[step:Prove the theorem for positive increasing nets]
Assume first that $0\le T_i\le T_j$ whenever $i\le j$ and that $T_i\to T$ strongly. Fix $n\ge 1$. Since $T_j-T_i\ge 0$ for $i\le j$, the scalar net $((T_i\xi_n,\xi_n)_H)_{i\in I}$ is increasing. Strong convergence gives
\begin{align*}
\lim_{i\in I}(T_i\xi_n,\xi_n)_H=(T\xi_n,\xi_n)_H.
\end{align*}
Also $T-T_i\ge 0$ for every $i\in I$, because for each $\eta\in H$,
\begin{align*}
((T-T_i)\eta,\eta)_H=\lim_{j\in I,\,j\ge i}((T_j-T_i)\eta,\eta)_H\ge 0.
\end{align*}
Therefore
\begin{align*}
0\le (T_i\xi_n,\xi_n)_H\le (T\xi_n,\xi_n)_H
\end{align*}
for every $i\in I$ and $n\ge 1$.
Define $a_{i,n}:=(T_i\xi_n,\xi_n)_H$ and $a_n:=(T\xi_n,\xi_n)_H$ for $i\in I$ and $n\ge 1$. Then $0\le a_{i,n}\uparrow a_n$ in $i$ for each $n$. The next claim is the directed-net version of monotone convergence for a countable series of nonnegative terms; the finite-subset directedness argument replaces the sequential [monotone convergence theorem](/theorems/509). We claim that
\begin{align*}
\sup_{i\in I}\sum_{n=1}^{\infty}a_{i,n}=\sum_{n=1}^{\infty}a_n.
\end{align*}
The inequality $\le$ follows from $a_{i,n}\le a_n$. For the reverse inequality, let $N\ge 1$. Since the finite set $\{1,\dots,N\}$ is finite and $a_{i,n}\uparrow a_n$ for each $1\le n\le N$, the directedness of $I$ gives
\begin{align*}
\sup_{i\in I}\sum_{n=1}^{N}a_{i,n}=\sum_{n=1}^{N}a_n.
\end{align*}
Hence
\begin{align*}
\sup_{i\in I}\sum_{n=1}^{\infty}a_{i,n}\ge \sum_{n=1}^{N}a_n.
\end{align*}
Taking the supremum over $N$ gives the reverse inequality.
Using the vector-state decomposition,
\begin{align*}
\sup_{i\in I}\varphi(T_i)=\sup_{i\in I}\sum_{n=1}^{\infty}(T_i\xi_n,\xi_n)_H=\sum_{n=1}^{\infty}(T\xi_n,\xi_n)_H=\varphi(T).
\end{align*}
Since $\varphi$ is positive, $T_i\le T_j$ implies $\varphi(T_i)\le\varphi(T_j)$, so $\varphi(T_i)\uparrow\varphi(T)$ in the positive case.
[/step]