Bourbaki

§ 2. Normal endomorphisms

In this paragraph, the Hilbert spaces considered are complex, unless otherwise mentioned.

1. Complements on the spaces Lp(X,μ)L^p(X, \mu)

Proposition 1 02YO

Let X be a locally compact topological space. Let μ\mu be a positive measure on X and let p∈[1,+∞[p\in [1,+\infty [. Let (Xi)i∈I(X_i)_{i\in I} be a locally countable family (INT, IV, p. 190, § 5, no9^o9, def. 7) of pairwise disjoint locally compact subsets of X such that the complement of the union of the XiX_i is locally μ\mu-negligible. Let φi\varphi_i be the characteristic function of XiX_i and μi\mu_i the measure induced by μ\mu on XiX_i (INT, IV, p. 186, §5, no7^o7, def. 4).

a) The mapping pi:f↦fφip_i:f\mapsto f \varphi_i is a projector of Lp(X,μ)\mathscr{L}^p(X, \mu) and defines by passing to the quotients a projector p~i\widetilde{p}_i of Lp(X,μ)L^p(X, \mu). The latter is an orthoprojector of L2(X,μ)L^2(X, \mu) if p=2p= 2;

b) The mapping f↦f∣Xif\mapsto f|X_i induces an isometric isomorphism of the image of pip_i onto the space Lp(Xi,μi)\mathscr{L}^p(X_i, \mu_i) and defines by passing to the quotients an isometric isomorphism of the image of p~i\widetilde{p}_i onto Lp(Xi,μi)L^p(X_i, \mu_i), through which these two spaces are identified;

c) The sum of the spaces Lp(Xi,μi)L^p(X_i, \mu_i) is total in the space Lp(X,μ)L^p(X, \mu). In the case p=2p= 2, the space L2(X,μ)L^2(X, \mu) is the Hilbert sum of the spaces L2(Xi,μi)L^2(X_i, \mu_i).

Assertion a) is elementary. Assertion b) results from the scholium of INT, V, p. 84, § 7, no1^o1.

Let q∈]1,+∞]q\in ]1,+\infty ] be the conjugate exponent of pp. We identify the dual of Lp(X,μ)L^p(X, \mu) with Lq(X,μ)L^q(X, \mu) (INT, V, p. 61, § 5, no8^o8, th. 4). Let ff be a function in Lq(X,μ)\mathscr{L}^q(X, \mu) whose class f~\widetilde{f} in Lq(X,μ)L^q(X, \mu) satisfies ⟨f~,p~i(φ)⟩=0\langle \widetilde{f} ,\widetilde{p}_i(\varphi )\rangle = 0 for all i∈Ii\in I and all φ∈Lp(X,μ)\varphi \in L^p(X, \mu). Since the image of pip_i contains K(Xi)\mathscr{K}(X_i), it follows that the measure (f∣Xi)⋅μi(f|X_i)\cdot \mu_i on XiX_i is zero, which means that the restriction of ff to XiX_i is locally μi\mu_i-negligible on XiX_i (INT, V, p. 46, § 5, no3^o3, cor. 2). Since the complement in X of the union of the XiX_i is locally μ\mu-negligible, we conclude that the function ff is locally μ\mu-negligible on X (INT, IV, p. 190, § 5, no9^o9 and p. 172, no2^o2, prop. 5). The class of ff is then zero in Lq(X,μ)L^q(X, \mu) (using INT, V, p. 8, § 1, no3^o3, lemma 1 and the corollary of proposition 9 when p≠1p\not = 1). By the Hahn–Banach theorem (EVT, II, p. 46, cor. 1), the first part of the assertion c) follows.

If p=2p= 2, the image of pip_i is orthogonal to that of pjp_j for all i≠ji\not =j, since XiX_i and XjX_j are then disjoint, whence the last assertion.

Proposition 2 02YP

Let X be a locally compact space countable at infinity. Let μ\mu be a positive measure on X. For all p∈[1,+∞[p\in [1,+\infty [, the space Lp(X,μ)L^p(X, \mu) is of countable type.

Let (Un)n∈N(U_n)_{n\in\mathbf{N}} be a sequence of relatively compact open subsets of X whose union is equal to X and which satisfy Un⊂Un+1U_n\subset U_{n+1} for all n∈Nn\in \mathbf{N} (TG, I, p. 68, prop. 15). For all n∈Nn\in \mathbf{N}, the space K(X,U‾n)\mathscr{K}(X,\overline{U}_n) identifies with a closed subspace of the Banach space C(Un)\mathscr{C}(U_n) (INT, III, p. 40, § 1, no1^o1); since this latter space is of countable type (TG, X, p. 25, corollary), the same is true of K(X,U‾n)\mathscr{K}(X,\overline{U}_n) (TG, IX, p. 19, cor., (i)). Let Fn\mathscr{F}_n be a countable dense subset of K(X,U‾n)\mathscr{K}(X,\overline{U}_n).

Let f∈Lp(X,μ)f\in \mathscr{L}^p(X, \mu) and let ε>0\varepsilon >0. There exists an integer n∈Nn\in \mathbf{N} such that ∫X−Un∣f∣p<ε/2\int_{X-U_n}|f|^p< \varepsilon /2, and there exists g∈Fng\in \mathscr{F}_n such that ∫U‾n∣f−g∣p<ε/2\int_{\overline{U}_n}|f-g|^p< \varepsilon /2. The union of the classes in Lp(X,μ)L^p(X, \mu) of the elements of the sets Fn\mathscr{F}_n is therefore dense in Lp(X,μ)L^p(X, \mu), 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 μ\mu a positive measure on X.

Definition 1 02YQ

Let Y be a topological space. For every measurable function gg from X into Y, the μ\mu-essential image of gg is the subset of the y∈Yy\in Y such that, for every open neighbourhood U of yy, the set g−1(U)\overset{-1}{g}(U) is not locally μ\mu-negligible in X (INT, IV, p. 172, § 5, no2^o2, def. 3).

Lemma 1 02YR

Let gg be a μ\mu-measurable function from X into a topological space Y, and S its μ\mu-essential image. The set of elements x∈Xx\in X such that g(x)g(x) does not belong to S is locally μ\mu-negligible in X.

Let Z=g−1(YZ =\overset{-1}{g}(Y - S) be the set in question.

