§ 2. Normal endomorphisms
In this paragraph, the Hilbert spaces considered are complex, unless otherwise mentioned.
1. Complements on the spaces
Proposition 1 02YO
Let X be a locally compact topological space. Let be a positive measure on X and let . Let be a locally countable family (INT, IV, p. 190, § 5, n, def. 7) of pairwise disjoint locally compact subsets of X such that the complement of the union of the is locally -negligible. Let be the characteristic function of and the measure induced by on (INT, IV, p. 186, §5, n, def. 4).
a) The mapping is a projector of and defines by passing to the quotients a projector of . The latter is an orthoprojector of if ;
b) The mapping induces an isometric isomorphism of the image of onto the space and defines by passing to the quotients an isometric isomorphism of the image of onto , through which these two spaces are identified;
c) The sum of the spaces is total in the space . In the case , the space is the Hilbert sum of the spaces .
Assertion a) is elementary. Assertion b) results from the scholium of INT, V, p. 84, § 7, n.
Let be the conjugate exponent of . We identify the dual of with (INT, V, p. 61, § 5, n, th. 4). Let be a function in whose class in satisfies for all and all . Since the image of contains , it follows that the measure on is zero, which means that the restriction of to is locally -negligible on (INT, V, p. 46, § 5, n, cor. 2). Since the complement in X of the union of the is locally -negligible, we conclude that the function is locally -negligible on X (INT, IV, p. 190, § 5, n and p. 172, n, prop. 5). The class of is then zero in (using INT, V, p. 8, § 1, n, lemma 1 and the corollary of proposition 9 when ). By the Hahn–Banach theorem (EVT, II, p. 46, cor. 1), the first part of the assertion c) follows.
If , the image of is orthogonal to that of for all , since and are then disjoint, whence the last assertion.
Proposition 2 02YP
Let X be a locally compact space countable at infinity. Let be a positive measure on X. For all , the space is of countable type.
Let be a sequence of relatively compact open subsets of X whose union is equal to X and which satisfy for all (TG, I, p. 68, prop. 15). For all , the space identifies with a closed subspace of the Banach space (INT, III, p. 40, § 1, n); since this latter space is of countable type (TG, X, p. 25, corollary), the same is true of (TG, IX, p. 19, cor., (i)). Let be a countable dense subset of .
Let and let . There exists an integer such that , and there exists such that . The union of the classes in of the elements of the sets is therefore dense in , which concludes the proof (TG, IX, p. 18, prop. 12).
2. Essential image of a measurable function
In this number, X denotes a locally compact topological space, and a positive measure on X.
Definition 1 02YQ
Let Y be a topological space. For every measurable function from X into Y, the -essential image of is the subset of the such that, for every open neighbourhood U of , the set is not locally -negligible in X (INT, IV, p. 172, § 5, n, def. 3).
Lemma 1 02YR
Let be a -measurable function from X into a topological space Y, and S its -essential image. The set of elements such that does not belong to S is locally -negligible in X.
Let - S) be the set in question.
First suppose that X is compact and continuous. In this case, the image measure is defined (INT, V, p. 69, § 6, n, def. 1) since is a bounded measure. It follows from the definitions that the -essential image of is the support of the measure cf. INT, V, p. 70, § 6, n, cor. 2), whence - S) = 0 (INT, IV, p. 118, § 2, n, prop. 5).
Now consider the general case. Let C be a compact subset of X, and let be a real number. Since is measurable, there exists a compact subset such that - and such that is continuous (INT, IV, p. 169, § 5, n, prop. 1). One then has
- .
Let be the measure induced by on (INT, IV, p. 186, § 5, n, def. 4). Let be the -essential image of . One has - . By the first case, the set is therefore -negligible, and consequently -negligible (INT, IV, p. 187, § 5, n, lemma 2, (i)). The above inequality becomes ; since and C are arbitrary, the set Z is locally -negligible (INT, IV, p. 172, § 5, n, prop. 5).
