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Spectral projections and resolution of the identity

Statement

Assume AC. Let T be a bounded normal operator on a nonzero complex Hilbert space H, with spectral projection valued measure E on σ(T) and Borel calculus f↦f(T). For every Borel set A⊆C, use the zero-extension convention

E(A):=E(A∩σ(T)).

Then:

  1. every spectral projection E(B)=1B(T) reduces T: it commutes with T and T∗, so its range and its kernel are invariant under T and T∗;
  2. E({λ})H=ker⁡(T−λI) for every λ∈C: the eigenspace of T at λ is the range of the spectral projection of the singleton {λ}, and it is nonzero precisely when E({λ})≠0;
  3. if T is self-adjoint, then F(t):=E(σ(T)∩(−∞,t]), t∈R, is an increasing family of orthogonal projections which is strongly right continuous, lim⁡s↓tF(s)=F(t) in the strong operator topology, and lim⁡t→−∞F(t)=0, lim⁡t→+∞F(t)=I strongly.

Facts & Assumptions

[A1]

The Borel calculus satisfies (fg)(T)=f(T)g(T)=g(T)f(T), f‾(T)=f(T)∗, f(T) is bounded by ∥f∥∞, and 1B(T)=E(B); in particular B↦E(B) satisfies E(B∩C)=E(B)E(C), E(∅)=0, E(σ(T))=I and finite additivity on disjoint measurable sets. Uniformly bounded Borel functions converging pointwise have strongly convergent calculus images (Borel functional calculus for bounded normal operators, Borel functional calculus for a bounded normal operator, Projection valued measure).

[A2]

T=ΦE(z)=∫z dE(z) and ⟨f(T)x,y⟩=∫f dEx,y for bounded Borel f, with ∥f(T)x∥2=∫∣f∣2 dEx and Ex,y=⟨E(⋅)x,y⟩ a finite regular complex measure and Ex=⟨E(⋅)x,x⟩ a positive measure of mass ∥x∥2; two finite regular complex measures with equal integrals against all continuous functions are equal (Borel functional calculus for a bounded normal operator, The bounded complex dual of C0(X) is regular complex measures, Scalar and complex measures from a pvm, Borel functional calculus for bounded normal operators).

[A3]

For normal T and f continuous one has f(T)x=f(λ)x whenever Tx=λx (Continuous functional calculus properties).

[A4]

For self-adjoint T one has σ(T)⊆R, min⁡σ(T)I≤T≤max⁡σ(T)I and ∥T∥=max⁡{∣min⁡σ(T)∣,∣max⁡σ(T)∣}, so σ(T)⊆[−∥T∥,∥T∥] (Spectrum of a self adjoint operator is real, Self adjoint norm and spectrum extrema).

[A5]

The adjoint product rule (RS)∗=S∗R∗ and involution S∗∗=S and the definition of the spectrum via λI−T (Hilbert-adjoint identities, Spectrum and resolvent of a bounded operator, Self-adjoint, positive, unitary and normal operators).

[A6]

AC is the declared choice hypothesis of this page from the construction item onward (The Axiom of Choice).

Proof

technique · direct

Given: A nonzero complex Hilbert space H, a bounded normal operator T with spectral PVM E and Borel calculus f↦f(T), a Borel set B⊆σ(T) and a scalar λ∈C.

1.1A1A2A5

E(B) commutes with T and T∗: E(B)T=ΦE(1B)ΦE(z)=ΦE(1Bz)=T E(B) and E(B)=ΦE(1B)=ΦE(1B‾)=ΦE(1B)∗ is self-adjoint, so taking adjoints gives E(B)T∗=T∗E(B); hence ran⁡E(B) and ker⁡E(B) are invariant under T and T∗.

1.2A1A2

Eigenvectors of spectral projections: if x=E({λ})x then Tx=ΦE(z)x=ΦE(z1{λ})x=ΦE(λ1{λ})x=λE({λ})x=λx, so ran⁡E({λ})⊆ker⁡(T−λI).

1.3A1A4

For self-adjoint T define F(t):=E(σ(T)∩(−∞,t]) for real t; for s≤t the set As:=σ(T)∩(−∞,s] is contained in At:=σ(T)∩(−∞,t], so F(s)=E(As)=E(As∩At)=F(s)F(t)=F(t)F(s), and F(t)−F(s)=E(At∖As) is the image of an indicator and therefore an orthogonal projection: F is increasing in the projection order.

2.1step 1.2A1A2A3A5

Conversely, suppose Tx=λx. For x=0 the identity x=E({λ})x holds by linearity, with no point evaluation. For x≠0, the operator λI−T has nonzero kernel and is not invertible, so λ∈σ(T). Thus evaluation at λ and the Dirac measure δλ on σ(T) are defined. This Dirac measure is regular: a set containing λ contains the compact singleton, and a set omitting it has the open superset σ(T)∖{λ} of zero mass. Now for every continuous f one has ∫f dEx=⟨f(T)x,x⟩=f(λ)∥x∥2, so the positive measure Ex and the mass ∥x∥2δλ are finite regular measures with equal integrals against all continuous functions and hence are equal; therefore Ex(σ(T)∖{λ})=0, which gives ∥E(σ(T)∖{λ})x∥2=0 and, since E({λ})+E(σ(T)∖{λ})=E(σ(T))=I, the identity x=E({λ})x; with the preceding step this proves E({λ})H=ker⁡(T−λI).

2.2step 1.3A1A2

Strong right continuity: fix t and put tn=t+1/(n+1) for n≥0. The Borel indicators of σ(T)∩(t,tn] are bounded by one and converge pointwise to zero. Hence F(tn)−F(t) converges strongly to zero. For t<s≤tn, the norm-square formula for indicators gives ∥(F(s)−F(t))x∥2=Ex(σ(T)∩(t,s])≤Ex(σ(T)∩(t,tn])=∥(F(tn)−F(t))x∥2. This proves the full right-hand strong limit as s↓t, for every x.

2.3step 1.3A1A4

Limits at infinity: since σ(T)⊆[−∥T∥,∥T∥], for t<−∥T∥ the set σ(T)∩(−∞,t] is empty and F(t)=0, while for t≥∥T∥ it is all of σ(T) and F(t)=E(σ(T))=I; hence the strong limits at the two infinities are 0 and I.

3.1step 1.1step 2.1step 2.2step 2.3A5A6∎

The spectral projections reduce T, the eigenspace at λ is exactly E({λ})H, and for self-adjoint T the family F(t)=E(σ(T)∩(−∞,t]) is increasing, strongly right continuous, with strong limits 0 and I at the two infinities.

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