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The square of the Volterra operator has zero trace

Example

Assume the Axiom of Choice (The Axiom of Choice). Let H=L2([0,1];C) with its usual integral pairing, linear in the first argument (L2 with the integral pairing is a Hilbert space), and set Vf(x)=∫0xf(t) dt(0≤x≤1). Then V is Hilbert–Schmidt; V2 is trace class and quasinilpotent; and tr⁡(V2)=0,DV2(z)=1(z∈C), where DV2 is the locally constructed determinant.

Facts & Assumptions

Given: AC, the complex Hilbert space H=L2([0,1];C), and the Volterra operator V above.

[A1]

AC means that every family of nonempty sets has a choice function (The Axiom of Choice); it implies DC and hence Countable Choice (AC implies DC implies countable choice).

[A2]

Complex L2 consists of almost-everywhere classes of measurable complex functions; for f=u+iv, ∣f∣2=u2+v2 and ∣u∣,∣v∣≤∣f∣ (Complex Lp classes and Euclidean test-function conventions, The space Lp(μ) as the quotient by null functions, Real and imaginary parts, complex conjugation, and modulus). Under Countable Choice, this space with the integral pairing is a complex Hilbert space (L2 with the integral pairing is a Hilbert space, Hilbert space).

[A3]

Under Countable Choice, finite rational linear combinations of indicators of rational half-open boxes form a countable dense subset of real L2(R) (Rational box-step functions form a countable dense subset of Lp(Rn) for 1≤p<∞). Countable sets are closed under products, and an image of a nonempty countable set is countable by the surjection characterization (Finite, countably infinite, countable, uncountable, A product of two at most countable sets is at most countable, A nonempty set is at most countable iff it is a surjective image of N). A space is separable when it has a countable dense subset (Separability: the existence of an at most countable dense subset).

[A4]

Lebesgue measure of [a,b] is b−a; in particular λ([0,1])=1 and λ([0,x])=x for 0≤x≤1 (Lebesgue measurable sets, the family L(Rn), and the restricted set function λn, A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included). A finite measure space is sigma-finite (Finite, sigma-finite, and semifinite measures). For nonnegative measurable functions the integral is monotone (The nonnegative Lebesgue integral, Monotonicity and nonnegative homogeneity of the nonnegative integral); its integral over a measurable set is the integral after multiplying by that set's indicator (Integral over a measurable subset). A nonnegative simple function integrates as the finite sum of its values times the measures of its level sets (The integral of a nonnegative simple function), and the integral is additive on nonnegative summands (Additivity of the nonnegative Lebesgue integral).

[A5]

The Borel sigma-algebra of R2 is the product of the two one-dimensional Borel sigma-algebras (The Borel sigma-algebra of a topological space, The Borel product of R^m and R^n is the Borel sigma-algebra of R^{m+n}); continuous preimages of Borel sets are Borel and arithmetic operations preserve measurability (A continuous map has Borel preimages of Borel sets, Arithmetic and lattice operations preserve measurability whenever they are defined). For sigma-finite factors the product measure exists, has the rectangle formula, and is sigma-finite (For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique); its completion is the completed product measure (The completed product measure). Tonelli evaluates nonnegative product integrals by iterated integrals (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).

[A6]

On the product space of measure 1, a bounded measurable complex function has finite absolute integral: if ∣g∣≤C, monotonicity bounds its integral by that of the constant simple function C, whose integral is C. By definition this makes g an L1 function (The class L1(μ) of integrable functions, The nonnegative Lebesgue integral, The integral of a nonnegative simple function, Monotonicity and nonnegative homogeneity of the nonnegative integral). Fubini then equates its product and iterated integrals (Fubini's theorem for L^1 functions on a sigma-finite product).

