I was going through my notes on the unitary irreducible representations of the Poincare group and the subsequent construction of one particle states and I stumbled across the following steps in the method of induced representations: ($\mathscr{H}$ is the Hilbert space and $\mathscr{H}_p$ is the subspace of one-particle states with momenta p. $\mathcal{S}_k$ is just the little group of the standard momentum $k$. $L(p)$ is the standard Lorentz boost; $L(p)k=p$)
(1) Let $|k,\sigma\rangle$ be a basis for $\mathscr{H}_k$ and let $\mathcal{D}$ be the (finite) unitary irrep of $\mathcal{S}_k$ induced by the unitary irrep $\mathcal{U}$. Then $\mathcal{D}$ acts on $\mathscr{H}_k$ by mixing the spin polarization states, \begin{align} \mathcal{U}(h)|k,\sigma\rangle=\sum_{\sigma'}\mathcal{D}_{\sigma'\sigma}(h)|k,\sigma'\rangle,~~~ \forall h\in\mathcal{S}_k,~~~\mathcal{U}(h)\equiv\mathcal{U}(h,0). \end{align} (2) Define the basis for $\mathscr{H}_p$ by \begin{align} |p,\sigma\rangle=\mathcal{U}(L(p))|k,\sigma\rangle. \end{align} (3) The action of Lorentz transformations on these states is then \begin{align} \mathcal{U}(\Lambda)|p,\sigma\rangle=\sum_{\sigma'}\mathcal{D}_{\sigma'\sigma}\big(h(\Lambda,p)\big)|\Lambda p,\sigma'\rangle \end{align} where $h(\Lambda,p)=L^{-1}(\Lambda p)\Lambda L(p)\in \mathcal{S}_k$ is known as the Wigner rotation.
(4) Finally, we extend this action to an arbitrary state in the Hilbert space $|\Psi\rangle=\sum_{p,\sigma}\Psi_{\sigma}(p)|p,\sigma\rangle\in\mathscr{H}$ for some coefficients $\Psi_{\sigma}(p)$ by, \begin{align} \mathcal{U}(\Lambda)|\Psi\rangle&=\sum_{p,\sigma}\big[\mathcal{U}(\Lambda)\cdot\Psi\big]_{\sigma}\big( p\big)| p,\sigma\rangle,\notag\\ \text{ where } \big[\mathcal{U}(\Lambda)\cdot\Psi\big]_{\sigma}\big(p\big)&=\sum_{\sigma'}\mathcal{D}_{\sigma\sigma'}\big(h(\Lambda,\Lambda^{-1}p)\big)\Psi_{\sigma'}(\Lambda^{-1}p). \end{align}
These are my own notes which are largely influenced by Weinbergs construction, so they may be incorrect. I understand all of the steps except for one part of step 4; The part where I say $|\Psi\rangle=\sum_{p,\sigma}\Psi_{\sigma}(p)|p,\sigma\rangle\in\mathscr{H}$ for some coefficients $\Psi_{\sigma}(p)$. What are these coefficients? Are they the wavefunctions? Do they depend continuously on $p$, if so should the sum over $p$ be replaced by an integral? Should these coefficients be square-integrable; $\Psi_{\sigma}(p)\in L^2(\Sigma_m,\mu,\mathbb{C})$ where $\Sigma_m$ is the mass shell and $\mu$ a Lorentz invariant measure? Is this expansion of an arbitrary state even correct?