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Conjugate transpose kernels give adjoints

Statement

Assume AC. For a square-integrable kernel k on a completed probability square, the adjoint of its operator K is the kernel operator of k(x,y)=k(y,x). Both are compact, (K)=K, and K=K.

Facts & Assumptions

[F1]

Square-integrable kernels define bounded compact operators with operator norm at most kernel norm Square integrable kernels define bounded compact integral operators.

[F2]

Adjoint means the first-variable-linear pairing identity and is unique if it exists L two operator conventions for weak mixing.

[F3]

Completed-product Tonelli and Fubini give both iterated integrals Tonelli and Fubini for the completed product, with only almost-everywhere section measurability.

[F4]

The complex pairing is sesquilinear and satisfies Cauchy–Schwarz The complex L2 pairing is well-defined and satisfies Cauchy–Schwarz.

[F5]

Proof

Given: k, its operator K, and AC as in the statement.

1.1

Factor swap is measurable on the product sigma-algebra because the inverse image of E×F is F×E. For a nonnegative product-measurable q, Tonelli applied in both orders gives q(y,x)dμ(y)dμ(x)=q(x,y)dμ(y)dμ(x). In particular it preserves null sets. Thus it is measurable and measure-preserving on the completion as well: a completed measurable set differs from a product-measurable set by a subset of a product-null set, whose swapped set is still null. Consequently k is a well-defined completed L2 class with k2=k2. F1 gives its compact bounded operator L. AC supplies the countable-choice hypotheses here and in F1.

F1F3F5
2.1

For f,gL2, Tonelli gives f(y)g(x)L2(X2)=f2g2. Product Cauchy–Schwarz bounds the absolute integral of k(x,y)f(y)g(x) by k2f2g2. Hence Fubini applies, and conjugating the inner integral gives Kf,g=f(y)k(x,y)g(x)dμ(x)dμ(y)=f,Lg. Therefore L=K by adjoint uniqueness. The a.e. section conventions are those of F1.

F2F3F4step 1.1
3.1

Applying the formula twice gives (k)=k and hence (K)=K. For every zL2, Cauchy–Schwarz gives supg1z,gz; equality follows by g=z/z if z0, and both sides are zero if z=0. Thus Kf=supg1f,KgfK. Taking the supremum over the unit ball gives KK. Apply this inequality to K and use its double adjoint to obtain the reverse inequality. Compactness of both operators was supplied by F1 and step 1.1.

F1F4step 2.1

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