[A7]

Under AC, a square-integrable kernel class on a completed sigma-finite product defines a bounded kernel operator with ∥Tk∥≤∥k∥2 and an exact Hilbert–Schmidt norm ∥Tk∥HS=∥k∥2; AC also supplies Hilbert bases (L two kernels give Hilbert–Schmidt operators, Hilbert–Schmidt operator and Hilbert–Schmidt norm, A bounded linear operator between normed spaces, The operator norm as the least bound and as the unit-sphere or unit-ball supremum).

[A8]

Under Countable Choice, Hilbert–Schmidt operators are compact (Hilbert–Schmidt operators are compact, Compact linear operator); a composition with a compact operator is compact (Compositions with a compact operator are compact). For Hilbert–Schmidt A,B on spaces with supplied Hilbert bases, if AB is compact then it is trace class and ∥AB∥1≤∥A∥HS∥B∥HS (Trace class iff product of two Hilbert Schmidt operators, Trace class operator).

[A9]

The derivative of xn is nxn−1 for n≥1 (For a natural n≥1 the function x↦xn is differentiable everywhere with derivative ι(n) x n−1; for n=0 it is the constant 1, with derivative 0; for a natural n≥1 the function x↦x−n is differentiable at every x≠0 with derivative −ι(n) x−n−1; consequently every polynomial function is differentiable at every real, with the derivative computed term by term); derivative sums and scalar multiples obey the algebra rules (The derivative f′(c)=lim⁡x→cf(x)−f(c)x−c of f:A→R at a point c∈A that is a limit point of A, and differentiability on a set, Sums, scalar multiples, products and quotients: (f+g)′(c)=f′(c)+g′(c), (αf)′(c)=αf′(c), (fg)′(c)=f′(c)g(c)+f(c)g′(c), and (f/g)′(c)=(f′(c)g(c)−f(c)g′(c))/g(c)2 when g(c)≠0), and the chain rule applies to differentiable compositions (The chain rule, in one line from Carathéodory: if g is differentiable at c and f is differentiable at g(c), then f∘g is differentiable at c with (f∘g)′(c)=f′(g(c)) g′(c)). The factorial satisfies 0!=1 and n!=n(n−1)! for n≥1 (The factorial n! and the falling factorial nk‾, defined by recursion in N, The canonical natural ι(n)=n⋅1F of a field). Continuous functions on compact intervals are Riemann integrable (A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion); Newton–Leibniz evaluates the Riemann integral from a differentiable primitive (The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a)), and a bounded Riemann-integrable function has the same Lebesgue integral under Countable Choice (A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral).

[A10]

The bounded-operator space B(H) is Banach (The spaces (\mathcal B(X,Y)) and (\mathcal B(X)) of bounded linear operators, If (Y) is Banach then (\mathcal B(X,Y)) is Banach); operator norms are submultiplicative (Composition satisfies |ST|\le|S|,|T|), and an absolutely convergent series in a Banach space converges (Series criterion for Banach spaces). The scalar exponential factorial series converges at every real argument (The exponential series converges absolutely for every real argument). The spectrum is the complement of the bounded resolvent set (Spectrum and resolvent of a bounded operator).

[A11]

If H is separable complex Hilbert and Q is trace class with σ(Q)⊆{0}, then the local quasinilpotent lemma gives tr⁡(Q)=0 and DQ≡1 (A quasinilpotent trace-class operator has zero trace).

[A12]

AC implies Countable Choice by [A1]. By [A2], H is a complex Hilbert space, and since 1∈H has norm 1 by [A4], it is nonzero. Thus B(H) is Banach by If (Y) is Banach then (\mathcal B(X,Y)) is Banach. Its identity has norm 1, composition is associative and satisfies ∥ST∥≤∥S∥∥T∥ by Composition satisfies |ST|\le|S|,|T|, and the nonzero identity makes this a nonzero unital complex Banach algebra (Unital Banach algebra). Its algebra spectrum agrees with the operator spectrum by their definitions (Spectrum and resolvent set in a Banach algebra, Spectrum and resolvent of a bounded operator), and it is nonempty by Spectrum is nonempty compact and norm bounded.