Lemma 2 02YS
Let be a continuous function from X into . The -essential image of is the closure of the image under of the support of .
Let Y be the support of . If is not adherent to (Y), there exists an open neighbourhood U of such that the open set does not meet Y and is therefore locally -negligible; this means that does not belong to the -essential image of .
Conversely, if is adherent to (Y), then for every open neighbourhood U of , the set is an open set in X which meets Y. It is therefore not -negligible, and since it is open, it is not locally -negligible (INT, IV, p. 172, § 5, n, Cor. 2). Hence belongs to the -essential image of .
Lemma 3 02YT
Let be a continuous function from X into and S its -essential image. Suppose that S is not empty and that ; denote by the distance from 0 to S. Then .
Put if and otherwise. The function belongs to . Let be the class of in . Then we have the formula .
Let U be an open neighbourhood of 0 such that the open set is locally -negligible, hence negligible (INT, IV, p. 172, § 5, n, Cor. 2). Let Y be the support of ; we have - Z. The restriction of the function to X - Z is continuous and bounded; therefore and the norm of in is equal to the norm of its restriction to X - Z. Moreover, for every , the set of - Z such that is an open set in X - Z; therefore it is locally -negligible if and only if it does not meet Y (INT, IV, loc. cit. and INT, III, p. 66, § 3, n, Def. 1). Consequently, we have
sup,
whence
inf inf inf
which is equal to by the preceding lemma.
3. Universally measurable functions
In this No., X is a locally compact topological space. We recall (INT, V, p. 28, § 3, No, def. 2) that a mapping of X into a topological space Y is universally measurable if it is -measurable for every positive measure on X. For this, it is enough that be -measurable for every positive measure with compact support on X (INT, V, p. 28, § 4, No, prop. 6).
Lemma 4 02YU
Let Y and Z be locally compact topological spaces, and universally measurable mappings. The mapping is universally measurable.
Let be a positive measure with compact support on X and let C be its support. The restriction of to C is C)-proper. The mapping is measurable with respect to the image measure , hence the mapping is C)-measurable. Consequently, the mapping is -measurable. The lemma follows.
We denote by the vector space of complex-valued functions which are universally measurable on X, and by the subspace of functions which are bounded on X. For (X), we put sup.
Proposition 3 02YV
a) The set is an involutive subalgebra of the involutive algebra of functions from X into ;
b) The set is a subalgebra of and the mapping defined by is a norm on for which is a unital stellar algebra;
c) The algebra contains and contains ;
d) Every Borel function from X into (TG, IX, p. 61, def. 5) belongs to ;
e) For every sequence in which converges simply to a function from X into , one has .
Assertions a) and c) follow from the definitions (cf. INT, IV, p. 175, § 5, No, cor. 3). Assertion d) is a consequence of INT, IV, p. 179, § 5, No, th. 4, since the inverse image under a Borel function of every Borel subset of is a Borel subset of X, which is universally measurable (INT, V, p. 28, § 3, No). Finally, assertion e) follows from Egoroff's theorem (INT, IV, p. 175, § 5, No, th. 2).
To prove assertion b), it is enough to remark that e) implies, a fortiori, that a uniform limit of universally measurable functions is universally measurable.
There may exist universally measurable functions on X which are not Borel. In fact, if X is metrisable, the characteristic function of a Souslin subset of X is universally measurable (cf. INT, IV, p. 171, § 5, No, cor. 2); now, in every uncountable Polish space, there exists a Souslin subset which is not Borel ("Souslin's theorem"; this follows from TG, IX, p. 120, exercise 8 and from the fact that for every uncountable Polish space X, there exists a Borel bijection whose inverse is Borel).
Lemma 5 02YW
Let be a positive measure on X. Let be a -measurable function from X into , and let S be its -essential image. For every function , the mapping from X into such that if and if is -measurable.