First suppose that X is compact and gg continuous. In this case, the image measure g(μ)g(\mu) is defined (INT, V, p. 69, § 6, no1^o1, def. 1) since μ\mu is a bounded measure. It follows from the definitions that the μ\mu-essential image of gg is the support of the measure g(μ)(g(\mu) (cf. INT, V, p. 70, § 6, no2^o2, cor. 2), whence μ(Z)=g(μ)(Y\mu(Z) =g(\mu)(Y - S) = 0 (INT, IV, p. 118, § 2, no2^o2, prop. 5).

Now consider the general case. Let C be a compact subset of X, and let ε>0\varepsilon >0 be a real number. Since gg is measurable, there exists a compact subset C1⊂CC_1\subset C such that μ(C\mu(C- C1)⩽εC_1)\leqslant \varepsilon and such that g∣C1g|C_1 is continuous (INT, IV, p. 169, § 5, no1^o1, prop. 1). One then has

μ(Z∩C)⩽μ(C\mu(Z\cap C)\leqslant \mu(C - C1)+μ(Z∩C1)⩽ε+μ(Z∩C1)C_1) +\mu(Z\cap C_1)\leqslant \varepsilon +\mu(Z\cap C_1).

Let μ1\mu_1 be the measure induced by μ\mu on C1C_1 (INT, IV, p. 186, § 5, no7^o7, def. 4). Let S1S_1 be the μ1\mu_1-essential image of g∣C1g|C_1. One has Z∩C1⊂Z\cap C_1\subset (g∣C1)−1(Y(g|C_1)^{-1}(Y - S1)S_1). By the first case, the set Z∩C1Z\cap C_1 is therefore μ1\mu_1-negligible, and consequently μ\mu-negligible (INT, IV, p. 187, § 5, no7^o7, lemma 2, (i)). The above inequality becomes μ(Z∩C)⩽ε\mu(Z\cap C)\leqslant \varepsilon; since ε\varepsilon and C are arbitrary, the set Z is locally μ\mu-negligible (INT, IV, p. 172, § 5, no2^o2, prop. 5).

Lemma 2 02YS

Let gg be a continuous function from X into C\mathbf{C}. The μ\mu-essential image of gg is the closure of the image under gg of the support of μ\mu.

Let Y be the support of μ\mu. If z∈Cz\in \mathbf{C} is not adherent to gg(Y), there exists an open neighbourhood U of zz such that the open set g−1(U)\overset{-1}{g}(U) does not meet Y and is therefore locally μ\mu-negligible; this means that zz does not belong to the μ\mu-essential image of gg.

Conversely, if z∈Cz\in \mathbf{C} is adherent to gg(Y), then for every open neighbourhood U of zz, the set g−1(U)\overset{-1}{g}(U) is an open set in X which meets Y. It is therefore not μ\mu-negligible, and since it is open, it is not locally μ\mu-negligible (INT, IV, p. 172, § 5, no2^o2, Cor. 2). Hence zz belongs to the μ\mu-essential image of gg.

Lemma 3 02YT

Let gg be a continuous function from X into C\mathbf{C} and S its μ\mu-essential image. Suppose that S is not empty and that 0∉S0\notin S; denote by δ\delta the distance from 0 to S. Then δ>0\delta >0.

Put h(x)=1/g(x)h(x) = 1/g(x) if g(x)≠0g(x)\not = 0 and h(x)=0h(x) = 0 otherwise. The function hh belongs to L∞(X,μ)\mathscr{L}^{\infty}(X, \mu). Let h~\widetilde{h} be the class of hh in L∞(X,μ)L^{\infty}(X, \mu). Then we have the formula δ−1=∥h~∥∞\delta^{-1}=\|\widetilde{h}\|_{\infty}.

Let U be an open neighbourhood of 0 such that the open set Z=g−1(U)Z =\overset{-1}{g}(U) is locally μ\mu-negligible, hence negligible (INT, IV, p. 172, § 5, no2^o2, Cor. 2). Let Y be the support of μ\mu; we have Y⊂XY\subset X - Z. The restriction of the function hh to X - Z is continuous and bounded; therefore h∈L∞(X,μ)h\in \mathscr{L}^{\infty}(X, \mu) and the norm of h~\widetilde{h} in L∞(X,μ)\mathscr{L}^{\infty}(X, \mu) is equal to the norm of its restriction to X - Z. Moreover, for every α∈R+\alpha \in \mathbf{R}_+, the set of x∈Xx\in X - Z such that ∣h(x)∣>α|h(x)|> \alpha is an open set in X - Z; therefore it is locally μ\mu-negligible if and only if it does not meet Y (INT, IV, loc. cit. and INT, III, p. 66, § 3, no2^o2, Def. 1). Consequently, we have

∥h~∥∞=\|\widetilde{h}\|_{\infty}= supx∈Y1∣g(x)∣_{x\in Y}\frac{1}{|g(x)|},

whence

∥h~1∥=\|\widetilde{h}1\|= inf∞x∈Y∣g(x)∣=_{\infty x\in Y}|g(x)|= infλ∈g(Y)∣λ∣=_{\lambda\in g(Y)}|\lambda |= infλ∈g(Y)‾∣λ∣_{\lambda\in\overline{g(Y)}}|\lambda |

which is equal to δ\delta 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, Noo4^o4, def. 2) that a mapping ff of X into a topological space Y is universally measurable if it is μ\mu-measurable for every positive measure μ\mu on X. For this, it is enough that ff be μ\mu-measurable for every positive measure μ\mu with compact support on X (INT, V, p. 28, § 4, Noo3^o3, prop. 6).

Lemma 4 02YU

Let Y and Z be locally compact topological spaces, f:X→Yf: X\rightarrow Y and g:Y→Zg: Y\rightarrow Z universally measurable mappings. The mapping g∘f:X→Zg\circ f: X\rightarrow Z is universally measurable.

Let μ\mu be a positive measure with compact support on X and let C be its support. The restriction of ff to C is (μ∣(\mu|C)-proper. The mapping gg is measurable with respect to the image measure (f∣C)(μ∣C)(f|C)(\mu|C), hence the mapping (g∘f)∣C=g∘(f∣C)(g\circ f)|C =g\circ (f|C) is (μ∣(\mu|C)-measurable. Consequently, the mapping g∘fg\circ f is μ\mu-measurable. The lemma follows.