Verification

technique · direct

Source qualification: Teschl, Topics in Real and Functional Analysis, §6.1, equations (6.23)–(6.26), printed pp. 167–168, treats a Volterra operator on C([0,1]) and leaves its power estimate as Problem 6.7. That passage is comparison only; it does not prove this L2 claim. The proof below derives the L2 kernel estimate and uses the local trace-class, determinant and spectrum results cited in [A7]–[A12].

Given: the data in the statement and facts [A1]–[A12].

1.1A2A3A4

Build a countable dense subset of H by pairing restricted rational-box steps. [A2, A3, A4] Let S be the countable dense family of real rational-box steps in L2(R) from [A3]. For f∈H, choose a measurable representative f=u+iv. By [A2], both real components belong to real L2([0,1]). Extend each by zero to R. For a Borel set B⊆R, the extension's inverse image is (u−1(B)∩[0,1]), together with R∖[0,1] exactly when 0∈B; these sets are Lebesgue measurable, so the extension is measurable. Its norm agrees with the norm on [0,1] by the integral-over-a-set definition [A4]. Restriction from R to [0,1] is contractive by [A4]. Thus, for any ε>0, choose s,t∈S with each component's restriction error less than ε/2. The set D:={(s+it)∣[0,1]:s,t∈S} is countable by [A3], and its members are bounded step functions. The identity ∣a+ib∣2=a2+b2 and additivity in [A2] give ∥f−(s+it)∣[0,1]∥22=∥u−s∣[0,1]∥22+∥v−t∣[0,1]∥22<ε2. Hence D is dense and H is separable.

1.2A4A5A7A9

Compute the triangle area and identify its indicator kernel with V. [A4, A5, A7, A9] Put Δ:={(x,t)∈[0,1]2:0≤t≤x≤1}. It is closed in R2, hence Borel and product-measurable by [A5]. The two restricted Lebesgue factors are finite, so their product measure ρ exists by [A4, A5], and the rectangle formula gives ρ([0,1]2)=1. Tonelli and [A4] give ρ(Δ)=∫01λ([0,x]) dx=∫01x dx=12. For the last equality, x↦x is continuous, the primitive x2/2 has derivative x by [A9], Newton–Leibniz evaluates the Riemann integral, and [A9] identifies it with the Lebesgue integral. Thus k1=1Δ is in L2(ρ‾) with ∥k1∥22=1/2. The kernel theorem [A7] identifies V=Tk1 and gives ∥V∥HS=∥k1∥2=1/2.

1.3A1A7A8

Prove V2 is trace class. [A1, A7, A8] By [A7], AC supplies a Hilbert basis E of H and V is Hilbert–Schmidt relative to it. By [A1], AC supplies Countable Choice for [A8]; hence [A8] makes V compact and then V2=V∘V compact. Apply the Hilbert–Schmidt product theorem [A8] with both factors V and the same basis E. It follows that V2 is trace class and ∥V2∥1≤∥V∥HS2=12.

2.1A4A5A7step 1.2

Bound the kernel operators Tkn. [A4, A5, A7, step 1.2] For each integer n≥1, define kn(x,t):=(x−t)n−1(n−1)!1Δ(x,t). Each kn is product-measurable by [A5]. Since ∣x−t∣≤1 on Δ, [A4] gives ∥kn∥22≤ρ(Δ)((n−1)!)2=12((n−1)!)2≤1((n−1)!)2, using ρ(Δ)=1/2 from step 1.2. The kernel theorem [A7] therefore defines a bounded operator Tkn with ∥Tkn∥≤1/(n−1)!.