Let and let U be a relatively compact open neighbourhood of . The set N = U - is U)-negligible. For every integer , let be an open set such that and (INT, IV, p. 116, § 1, n, prop. 19).
The restriction of to U- is - )-proper, and its image is contained in S. Since is universally measurable, the mapping from U - into is measurable with respect to the measure - (INT, V, p. 71, § 6, n, prop. 3). The mapping from X into such that if - and if - is therefore -measurable (INT, IV, p. 193, § 5, n, prop. 16).
Since for -almost all , the restriction of to U is -measurable (INT, IV, p. 175, § 5, n, th. 2). It follows that is -measurable by the localisation principle (INT, IV, p. 171, § 4, n, prop. 4).
Remark 02YX
Under the hypotheses of the lemma, let us denote by abuse of language the function defined in the lemma by .
If locally -almost everywhere on X, the functions and have the same -essential image and one has .
If is a -measurable function defined -almost on X, one also denotes by the function where is a -measurable function defined on X equal to locally -almost everywhere.
4. The star algebra
Let X be a locally compact topological space and let be a positive measure on X. We consider the commutative star algebra (Example 4 of I, p. 103).
Lemma 6 02YY
Let . The spectrum of the class of in is equal to the -essential image of .
Let us denote by the class of in and by S the -essential image of . Let S. By definition, there exists an open neighbourhood U of such that is locally -negligible. The function defined by if , and if , then belong to . Its class in satisfies , since for every not belonging to the locally -negligible set Y. Hence Sp().
Conversely, let Sp(). Let be a function whose class is the inverse of in . There exists a real number such that locally -almost everywhere, and moreover one has locally -almost everywhere. Let U be the open ball with center and radius in ; then is contained in the locally -negligible set
therefore S. The lemma is proved.
Proposition 4 02YZ
Let . Denote by the class of in and by S the spectrum of . The mapping (remark, p. 184) is the functional calculus mapping of into associated with .
Let . The function is -measurable (Lemma 5 of IV, p. 184) and bounded. Denote by its class in . The mapping is a continuous morphism of involutive algebras with unit of into . Since belongs to S locally -almost everywhere (Lemma 1 of IV, p. 181 and Lemma 6), this morphism associates with the identity mapping of S the class of the function . It therefore coincides with the functional calculus mapping of (Prop. 7 of I, p. 111).
5. Multiplication Endomorphisms
Let X be a locally compact topological space and let be a positive measure on X. Let .
Let . Denote by the mapping of into itself. The mapping is linear and continuous since
for every function . In particular, the function is -negligible if is -negligible. The mapping therefore induces, by passing to quotients, an endomorphism of , which will be denoted by .
Lemma 7 02Z0
Let . The endomorphism of is injective if and only if the set of such that is locally -negligible.
Let A denote the set of such that .
Suppose that A is locally -negligible. Let and its class in . Suppose that . By definition, this is the case if and only if the function is -negligible, so that the set B of such that is -negligible. The function is zero outside , hence is -negligible. This implies that the endomorphism is injective.
Conversely, suppose that A is not locally -negligible. Let C be a compact subset of X such that is not -negligible, and let be the characteristic function of . The class of the function in is not zero, but that of is, hence is not injective.
Since the product of a locally -negligible function and a -negligible function is -negligible, the endomorphism depends only on the class of in . For , one also denotes by the endomorphism of for every function whose class is . One says that is the endomorphism of multiplication by in .
Proposition 5 02Z1
Let . The map of into is an isometric morphism of unital Banach algebras.
For in and in , one verifies at once that , hence the mapping is linear. Moreover, one has and , hence the mapping is a unital algebra morphism of into .
Formula (1) above proves that has norm .
Let and its class in . Let 0. The set Y of the such that is not locally -negligible. There therefore exists a compact subset C of X such that . Let be the characteristic function of . Since
it follows that . Since is arbitrary, one deduces that , which proves that is isometric.