We denote by Lu(X)\mathscr{L}_u(X) the vector space of complex-valued functions which are universally measurable on X, and by Lu∞(X)\mathscr{L}_u^{\infty}(X) the subspace of functions f∈Lu(X)f\in \mathscr{L}_u(X) which are bounded on X. For f∈Lu∞f\in \mathscr{L}_u^{\infty}(X), we put ∥f∥∞=\|f\|_{\infty}= supx∈X∣f(x)∣_{x\in X}|f(x)|.

Proposition 3 02YV

a) The set Lu(X)\mathscr{L}_u(X) is an involutive subalgebra of the involutive algebra of functions from X into C\mathbf{C};

b) The set Lu∞(X)\mathscr{L}_u^{\infty}(X) is a subalgebra of Lu(X)\mathscr{L}_u(X) and the mapping defined by f↦∥f∥∞f\mapsto \|f\|_{\infty} is a norm on Lu∞(X)\mathscr{L}_u^{\infty}(X) for which Lu∞(X)\mathscr{L}_u^{\infty}(X) is a unital stellar algebra;

c) The algebra Lu(X)\mathscr{L}_u(X) contains C(X)\mathscr{C}(X) and Lu∞(X)\mathscr{L}_u^{\infty}(X) contains Cb(X)\mathscr{C}_b(X);

d) Every Borel function from X into C\mathbf{C} (TG, IX, p. 61, def. 5) belongs to Lu(X)\mathscr{L}_u(X);

e) For every sequence (fn)n∈N(f_n)_{n\in\mathbf{N}} in Lu(X)\mathscr{L}_u(X) which converges simply to a function ff from X into C\mathbf{C}, one has f∈Lu(X)f\in \mathscr{L}_u(X).

Assertions a) and c) follow from the definitions (cf. INT, IV, p. 175, § 5, Noo3^o3, cor. 3). Assertion d) is a consequence of INT, IV, p. 179, § 5, Noo5^o5, th. 4, since the inverse image under a Borel function of every Borel subset of C\mathbf{C} is a Borel subset of X, which is universally measurable (INT, V, p. 28, § 3, Noo4^o4). Finally, assertion e) follows from Egoroff's theorem (INT, IV, p. 175, § 5, Noo4^o4, 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, Noo1^o1, 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 X→NNX\rightarrow \mathbf{N}^{\mathbf{N}} whose inverse is Borel).

Lemma 5 02YW

Let μ\mu be a positive measure on X. Let gg be a μ\mu-measurable function from X into C\mathbf{C}, and let S be its μ\mu-essential image. For every function f∈Lu(S)f\in \mathscr{L}_u(S), the mapping hh from X into C\mathbf{C} such that h(x)=0h(x) = 0 if g(x)∉Sg(x)\notin S and h(x)=f(g(x))h(x) =f(g(x)) if g(x)∈Sg(x)\in S is μ\mu-measurable.

Let x∈Xx\in X and let U be a relatively compact open neighbourhood of xx. The set N = U - (U∩g−1(S))(U\cap \overset{-1}{g}(S)) is (μ∣(\mu|U)-negligible. For every integer n⩾1n\geqslant 1, let VnV_n be an open set such that N⊂Vn⊂UN\subset V_n\subset U and μ(Vn−N)<1/n\mu(V_n-N)<1/n (INT, IV, p. 116, § 1, no4^o4, prop. 19).

The restriction g~\widetilde{g} of gg to U- VnV_n is μ∣(U\mu|(U- VnV_n)-proper, and its image is contained in S. Since ff is universally measurable, the mapping x↦f(g(x))x\mapsto f(g(x)) from U - VnV_n into C\mathbf{C} is measurable with respect to the measure μ∣(U\mu|(U - Vn)V_n) (INT, V, p. 71, § 6, no2^o2, prop. 3). The mapping hnh_n from X into C\mathbf{C} such that hn(x)=0h_n(x) = 0 if x∉Ux \notin U - VnV_n and hn(x)=f(g(x))h_n(x) =f(g(x)) if x∈Ux\in U - VnV_n is therefore μ\mu-measurable (INT, IV, p. 193, § 5, no10^o10, prop. 16).

Since hn(x)→h(x)h_n(x)\rightarrow h(x) for μ\mu-almost all x∈Ux\in U, the restriction of hh to U is μ\mu-measurable (INT, IV, p. 175, § 5, no4^o4, th. 2). It follows that hh is μ\mu-measurable by the localisation principle (INT, IV, p. 171, § 4, no2^o2, prop. 4).

Remark 02YX

Under the hypotheses of the lemma, let us denote by abuse of language the function hh defined in the lemma by f∘gf\circ g.

If g=g1g=g_1 locally μ\mu-almost everywhere on X, the functions gg and g1g_1 have the same μ\mu-essential image and one has f∘g=f∘g1f\circ g=f\circ g_1.

If gg is a μ\mu-measurable function defined μ\mu-almost on X, one also denotes by f∘gf\circ g the function f∘g1f\circ g_1 where g1g_1 is a μ\mu-measurable function defined on X equal to gg locally μ\mu-almost everywhere.

4. The star algebra L∞(X,μ)L^{\infty}(X, \mu)

Let X be a locally compact topological space and let μ\mu be a positive measure on X. We consider the commutative star algebra L∞(X,μ)L^{\infty}(X, \mu) (Example 4 of I, p. 103).

Lemma 6 02YY

Let g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu). The spectrum of the class of gg in L∞(X,μ)L^{\infty}(X, \mu) is equal to the μ\mu-essential image of gg.

Let us denote by g~\widetilde{g} the class of gg in L∞(X,μ)L^{\infty}(X, \mu) and by S the μ\mu-essential image of gg. Let z∈C−z\in \mathbf{C}- S. By definition, there exists an open neighbourhood U of zz such that Y=g−1(U)Y =\overset{-1}{g}(U) is locally μ\mu-negligible. The function hh defined by h(x)=(g(x)−z)−1h(x) = (g(x)-z)^{-1} if x∉Yx \notin Y, and h(x)=0h(x) = 0 if x∈Yx\in Y, then belong to L∞(X,μ)\mathscr{L}^{\infty}(X, \mu). Its class h~\widetilde{h} in L∞(X,μ)L^{\infty}(X, \mu) satisfies (g~−z)h~=1(\widetilde{g}-z)\widetilde{h}= 1, since (g(x)−z)h(x)=1(g(x)-z)h(x) = 1 for every xx not belonging to the locally μ\mu-negligible set Y. Hence z∈C−z\in \mathbf{C}- Sp(g~\widetilde{g}).