3.1A2A3A5A6A7A9step 1.1step 2.1algebra

Prove the power-kernel identity and factorial norm estimate by induction. [A2, A3, A5, A6, A7, A9, step 1.1, step 2.1, algebra] We prove Vnd=Tknd for every d∈D. At n=1 this is the definition of V. Suppose the identity holds for n. Choose a bounded Borel step representative of d, since its rational half-open boxes are Borel. For each fixed x∈[0,1], the integrand on [0,1]2 (s,t)⟼1{0≤t≤s≤x}(s−t)n−1d(t) is product-measurable by [A5] and bounded; the product space has finite measure. It is therefore in L1 by [A6], so Fubini changes the order of integration. If t=x the inner integral is zero. If t<x, [A9], applied to the primitive (s−t)n/n!, gives ∫tx(r−t)n−1(n−1)! dr=(x−t)nn!. Indeed r↦r−t has derivative 1: the identity has derivative 1 by the n=1 power case, while the constant −t has zero difference quotient. The chain rule differentiates the shifted power, and the factorial recursion cancels its factor n. Consequently Vn+1d(x)=∫0x(x−t)nn!d(t) dt for almost every x. This proves the induction. Both Vn and Tkn are bounded; since D is dense by step 1.1, equality on D extends to all H. Thus ∥Vn∥=∥Tkn∥≤1(n−1)!(n≥1).

4.1A2A10step 3.1algebra

Exclude every nonzero scalar from σ(V2). [A2, A10, step 3.1, algebra] Fix λ≠0 and put RN:=∑m=0Nλ−m−1(V2)m. For m≥1, step 3.1 gives ∥λ−m−1(V2)m∥≤∣λ∣−m−1(2m−1)!≤∣λ∣−m−1m!, because (2m−1)!≥m!. The scalar majorant is summable by the exponential-series fact [A10]. Since B(H) is Banach [A10], its series criterion gives an operator-norm limit Rλ=lim⁡NRN. Finite telescoping gives on both sides (λI−V2)RN=RN(λI−V2)=I−λ−N−1V2N+2. The remainder tends to zero by step 3.1 and the vanishing terms of the convergent scalar majorant. Submultiplicativity [A10] lets the products pass to the operator-norm limit, so Rλ is a bounded two-sided inverse of λI−V2. Therefore every nonzero λ lies in the resolvent set [A10], and σ(V2)⊆{0}.

5.1A1A2A4A11A12step 1.1step 1.3step 3.1step 4.1algebra∎

Prove quasinilpotence, the trace and determinant conclusions, and the nonzero witness. [A1, A2, A4, A11, A12, step 1.1, step 1.3, step 3.1, step 4.1, algebra] By [A2], H is a complex Hilbert space; it is separable by step 1.1 and V2 is trace class by step 1.3. Step 4.1 puts its spectrum inside {0}, while [A12] makes the spectrum nonempty; hence σ(V2)={0} and V2 is quasinilpotent. The local quasinilpotent lemma [A11] applies, yielding tr⁡(V2)=0,DV2(z)=1(z∈C). This particular operator is not zero: 1∈H, ∥1∥2=1 by [A4], and the same Newton–Leibniz calculation gives V1(x)=x and V21(x)=x2/2, which is positive on [1/2,1] of positive measure [A4]. The formula includes the degenerate endpoint x=0 because that integral is zero; the closed triangle convention retains both endpoints, and no boundary point is discarded in Tonelli or Fubini. The base case n=1 is step 3.1. AC is the exact declared assumption [A1]: it supplies the Hilbert basis used in step 1.3 and supplies Countable Choice for the stated auxiliary results; the separability approximation selects only two approximants for a single tolerance. There is no one-dimensional branch: the intervals In=(2−n,2−(n−1)), indexed by integers n≥1, lie in [0,1], are pairwise disjoint and have measure 2−n>0 by [A4]; if a finite linear combination of their indicator classes is zero, restricting to each In forces its coefficient to vanish. Thus H is infinite-dimensional. The assertion is a conjunction, not an iff, so neither iff direction applies.

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