Lemma 8 02Z2
Let be a bounded sequence in converging pointwise -almost everywhere. Let be the class of its limit. Then converges to in the space endowed with the topology of simple convergence.
Let . The sequence is bounded in and converges pointwise -almost everywhere to . By Lebesgue's theorem (INT, IV, p. 137, § 3, n, th. 6), the sequence converges to in , and the assertion follows.
We shall now consider the case where .
Proposition 6 02Z3
The mapping is an isometric unital morphism of the involutive algebra into the involutive algebra .
In particular, for every , the multiplication endomorphism is normal; it is hermitian if and only if is locally -almost everywhere real-valued.
By Prop. 5, the mapping is an injective isometric morphism of unital Banach algebras of into . Let . For and , one has
whence it follows that , which proves that is an involutive morphism. The final assertions follow from this (cf. I, p. 106, Prop. 5).
Corollary 02Z4
Let .
a) The spectrum of in is the μ-essential image of ;
b) The endomorphism is positive if and only if is locally μ-almost everywhere with positive values;
c) For every function (Sp()), one has .
Since is injective, one has Sp() Sp() by Prop. 5 of I, p. 106; the result then follows from Lemma 6 of IV, p. 185, from Proposition 4 of IV, p. 185 and from Definition 6 of I, p. 115.
Proposition 7 02Z5
The image of the morphism from into is a maximal commutative subalgebra of the algebra .
It is enough to prove that if is an endomorphism which commutes with for every function , then belongs to the image of . Let be such an endomorphism.
We denote by the class in of a function . Let denote the linear mapping from into defined by . One has for every .
For every μ-measurable subset Y of X, let denote its characteristic function; the endomorphism is an orthogonal projector of .
Suppose first that X is compact, so that the class of the constant function 1 belongs to . Let be a function in whose class in is .
Let be a positive real number and Y the set of such that ; this is a μ-measurable set. One has in the equalities .
Since moreover , one obtains
This inequality implies that if , so that the function is bounded μ-almost everywhere by . Finally, for every function (X), one has
whence the equality , and in particular .
Let us now consider the general case. There exists a locally countable family of pairwise disjoint compact subsets of X such that Z = X is locally -negligible (INT, IV, p .190, § 5, n, prop. 14). Let denote the measure induced by on (INT, IV, p. 186, § 5, n, def. 4).
By prop. 1 of IV, p. 179, for every , the image of is identified with by . For every function , the multiplication endomorphism commutes with , hence leaves stable, and the endomorphism of deduced from by passing to subspaces coincides with the multiplication endomorphism by on .
Since commutes with , it likewise leaves the subspace stable. Let denote the endomorphism of deduced from by passing to subspaces.
The map from into defined by being surjective, the hypothesis implies that commutes with for every function . By the first part of the proof, there exists a function such that and .
The function on X which coincides with on and which is zero on Z is bounded and -measurable (INT, IV, p. 193, § 5, n, prop. 16), hence . For every , the restriction of to coincides with that of ; therefore one has by prop. 1, c) of IV, p. 179.
Corollary 02Z6
Let be an endomorphism of the Hilbert space commuting with for every function . Then there exists a unique element such that .
After Prop. 7, it is enough to prove that commutes with for every . Let and be elements of with classes and in . Let (resp. ) be a function in whose class is (resp. ).
Let us set ; then . Define the measure on X; it is bounded. For every , one has
Hence by hypothesis for every function (X), that is, . Consequently, one obtains
for every . Since this is the case for all and in , one has .
Remark 02Z7
In the sequel, we shall often denote simply by the endomorphism of multiplication by on .
6. Spectral Measures
In this number, we fix a complex Hilbert space E.