Conversely, let z∈C−z\in \mathbf{C}- Sp(g~\widetilde{g}). Let h∈L∞(X,μ)h\in \mathscr{L}^{\infty}(X, \mu) be a function whose class is the inverse of g~−z\widetilde{g}-z in L∞(X,μ)L^{\infty}(X, \mu). There exists a real number M>0M>0 such that ∣h(x)∣⩽M|h(x)|\leqslant M locally μ\mu-almost everywhere, and moreover one has (g(x)−z)h(x)=1(g(x)-z)h(x) = 1 locally μ\mu-almost everywhere. Let U be the open ball with center zz and radius M−1M^{-1} in C\mathbf{C}; then g−1(U)\overset{-1}{g}(U) is contained in the locally μ\mu-negligible set

h−1(]M,+∞[)∪{x∈X∣(g(x)−z)h(x)≠1} \overset{-1}{h}(]M,+\infty [)\cup \{x\in X|(g(x)-z)h(x)\not = 1\}

therefore z∈C−z\in \mathbf{C}- S. The lemma is proved.

Proposition 4 02YZ

Let g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu). Denote by g~\widetilde{g} the class of gg in L∞(X,μ)L^{\infty}(X, \mu) and by S the spectrum of g~\widetilde{g}. The mapping f↦f∘gf\mapsto f\circ g (remark, p. 184) is the functional calculus mapping of C(S)\mathscr{C}(S) into L∞(X,μ)L^{\infty}(X, \mu) associated with g~\widetilde{g}.

Let f∈C(S)f\in \mathscr{C}(S). The function h=f∘gh=f\circ g is μ\mu-measurable (Lemma 5 of IV, p. 184) and bounded. Denote by f∘~gf\widetilde{\circ}g its class in L∞(X,μ)L^{\infty}(X, \mu). The mapping f↦f∘~gf\mapsto f\widetilde{\circ}g is a continuous morphism of involutive algebras with unit of C(S)\mathscr{C}(S) into L∞(X,μ)L^{\infty}(X, \mu). Since g(x)g(x) belongs to S locally μ\mu-almost everywhere (Lemma 1 of IV, p. 181 and Lemma 6), this morphism associates with the identity mapping of S the class g~\widetilde{g} of the function gg. It therefore coincides with the functional calculus mapping of g~\widetilde{g} (Prop. 7 of I, p. 111).

5. Multiplication Endomorphisms

Let X be a locally compact topological space and let μ\mu be a positive measure on X. Let p∈[1,+∞[p\in [1,+\infty [.

Let g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu). Denote by mgm_g the mapping f↦g⋅ff\mapsto g\cdot f of Lp(X,μ)\mathscr{L}^p(X, \mu) into itself. The mapping mgm_g is linear and continuous since

Np(mg(f))⩽N∞(g)Np(f)(1) N_p(m_g(f))\leqslant N_{\infty}(g)N_p(f) \tag{1}

for every function f∈Lp(X,μ)f\in \mathscr{L}^p(X, \mu). In particular, the function mg(f)m_g(f) is μ\mu-negligible if ff is μ\mu-negligible. The mapping mgm_g therefore induces, by passing to quotients, an endomorphism of Lp(X,μ)L^p(X, \mu), which will be denoted by m~g\widetilde{m}_g.

Lemma 7 02Z0

Let g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu). The endomorphism m~g\widetilde{m}_g of Lp(X,μ)L^p(X, \mu) is injective if and only if the set of x∈Xx\in X such that g(x)=0g(x) = 0 is locally μ\mu-negligible.

Let A denote the set of x∈Xx\in X such that g(x)=0g(x) = 0.

Suppose that A is locally μ\mu-negligible. Let f∈Lp(X,μ)f\in \mathscr{L}^p(X, \mu) and f~\widetilde{f} its class in Lp(X,μ)L^p(X, \mu). Suppose that m~g(f~)=0\widetilde{m}_g(\widetilde{f}) = 0. By definition, this is the case if and only if the function fgf g is μ\mu-negligible, so that the set B of x∈Xx\in X such that f(x)g(x)≠0f(x)g(x)\not = 0 is μ\mu-negligible. The function ff is zero outside A∪BA\cup B, hence is μ\mu-negligible. This implies that the endomorphism m~g\widetilde{m}_g is injective.

Conversely, suppose that A is not locally μ\mu-negligible. Let C be a compact subset of X such that A∩CA\cap C is not μ\mu-negligible, and let φ\varphi be the characteristic function of A∩CA\cap C. The class of the function φ\varphi in Lp(X,μ)L^p(X, \mu) is not zero, but that of mg(φ)m_g(\varphi ) is, hence mgm_g is not injective.

Since the product of a locally μ\mu-negligible function and a μ\mu-negligible function is μ\mu-negligible, the endomorphism m~g\widetilde{m}_g depends only on the class of gg in L∞(X,μ)L^{\infty}(X, \mu). For g~∈L∞(X,μ)\widetilde{g}\in L^{\infty}(X, \mu), one also denotes by m~g\widetilde{m}_g the endomorphism m~g\widetilde{m}_g of Lp(X,μ)L^p(X, \mu) for every function g∈L∞(X,μ)~g\in \mathscr{L}^{\infty}(X, \mu\widetilde{)} whose class is g~\widetilde{g}. One says that m~g\widetilde{m}_g is the endomorphism of multiplication by g~\widetilde{g} in Lp(X,μ)L^p(X, \mu).

Proposition 5 02Z1

Let p∈[1,+∞[p\in [1,+\infty [. The map m:g↦m~gm:g\mapsto \widetilde{m}_g of L∞(X,μ)L^{\infty}(X, \mu) into L(Lp(X,μ))\mathscr{L}(L^p(X, \mu)) is an isometric morphism of unital Banach algebras.

For a,ba,b in C\mathbf{C} and g1,g2g_1,g_2 in L∞(X,μ)L^{\infty}(X, \mu), one verifies at once that m~ag1+bg2=am~g1+bm~g2\widetilde{m}_{ag_1+bg_2}=a\widetilde{m}g_1+b\widetilde{m}_{g_2}, hence the mapping m~\widetilde{m} is linear. Moreover, one has m~1=1Lp(X,μ)\widetilde{m}_1= 1_{L^p(X,\mu)} and m~g1g2=m~g1m~g2\widetilde{m}_{g_1g_2}=\widetilde{m}_{g_1}\widetilde{m}_{g_2}, hence the mapping m~\widetilde{m} is a unital algebra morphism of L∞(X,μ)L^{\infty}(X, \mu) into L(Lp(X,μ))\mathscr{L}(L^p(X, \mu)).

