space.
user
Let's denote the set of bounded linear operators from E to F by B(E,F). We need to show that B(E,F) is complete with respect to the operator norm. Let (Tn) be a Cauchy sequence in B(E,F). Then for any ε > 0, there exists N such that for all n,m ≥ N, we have ||Tn - Tm|| < ε. 

Now let x ∈ E be arbitrary and fixed. Then we have ||Tnx - Tmx|| ≤ ||Tn - Tm|| ||x|| < ε ||x||. This shows that (Tnx) is a Cauchy sequence in F. Since F is a Banach space, it follows that (Tnx) converges to some element Tx ∈ F.

We claim that the map T: E → F defined by Tx = lim(Tnx) is a bounded linear operator and that Tn → T in the operator norm.

Linearity of T follows from linearity of each Tn and the fact that limits preserve linear operations. To see that T is bounded, note that for any n ≥ N and any x ∈ E we have ||Tx|| = lim(||Tnx||) ≤ lim(||Tn - TN|| ||x|| + ||TNx||) ≤ ε ||x|| + ||TNx||. Taking supremum over all x with ||x|| = 1 shows that ||T|| ≤ ε + ||TN|| < ∞.

Finally, let's show that Tn → T in the operator norm. For any n ≥ N and any x ∈ E we have
    | | |Tx - Tnx| | |
    = | | |lim(Tmx) - Tnx| | |
    ≤ lim(| | |Tmx - Tnx| | |
    ≤ lim(| | |(Tm-Tn)x| | |
    ≤ lim(| |(Tm-Tn)| *|x|)
    = 0

This shows that for any n ≥ N we have
    max{0 <= k <= n} (| |(Tk-T)|| ) 
    <= max{0 <= k <= N} (| |(Tk-T)|| ) + ε

Since this holds for all ε > 0 it follows that Tk → T in the operator norm as k → ∞.

Thus we have shown that every Cauchy sequence in B(E,F) converges to an element of B(E,F), so B(E,F) is complete with respect to the operator norm and hence a Banach space.
assistant
Can you explain this in layman's terms?
user
Sure! We want to show that a certain set of functions, called "bounded linear operators," is a complete space. To do this, we need to prove that if we have a sequence of these functions that gets arbitrarily close together, there is a function that they all converge to.

We start by assuming we have such a sequence, and we want to show that it converges to some function. We do this by considering what happens when we apply these functions to a fixed point. We use some mathematical tricks to show that the sequence of outputs for this point is itself a sequence that converges to some value. We then use this to show that the original sequence of functions must converge to a certain function.

Finally, we show that this limit function is itself a bounded linear operator, which means it satisfies some specific mathematical properties. Putting all of this together, we conclude that our set of functions is a complete space.
assistant