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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 ff(T). For every Borel set AC, use the zero-extension convention

E(A):=E(Aσ(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(TλI) for every λC: 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]), tR, is an increasing family of orthogonal projections which is strongly right continuous, limstF(s)=F(t) in the strong operator topology, and limtF(t)=0, limt+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 BE(B) satisfies E(BC)=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)=zdE(z) and f(T)x,y=fdEx,y for bounded Borel f, with f(T)x2=f2dEx and Ex,y=E()x,y a finite regular complex measure and Ex=E()x,x a positive measure of mass x2; 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 C_0(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, minσ(T)ITmaxσ(T)I and T=max{minσ(T),maxσ(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)=SR and involution S=S and the definition of the spectrum via λIT (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 ff(T), a Borel set Bσ(T) and a scalar λC.

1.1

E(B) commutes with T and T: E(B)T=ΦE(1B)ΦE(z)=ΦE(1Bz)=TE(B) and E(B)=ΦE(1B)=ΦE(1B)=ΦE(1B) is self-adjoint, so taking adjoints gives E(B)T=TE(B); hence ranE(B) and kerE(B) are invariant under T and T.

A1A2A5
1.2

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 ranE({λ})ker(TλI).

A1A2
1.3

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

A1A4
2.1

Conversely, suppose Tx=λx. For x=0 the identity x=E({λ})x holds by linearity, with no point evaluation. For x0, the operator λIT has nonzero kernel and is not invertible, so λσ(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 fdEx=f(T)x,x=f(λ)x2, so the positive measure Ex and the mass x2δλ 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})x2=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(TλI).

step 1.2A1A2A3A5
2.2

Strong right continuity: fix t and put tn=t+1/(n+1) for n0. 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<stn, the norm-square formula for indicators gives (F(s)F(t))x2=Ex(σ(T)(t,s])Ex(σ(T)(t,tn])=(F(tn)F(t))x2. This proves the full right-hand strong limit as st, for every x.

step 1.3A1A2
2.3

Limits at infinity: since σ(T)[T,T], for t<T the set σ(T)(,t] is empty and F(t)=0, while for tT 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.

step 1.3A1A4
3.1

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.

step 1.1step 2.1step 2.2step 2.3A5A6

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