Formula (1) above proves that m~\widetilde{m} has norm ⩽1\leqslant 1.

Let g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu) and g~\widetilde{g} its class in L∞(X,μ)L^{\infty}(X, \mu). Let ε>\varepsilon > 0. The set Y of the x∈Xx\in X such that ∣g(x)∣>∥g~∥∞−ε|g(x)|>\|\widetilde{g}\|_{\infty}-\varepsilon is not locally μ\mu-negligible. There therefore exists a compact subset C of X such that μ(Y∩C)>0\mu(Y\cap C)>0. Let φ\varphi be the characteristic function of Y∩CY\cap C. Since

∥m~g~(φ)∥p=(∫X∣φg∣pdμ)1/p⩾(∫Y∣φg∣pdμ)1/p \|\widetilde{m}_{\widetilde{g}}(\varphi )\|_p=(\int_X|\varphi g|^pd\mu)^{1/p}\geqslant (\int_Y|\varphi g|^pd\mu)^{1/p}
⩾(∥g~∥∞−ε)μ(Y∩C)1/p=(∥g~∥∞−ε)∥φ∥p \geqslant (\|\widetilde{g}\|_{\infty}-\varepsilon )\mu(Y\cap C)^{1/p}= (\|\widetilde{g}\|_{\infty}-\varepsilon )\|\varphi \|_p

it follows that ∥m~g~∥⩾∥g~∥∞−ε\|\widetilde{m}_{\widetilde{g}}\|\geqslant \|\widetilde{g}\|_{\infty}-\varepsilon. Since ε\varepsilon is arbitrary, one deduces that ∥m~g~∥⩾∥g~∥∞\|\widetilde{m}_{\widetilde{g}}\|\geqslant \|\widetilde{g}\|_{\infty}, which proves that m~\widetilde{m} is isometric.

Lemma 8 02Z2

Let (gn)(g_n) be a bounded sequence in L∞(X,μ)\mathscr{L}^{\infty}(X, \mu) converging pointwise μ\mu-almost everywhere. Let m~∈L∞(X,μ)\widetilde{m}\in L^{\infty}(X, \mu) be the class of its limit. Then m~gn\widetilde{m}_{g_n} converges to m~g~\widetilde{m}_{\widetilde{g}} in the space L(Lp(X,μ))\mathscr{L}(L^p(X, \mu)) endowed with the topology of simple convergence.

Let f∈Lp(X,μ)f\in \mathscr{L}^p(X, \mu). The sequence (gnf)(g_nf) is bounded in Lp(X,μ)\mathscr{L}^p(X, \mu) and converges pointwise μ\mu-almost everywhere to gfgf. By Lebesgue's theorem (INT, IV, p. 137, § 3, no7^o7, th. 6), the sequence (gnf)(g_nf) converges to gfgf in Lp(X,μ)\mathscr{L}^p(X, \mu), and the assertion follows.

We shall now consider the case where p=2p= 2.

Proposition 6 02Z3

The mapping m:g↦m~gm:g\mapsto \widetilde{m}_g is an isometric unital morphism of the involutive algebra L∞(X,μ)L^{\infty}(X, \mu) into the involutive algebra L(L2(X,μ))\mathscr{L}(L^2(X, \mu)).

In particular, for every g∈L∞(X,μ)g\in L^{\infty}(X, \mu), the multiplication endomorphism m~g\widetilde{m}_g is normal; it is hermitian if and only if gg is locally μ\mu-almost everywhere real-valued.

By Prop. 5, the mapping m~\widetilde{m} is an injective isometric morphism of unital Banach algebras of L∞(X,μ)L^{\infty}(X, \mu) into L(L2(X,μ))\mathscr{L}(L^2(X, \mu)). Let g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu). For f1f_1 and f2∈L2(X,μ)f_2\in \mathscr{L}^2(X, \mu), one has

⟨f1∣m~g(f2)⟩=∫Xf1(x)‾g(x)f2(x)dμ(x)=⟨m~g‾(f1)∣f2⟩ \langle f_1|\widetilde{m}_g(f_2)\rangle =\int_X\overline{f_1(x)}g(x)f_2(x)d\mu(x) =\langle \widetilde{m}_{\overline{g}}(f_1)|f_2\rangle

whence it follows that m~g∗=m~g‾\widetilde{m}^*_g=\widetilde{m}_{\overline{g}}, which proves that mm is an involutive morphism. The final assertions follow from this (cf. I, p. 106, Prop. 5).

Corollary 02Z4

Let g∈L∞(X,μ)g\in L^{\infty}(X, \mu).

a) The spectrum of m~g\widetilde{m}_g in L(L2(X,μ))\mathscr{L}(L^2(X, \mu)) is the μ-essential image of gg;

b) The endomorphism m~g\widetilde{m}_g is positive if and only if gg is locally μ-almost everywhere with positive values;

c) For every function f∈Cf\in \mathscr{C} (Sp(m~g\widetilde{m}_g)), one has f(m~g)=m~f∘gf(\widetilde{m}_g) =\widetilde{m}_{f\circ g}.

Since m~\widetilde{m} is injective, one has Sp(m~g\widetilde{m}_g) == Sp(gg) 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 m~\widetilde{m} from L∞(X,μ)L^{\infty}(X, \mu) into L(L2(X,μ))\mathscr{L}(L^2(X, \mu)) is a maximal commutative subalgebra of the algebra L(L2(X,μ))\mathscr{L}(L^2(X, \mu)).

It is enough to prove that if u∈L(L2(X,μ))u\in \mathscr{L}(L^2(X, \mu)) is an endomorphism which commutes with m~g\widetilde{m}_g for every function g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu), then uu belongs to the image of m~\widetilde{m}. Let uu be such an endomorphism.

We denote by f~\widetilde{f} the class in L2(X,μ)L^2(X, \mu) of a function f∈L2(X,μ)f\in \mathscr{L}^2(X, \mu). Let vv denote the linear mapping from L2(X,μ)\mathscr{L}^2(X, \mu) into L2(X,μ)L^2(X, \mu) defined by f↦u(f~)f\mapsto u(\widetilde{f}). One has v∘mg=m~g∘vv\circ m_g=\widetilde{m}_g\circ v for every g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu).