Recall that if A is a commutative unital stellar algebra, one denotes by the compact topological space of its unital characters (Cor. 1 of I, p. 29) and by the Gelfand transform of A (Def. 5 of I, p. 7), which is an isometric isomorphism of involutive unital algebras of A onto (Theorem 1 of I, p. 108). We shall denote by the inverse isomorphism.
Lemma 9 02Z8
Let A be a commutative unital stellar subalgebra of . For every and in E, the mapping of into defined by for every is a bounded measure on the compact space . It is positive if . Its norm is , with equality if .
The mapping is linear. For every function (A)), one has
hence is a bounded measure on of norm .
Suppose that . For every positive function (A)), the element is a positive element of A (example 1 of I, p. 115), hence a positive element of (E), whence (prop. 8 of I, p. 138). This shows that is a positive measure. Since , the total mass of is (INT, III, p. 58, § 1, No., cor. 2).
Definition 2 02Z9
Let A be a commutative unital stellar subalgebra of . For every and in E, the linear form on is called the spectral measure of relative to A. If , it is said to be the spectral measure of relative to A.
Remark 02ZA
Let A be a commutative unital stellar subalgebra of . For every and in E, let denote the spectral measure of relative to A. The mapping defined by of into is sesquilinear.
Let be a normal endomorphism of E and A the unital stellar subalgebra of generated by . It is commutative. The space is identified with Sp() by the mapping (lemma 10 of I, p. 109). The spectral measure of relative to A is therefore identified with a measure on Sp(), called the spectral measure of relative to . For every function (Sp()), one then has
Sp()
by def. 5 of I, p. 110.
7. Commutative stellar algebras of endomorphisms of a Hilbert space
Definition 3 02ZB
Let A be an algebra over and E a complex topological vector space. Let be a representation of A in E. An element of E is said to be a cyclic vector for if the set of elements for is total in E.
Let be an endomorphism of E. It is said that is a cyclic vector for if it is a cyclic vector for the identical representation of the stellar subalgebra generated by in .
Proposition 8 02ZC
Let E be a complex Hilbert space. Let A be a commutative unital stellar subalgebra of . Let be an element of E. Put and let denote the spectral measure of relative to A.
There exists a unique isometric isomorphism of onto such that for every function . For every element , the space is stable under , and if denotes the endomorphism of deduced from by passing to subspaces, then one has .
Let be the linear mapping of into defined by
For every function (A)), one has
Since is dense in , there exists a unique isometric linear mapping of into extending ; let denote it. The mapping is surjective since its image is closed (lemma 8 of I, p. 107) and contains . It is therefore an isometric isomorphism.
Let . Put . The space is stable under . For (A)), one has then
and it follows that .
Corollary 02ZD
Let E be a complex Hilbert space. Let A be a commutative unital stellar subalgebra of admitting a cyclic vector . Let be the spectral measure of relative to A. There exists a unique isometric isomorphism
such that for every function . For every in A, one has .
In fact, one has then and for every .
Let E be a complex Hilbert space. Let and let A be a commutative unital stellar subalgebra of . Let denote the closed subspace of E. For every , one has then . Let denote the commutative unital stellar subalgebra of formed by the endomorphisms of deduced from the elements of A by passing to subspaces. The vector is a cyclic vector for .
Proposition 9 02ZE
There exists a subset C of E such that E is the Hilbert sum of the spaces for C. If E is of countable type, the set C is countable.
Let be the set of subsets C of E such that the subspaces for are pairwise orthogonal. The set , ordered by inclusion, is of finite character (E, III, p. 34, Def. 2) since C belongs to if and only if the sets formed of two elements of C belong to . By E, III, p. 35, Theorem 1, there exists a maximal element C of .
Let F be the closed subspace of E generated by the subspaces for . It is enough to prove that is reduced to 0 in order to complete the proof of the proposition. Let be an element of . For every and every and in A, we have since belongs to , hence to F. Since the elements (resp. ) generate a dense subspace of (resp. ), we therefore have . Since C is maximal in , this means that is reduced to 0, hence that .
