\section{Projective Limits}
\label{section:lc-projective}


\begin{proposition}
\label{proposition:lc-projective-topology}
    Let $E$ be a vector space over $K \in \RC$, $\seqi{F}$ be locally convex spaces over $K$, and $\seqi{T}$ where $T_i \in \hom(E; F_i)$ for all $i \in I$, then the projective topology on $E$ is locally convex.
\end{proposition}
\begin{proof}
    By \autoref{definition:tvs-initial},
    \[
    \mathcal{B} = \bracs{\bigcap_{j \in J}T_j^{-1}(U_j) \bigg | J \subset I \text{ finite}, U_j \in \cn_{F_j}(0)}
    \]

    is a fundamental system of neighbourhoods at $0$. For each $i \in I$, $U_i \in \cn_{F_i}(0)$ convex, $T^{-1}(U_i)$ is also convex. Since each $F_i$ is locally convex, $\mathcal{B}$ contains a fundamental system of neighbourhoods at $0$ consisting of only convex sets.
\end{proof}

\begin{proposition}
\label{proposition:lc-projective}
    Let $(\seqi{E}, \bracsn{T^i_j|i, j \in I, i \lesssim j})$ be a downward-directed system of locally convex spaces over $K \in \RC$, then $E = \lim_{\longleftarrow}E_i$ is locally convex.
\end{proposition}
\begin{proof}
    By (U) of \autoref{definition:tvs-projective-limit} and \autoref{definition:tvs-initial}, $E$ is equipped with the projective topology generated by the projection maps $E \to E_i$. By \autoref{proposition:lc-projective-topology}, $E$ is locally convex.
\end{proof}

\begin{proposition}[{{\cite[II.5.4]{SchaeferWolff}}}]
\label{proposition:complete-lc-projective-limit}
    Let $E$ be a Hausdorff complete locally convex space over $K \in \RC$, $\mathcal{B} \subset \cn_E(0)$ be a fundamental system of neighbourhoods consisting of convex, circled, and radial sets, directed under inclusion.

    For each $U \in \mathcal{B}$, let $[\cdot]_U$ be its gauge, $M_U = \bracs{x \in E|[\cdot]_U = 0}$, $E_U = E/M_U$, and $\norm{\cdot}_U: E_U \to [0, \infty)$ be the quotient of $[\cdot]_U$ by $M_U$, then
    \begin{enumerate}
        \item For each $U, V \in \mathcal{B}$ with $U \subset V$, let
        \[
        \pi^U_V: E_U \to E_V \quad x + M_U \mapsto x + M_V
        \]

        then $\pi^U_V \in L(E_U; E_V)$.
        \item $(\bracsn{E_U}_{U \in \mathcal{B}}, \bracs{\pi^U_V|U, V \in \mathcal{B}, U \subset V})$ is a downward-directed system of topological vector spaces.
        \item The map $\pi \in L(E, \lim_{\longleftarrow}E_U)$ induced by $\bracs{\pi_U}_{U \in \mathcal{B}}$ is a bijection.
        \item For each $U, V \in \mathcal{B}$, let $\ol E_U$ be the completion of $E_U$, $\ol{\pi_U} \in L(E; \ol E_U)$, and $\ol{\pi^U_V} \in L(\ol E_U; \ol E_V)$ be the unique extensions of $\pi_U$ and $\pi^U_V$, respectively. Then,
        \[
        E = \lim_{\longleftarrow}E_U = \lim_{\longleftarrow} \ol E_U
        \]

    \end{enumerate}
\end{proposition}
\begin{proof}
    (1): Since $V \supset U$, $[\cdot]_V \ge [\cdot]_U$, so $M_V \supset M_U$. Thus $\ker(\pi_V) \supset M_U$. By (U) of the \hyperref[quotient]{definition:tvs-quotient}, $\pi_V$ factors through $E_U$ as $\pi^U_V$, so $\pi^U_V \in L(E_U; E_V)$.

    (2): Since $\mathcal{B}$ is a fundamental system of neighbourhoods, it is downward-directed under inclusion. For any $U, V, W \in \mathcal{B}$ with $U \subset V \subset W$, $M_U \supset M_V \supset M_W$. Thus $\pi^U_W = \pi^V_W \circ \pi^U_V$.

    (3): Let $\lim E_U$ be the projective limit. For each $U \in \mathcal{B}$, let $p_U: \lim E_U \to E_U$ be the canonical map.

    Let $x \in E$. Since $E$ is Hausdorff and $\mathcal{B}$ is a fundamental system of neighbourhoods at $0$, there exists $U \in \mathcal{B}$ such that $\pi_U(x) \ne 0$. In which case, $p_U \circ \pi(x) = \pi_U(x) \ne 0$, so $\pi$ is injective.

    Let $x \in \lim E_U$. For each $U \in \mathcal{B}$, let $x_U \in E$ such that $\pi_U(x_U) = p_U(x)$. For any $V \in \cn_E(0)$, there exists $W \in \mathcal{B}$ with $W \subset V$. In which case, for any $U \in \mathcal{B}$ with $U \subset W$,
    \[
    \pi_W(x_U) = \pi_W^U \circ \pi_U(x_U) = \pi_W^U p_U(x)
    \]

    Thus for any $U' \in \mathcal{B}$ with $U \subset W$, $[x_U - x_{U'}]_W = 0$, and $x_U - x_{U'} \in W$. Therefore $\bracs{x_U}_{U \in \mathcal{B}}$ is a Cauchy net, and converges to $x_0 \in E$ by completeness of $E$.

    For any $U \in \mathcal{B}$, $\pi_U(x_0) = \lim_{V \in \mathcal{B}}\pi_U(x_V) = p_U(x)$, so $\pi(x_0) = x$, and $\pi$ is surjective.

    (4): Since $\mathcal{B} \subset \cn_E(0)$ is a fundamental system of neighbourhoods, the topology on $E$ is the projective topology generated by $\bracs{\pi_U|U \in \mathcal{B}}$. As $\pi_U \circ \pi^{-1} = p_U \in L(\lim E_U; E_U)$ for all $U \in \mathcal{B}$, $\pi^{-1} \in L(\lim E_U; E)$ by (U) of the \hyperref[projective topology]{definition:tvs-initial}.

    Let $x \in \lim\ol{E}_U$ and $V \in \cn(x)$. Since $\mathcal{B}$ is downward-directed and $\lim\ol{E}_U$ is equipped with the projective topology induced by $\bracs{p_U|U \in \mathcal{B}}$, there exists $U \in \mathcal{B}$ and $W \in \cn_{\ol E_U}(x)$ such that $p_U^{-1}(W) \subset V$. As $E_U$ is dense in $\ol E_U$, there exists $y_U \in W$, and $y \in E$ such that $y_U = \pi_U(y)$. Therefore $\pi(y_U) \in p_U^{-1}(W) \subset V$, and $\lim E_U$ is dense in $\lim \ol{E}_U$.

    Since $E$ is complete and isomorphic to $\lim E_U$, $\lim E_U$ is a complete, and thus closed subset of $\lim \ol{E}_U$. Therefore $E = \lim E_U = \lim \ol{E}_U$.
\end{proof}