For every μ-measurable subset Y of X, let φY\varphi_Y denote its characteristic function; the endomorphism m~φY\widetilde{m}_{\varphi_Y} is an orthogonal projector of L2(X,μ)L^2(X, \mu).

Suppose first that X is compact, so that the class of the constant function 1 belongs to L2(X,μ)L^2(X, \mu). Let gg be a function in L2(X,μ)\mathscr{L}^2(X, \mu) whose class in L2(X,μ)L^2(X, \mu) is v(1)v(1).

Let cc be a positive real number and Y the set of x∈Xx\in X such that ∣g(x)∣⩾c|g(x)|\geqslant c; this is a μ-measurable set. One has in L2(X,μ)L^2(X, \mu) the equalities φY~g=m~φY(v(1))=v(mφY(1))=v(φY)\varphi_{\widetilde{Y}}g=\widetilde{m}_{\varphi_Y}(v(1)) =v(m_{\varphi_Y}(1)) =v(\varphi_Y).

Since moreover ∣cφY∣⩽∣gφY∣|c\varphi_Y|\leqslant |g\varphi_Y|, one obtains

c2μ(Y)=∫X(cφY)2dμ⩽∫X∣φYg∣2dμ=∥u~(φY)∥2⩽∥u∥2μ(Y) c^2\mu(Y) =\int_X(c\varphi_Y)^2d\mu\leqslant \int_X|\varphi_Yg|^2d\mu=\|\widetilde{u}(\varphi_Y)\|^2\leqslant \|u\|^2\mu(Y)

This inequality implies that μ(Y)=0\mu(Y) = 0 if c>∥u∥c >\|u\|, so that the function gg is bounded μ-almost everywhere by ∥u∥\|u\|. Finally, for every function f∈Cf\in \mathscr{C}(X), one has

u(f~)=v(mf(1))=m~f(v(1))=m~f(g~)=m~g(f~) u(\widetilde{f}) =v(m_f(1)) =\widetilde{m}_f(v(1)) =\widetilde{m}_f(\widetilde{g}) =\widetilde{m}_g(\widetilde{f})

whence the equality u=m~gu=\widetilde{m}_g, and in particular N∞(g)=∥u∥N_{\infty}(g) =\|u\|.

Let us now consider the general case. There exists a locally countable family (Xi)i∈I(X_i)_{i\in I} of pairwise disjoint compact subsets of X such that Z = X −⋃i∈IXi-\bigcup_{i\in I}X_i is locally μ\mu-negligible (INT, IV, p .190, § 5, no9^o9, prop. 14). Let μi\mu_i denote the measure induced by μ\mu on XiX_i (INT, IV, p. 186, § 5, no7^o7, def. 4).

By prop. 1 of IV, p. 179, for every i∈Ii\in I, the image EiE_i of m~φXi\widetilde{m}_{\varphi_{Xi}} is identified with L2(Xi,μi)L^2(X_i, \mu_i) by f↦f∣Xif\mapsto f|X_i. For every function g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu), the multiplication endomorphism m~g\widetilde{m}_g commutes with m~φXi\widetilde{m}_{\varphi_{Xi}}, hence leaves EiE_i stable, and the endomorphism of EiE_i deduced from m~g\widetilde{m}_g by passing to subspaces coincides with the multiplication endomorphism by g∣Xig|X_i on L2(Xi,μi)L^2(X_i, \mu_i).

Since uu commutes with mφXim_{\varphi_{Xi}}, it likewise leaves the subspace EiE_i stable. Let uiu_i denote the endomorphism of L2(Xi,μi)L^2(X_i, \mu_i) deduced from uu by passing to subspaces.

The map from L∞(X,μ)\mathscr{L}^{\infty}(X, \mu) into L∞(Xi,μi)\mathscr{L}^{\infty}(X_i, \mu_i) defined by g↦g∣Xig\mapsto g|X_i being surjective, the hypothesis implies that uiu_i commutes with m~g\widetilde{m}_g for every function g∈L∞(Xi,μi)g\in \mathscr{L}^{\infty}(X_i, \mu_i). By the first part of the proof, there exists a function gi∈L∞(Xi,μi)g_i\in \mathscr{L}^{\infty}(X_i, \mu_i) such that ui=m~giu_i=\widetilde{m}_{g_i} and N∞(gi)⩽∥ui∥⩽∥u∥N_{\infty}(g_i)\leqslant \|u_i\|\leqslant \|u\|.

The function gg on X which coincides with gig_i on XiX_i and which is zero on Z is bounded and μ\mu-measurable (INT, IV, p. 193, § 5, no10^o10, prop. 16), hence g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu). For every i∈Ii\in I, the restriction of uu to EiE_i coincides with that of m~g\widetilde{m}_g; therefore one has u=mgu=m_g by prop. 1, c) of IV, p. 179.

Corollary 02Z6

Let uu be an endomorphism of the Hilbert space L2(X,μ)L^2(X, \mu) commuting with m~g\widetilde{m}_g for every function g∈K(X)g\in \mathscr{K}(X). Then there exists a unique element f∈L∞(X,μ)f\in L^{\infty}(X, \mu) such that u=m~fu=\widetilde{m}_f.

After Prop. 7, it is enough to prove that uu commutes with m~g\widetilde{m}_g for every g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu). Let h1h_1 and h2h_2 be elements of L2(X,μ)\mathscr{L}^2(X, \mu) with classes h~1\widetilde{h}_1 and h~2\widetilde{h}_2 in L2(X,μ)L^2(X, \mu). Let k1k_1 (resp. k2k_2) be a function in L2(X,μ)\mathscr{L}^2(X, \mu) whose class is u(h~1)u(\widetilde{h}_1) (resp. u∗(h~2)u^*(\widetilde{h}_2)).