Suppose that E is of countable type. Since is nonzero for every nonzero , every set C such that E is the Hilbert sum of the spaces for is countable.
Theorem 1 02ZF
Let A be a commutative unital stellar subalgebra of . There exist a locally compact topological space X, a positive measure on X, an isometric isomorphism of onto E, and an isometric morphism of stellar algebras of A into such that for every , one has
By Prop. 9, there exists a subset C of E such that E is the Hilbert sum of the subspaces for . Let X be the locally compact topological space , where C is endowed with the discrete topology. There exists a unique measure on X such that is identified with the spectral measure of for every (INT, III, p. 65, § 2, n, Prop. 1); this measure is positive (cf. loc. cit.). One then has a decomposition as Hilbert sum
(Prop. 1 of IV, p. 179, c) applied to the sets for . There therefore exists a unique isometry which coincides with on for every .
Let be the canonical projection; it is surjective, hence the linear mapping defined by is injective. Let us write ; it is an injective morphism of stellar algebras of A into ; it is therefore isometric (Prop. 9 of I, p. 112).
Let . For every , we have . The continuous linear mappings and therefore coincide on the subspaces , and are consequently equal.
Corollary (Spectral Theorem) 02ZG
Let E be a complex Hilbert space. Let be a normal endomorphism of E. There exist a locally compact topological space X, a positive measure on X, an isometric isomorphism of onto E, and a continuous bounded function on X such that .
If admits a cyclic vector , one may take X = Sp() and for the identity function of X.
It is enough to apply theorem 1 (resp. the corollary of proposition 8) to the involutive subalgebra A of generated by , and to put .
This statement reduces every question concerning a single normal endomorphism of a Hilbert space to a similar question for a multiplication operator, which often simplifies its study (cf. for example exercise 19 of IV, p. 325).
8. Continuity of the Functional Calculus
In this number, we consider the continuity properties of the functional calculus with respect to the two variables.
For an involutive algebra A and a normal element of A, and for a continuous function on a subset of containing Sp, we denote by the element obtained by the continuous functional calculus of applied to the restriction of to the spectrum of .
Proposition 10 02ZH
Let A be a unital involutive algebra. Let U be a relatively compact open subset of . Let denote the set of normal elements of A such that Sp is contained in U. The mapping of into A is continuous.
Let denote the mapping of into A. The set of functional-calculus mappings for is equicontinuous in , since each is a continuous linear mapping of norm . To prove the assertion, it is therefore enough to verify that, for every (U), the mapping of into A defined by is continuous (TG, X, p. 13, cor. 3).
Let be the set of such that the mapping of into A is continuous; it remains to prove that .
The set is a unital involutive subalgebra of . It contains the identity function of U, and therefore separates points. Consequently, it is dense in (TG, X, p. 39, prop. 7). Let us prove that it is closed.
Let be a sequence in converging to . Let and choose such that . For every we have
2
Since belongs to , there exists a neighbourhood V of in such that for every V. Hence for every . The mapping is therefore continuous at ; the assertion is proved.
Corollary 1 02ZI
Let A be a unital star algebra and let be the set of normal elements of A. Endow the space with the topology of compact convergence. The mapping of into A is continuous.
Let . Let U be a relatively compact neighbourhood of the spectrum of . Let V be the set of normal elements of A such that Sp; this is an open neighbourhood of in (I, p. 76, Prop. 10). For every and every function , one has . Since the mapping is a continuous seminorm on endowed with the topology of compact convergence, the continuity of the mapping at follows from Prop. 10.
Corollary 2 02ZJ
Let E be a complex Hilbert space and let be the set of normal endomorphisms of E. Endow the space with the topology of compact convergence. The mapping of into defined by is continuous.
Exercises
Unless otherwise stated, in the exercises of this paragraph, E denotes a complex Hilbert space.
See the exercises for § 2.