Let us set h=h1k‾2−k1h‾2h=h_1\overline{k}_2-k_1\overline{h}_2; then h∈L1(X,μ)h\in \mathscr{L}^1(X, \mu). Define the measure ν=h⋅μ\nu =h\cdot \mu on X; it is bounded. For every g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu), one has

⟨h~2∣u(m~g(h~1))−m~g(u(h~1))⟩=⟨u∗(h~2)∣m~g(h~1)⟩−⟨h~2∣m~g(u(h~1))⟩ \langle \widetilde{h}_2|u(\widetilde{m}_g(\widetilde{h}_1))-\widetilde{m}_g(u(\widetilde{h}_1))\rangle =\langle u^*(\widetilde{h}_2)|\widetilde{m}_g(\widetilde{h}_1)\rangle - \langle \widetilde{h}_2|\widetilde{m}_g(u(\widetilde{h}_1))\rangle
=∫Xg⋅h1⋅k‾2dμ−∫Xg⋅k1⋅h‾2dμ=ν(g) =\int_Xg\cdot h_1\cdot \overline{k}_2d\mu-\int_Xg\cdot k_1\cdot \overline{h}_2d\mu=\nu (g)

Hence by hypothesis ν(g)=0\nu (g) = 0 for every function g∈Kg\in \mathscr{K} (X), that is, ν=0\nu = 0. Consequently, one obtains

⟨h~2∣u(m~g(h~1))−m~g(u(h~1))⟩=ν(g)=0 \langle \widetilde{h}_2|u(\widetilde{m}_g(\widetilde{h}_1))-\widetilde{m}_g(u(\widetilde{h}_1))\rangle =\nu (g) = 0

for every g∈L∞(X,μ)g\in \mathscr{L}^{\infty}(X, \mu). Since this is the case for all h1h_1 and h2h_2 in L2(X,μ)\mathscr{L}^2(X, \mu), one has u∘m~g=m~g∘uu\circ \widetilde{m}_g=\widetilde{m}_g\circ u.

Remark 02Z7

In the sequel, we shall often denote simply by mgm_g the endomorphism of multiplication by gg on Lp(X,μ)L^p(X, \mu).

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 X(A)\mathsf{X}(A) the compact topological space of its unital characters (Cor. 1 of I, p. 29) and by GA\mathscr{G}_A the Gelfand transform of A (Def. 5 of I, p. 7), which is an isometric isomorphism of involutive unital algebras of A onto C(X(A))\mathscr{C}(\mathsf{X}(A)) (Theorem 1 of I, p. 108). We shall denote by HA\mathscr{H}_A the inverse isomorphism.

Lemma 9 02Z8

Let A be a commutative unital stellar subalgebra of L(E)\mathscr{L}(E). For every xx and yy in E, the mapping μ\mu of X(A)\mathsf{X}(A) into C\mathbf{C} defined by μ(f)=⟨x∣HA(f)y⟩\mu(f) =\langle x|\mathscr{H}_A(f)y\rangle for every f∈C(X(A))f\in \mathscr{C}(\mathsf{X}(A)) is a bounded measure on the compact space X(A)\mathsf{X}(A). It is positive if x=yx=y. Its norm is ⩽∥x∥∥y∥\leqslant \|x\| \|y\|, with equality if x=yx=y.

The mapping μ\mu is linear. For every function f∈C(Xf\in \mathscr{C}(\mathsf{X}(A)), one has

∣μ(f)∣⩽∥x∥∥y∥∥HA(f)∥=∥x∥∥y∥∥f∥ |\mu(f)|\leqslant \|x\| \|y\| \|\mathscr{H}_A(f)\|=\|x\| \|y\| \|f\|

hence μ\mu is a bounded measure on X(A)\mathsf{X}(A) of norm ⩽∥x∥∥y∥\leqslant \|x\| \|y\|.

Suppose that x=yx=y. For every positive function f∈C(Xf\in \mathscr{C}(\mathsf{X}(A)), the element HA(f)\mathscr{H}_A(f) is a positive element of A (example 1 of I, p. 115), hence a positive element of L\mathscr{L} (E), whence μ(f)=⟨x∣HA(f)(x)⟩⩾0\mu(f) =\langle x|\mathscr{H}_A(f)(x)\rangle \geqslant 0 (prop. 8 of I, p. 138). This shows that μ\mu is a positive measure. Since μ(1)=∥x∥2\mu(1) =\|x\|^2, the total mass of μ\mu is ∥x∥2\|x\|^2 (INT, III, p. 58, § 1, No.o8^o8, cor. 2).

Definition 2 02Z9

Let A be a commutative unital stellar subalgebra of L(E)\mathscr{L}(E). For every xx and yy in E, the linear form f↦⟨x∣HA(f)y⟩f\mapsto \langle x|\mathscr{H}_A(f)y\rangle on C(X(A))\mathscr{C}(\mathsf{X}(A)) is called the spectral measure of (x,y)(x, y) relative to A. If x=yx=y, it is said to be the spectral measure of xx relative to A.

Remark 02ZA

Let A be a commutative unital stellar subalgebra of L(E)\mathscr{L}(E). For every xx and yy in E, let μx,y\mu_{x,y} denote the spectral measure of (x,y)(x, y) relative to A. The mapping defined by (x,y)↦μx,y(x, y)\mapsto \mu_{x,y} of E×EE\times E into M1(X(A))\mathscr{M}^1(\mathsf{X}(A)) is sesquilinear.

Let uu be a normal endomorphism of E and A the unital stellar subalgebra of L(E)\mathscr{L}(E) generated by uu. It is commutative. The space X(A)\mathsf{X}(A) is identified with Sp(uu) by the mapping χ↦χ(u)\chi \mapsto \chi (u) (lemma 10 of I, p. 109). The spectral measure μx,y\mu_{x,y} of (x,y)(x, y) relative to A is therefore identified with a measure on Sp(uu), called the spectral measure of (x,y)(x, y) relative to uu. For every function f∈Cf\in \mathscr{C} (Sp(uu)), one then has

∫fdμx,y=⟨x∣f(u)y⟩ \int f d\mu_{x,y}=\langle x|f(u)y\rangle

Sp(uu)

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 C\mathbf{C} and E a complex topological vector space. Let π\pi be a representation of A in E. An element xx of E is said to be a cyclic vector for π\pi if the set of elements π(a)x\pi (a)x for a∈Aa\in A is total in E.

Let u∈L(E)u\in \mathscr{L}(E) be an endomorphism of E. It is said that x∈Ex\in E is a cyclic vector for uu if it is a cyclic vector for the identical representation of the stellar subalgebra generated by uu in L(E)\mathscr{L}(E).

Proposition 8 02ZC

Let E be a complex Hilbert space. Let A be a commutative unital stellar subalgebra of L(E)\mathscr{L}(E). Let xx be an element of E. Put Ex=A⋅xE_x= A\cdot x and let μx\mu_x denote the spectral measure of xx relative to A.

There exists a unique isometric isomorphism θx\theta_x of L2(X(A),μx)L^2(\mathsf{X}(A), \mu_x) onto ExE_x such that θx(f)=HA(f)(x)\theta_x(f) =\mathscr{H}_A(f)(x) for every function f∈C(X(A))f\in \mathscr{C}(\mathsf{X}(A)). For every element a∈Aa\in A, the space ExE_x is stable under aa, and if axa_x denotes the endomorphism of ExE_x deduced from aa by passing to subspaces, then one has ax∘θx=θx∘mGA(a)a_x\circ \theta_x=\theta_x\circ m_{\mathscr{G}_A(a)}.

Let θ~x\widetilde{\theta}_x be the linear mapping of C(X(A))\mathscr{C}(\mathsf{X}(A)) into ExE_x defined by

θ~x(f)=HA(f)(x) \widetilde{\theta}_x(f) =\mathscr{H}_A(f)(x)

For every function f∈C(Xf\in \mathscr{C}(\mathsf{X}(A)), one has

∥θ~x(f)∥2=⟨HA(f)x∣HA(f)x⟩=⟨x∣HA(∣f∣2)x⟩=∫X(A)∣f∣2dμx \|\widetilde{\theta}_x(f)\|^2=\langle \mathscr{H}_A(f)x|\mathscr{H}_A(f)x\rangle =\langle x|\mathscr{H}_A(|f|^2)x\rangle =\int_{\mathsf{X}(A)}|f|^2d\mu_x

Since C(X(A))\mathscr{C}(\mathsf{X}(A)) is dense in L2(X(A),μx)\mathscr{L}^2(\mathsf{X}(A), \mu_x), there exists a unique isometric linear mapping of L2(X(A),μx)L^2(\mathsf{X}(A), \mu_x) into ExE_x extending θ~x\widetilde{\theta}_x; let θx\theta_x denote it. The mapping θx\theta_x is surjective since its image is closed (lemma 8 of I, p. 107) and contains A⋅xA\cdot x. It is therefore an isometric isomorphism.

Let a∈Aa\in A. Put g=GA(a)∈C(X(A))g=\mathscr{G}_A(a)\in \mathscr{C}(\mathsf{X}(A)). The space ExE_x is stable under aa. For f∈C(Xf\in \mathscr{C}(\mathsf{X}(A)), one has then

θ~x(mg(f))=HA(GA(a)f)x=(a∘HA(f))x=a(θ~x(f)) \widetilde{\theta}_x(m_g(f)) =\mathscr{H}_A(\mathscr{G}_A(a)f)x= (a\circ \mathscr{H}_A(f))x=a(\widetilde{\theta}_x(f))

and it follows that θx∘mg=ax∘θx\theta_x\circ m_g=a_x\circ \theta_x.

Corollary 02ZD

Let E be a complex Hilbert space. Let A be a commutative unital stellar subalgebra of L(E)\mathscr{L}(E) admitting a cyclic vector xx. Let μx\mu_x be the spectral measure of xx relative to A. There exists a unique isometric isomorphism

θx:L2(X(A),μx)→E \theta_x: L^2(\mathsf{X}(A), \mu_x)\rightarrow E

such that θx(f)=HA(f)\theta_x(f) =\mathscr{H}_A(f) for every function f∈C(X(A))f\in \mathscr{C}(\mathsf{X}(A)). For every aa in A, one has a∘θx=θx∘mGA(a)a\circ \theta_x=\theta_x\circ m_{\mathscr{G}_A(a)}.

In fact, one has then Ex=EE_x= E and ax=aa_x=a for every a∈Aa\in A.

Let E be a complex Hilbert space. Let x∈Ex\in E and let A be a commutative unital stellar subalgebra of L(E)\mathscr{L}(E). Let ExE_x denote the closed subspace A⋅xA\cdot x of E. For every a∈Aa\in A, one has then a(Ex)⊂Exa(E_x)\subset E_x. Let AxA_x denote the commutative unital stellar subalgebra of L(Ex)\mathscr{L}(E_x) formed by the endomorphisms of ExE_x deduced from the elements of A by passing to subspaces. The vector xx is a cyclic vector for Ax⊂L(Ex)A_x\subset \mathscr{L}(E_x).

Proposition 9 02ZE

There exists a subset C of E such that E is the Hilbert sum of the spaces ExE_x for x∈x\in C. If E is of countable type, the set C is countable.

Let O\mathscr{O} be the set of subsets C of E such that the subspaces ExE_x for x∈Cx\in C are pairwise orthogonal. The set O\mathscr{O}, ordered by inclusion, is of finite character (E, III, p. 34, Def. 2) since C belongs to O\mathscr{O} if and only if the sets formed of two elements of C belong to O\mathscr{O}. By E, III, p. 35, Theorem 1, there exists a maximal element C of O\mathscr{O}.

Let F be the closed subspace of E generated by the subspaces ExE_x for x∈Cx\in C. It is enough to prove that F∘F^{\circ} is reduced to 0 in order to complete the proof of the proposition. Let yy be an element of F∘F^{\circ}. For every x∈Cx\in C and every aa and bb in A, we have ⟨a(y)∣b(x)⟩=⟨y∣a∗b(x)⟩=0\langle a(y)|b(x)\rangle =\langle y|a^*b(x)\rangle = 0 since a∗b(x)a^*b(x) belongs to ExE_x, hence to F. Since the elements a(y)a(y) (resp. b(x)b(x)) generate a dense subspace of EyE_y (resp. ExE_x), we therefore have Ey⊂Ex∘E_y\subset E^{\circ}_x. Since C is maximal in O\mathscr{O}, this means that EyE_y is reduced to 0, hence that y=0y= 0.

Suppose that E is of countable type. Since ExE_x is nonzero for every nonzero x∈Cx\in C, every set C such that E is the Hilbert sum of the spaces ExE_x for x∈Cx\in C is countable.

Theorem 1 02ZF

Let A be a commutative unital stellar subalgebra of L(E)\mathscr{L}(E). There exist a locally compact topological space X, a positive measure μ\mu on X, an isometric isomorphism θ\theta of L2(X,μ)L^2(X, \mu) onto E, and an isometric morphism of stellar algebras π\pi of A into Cb(X)\mathscr{C}_b(X) such that for every a∈Aa\in A, one has

a∘θ=θ∘mπ(a) a\circ \theta =\theta \circ m_{\pi(a)}

By Prop. 9, there exists a subset C of E such that E is the Hilbert sum of the subspaces ExE_x for x∈Cx\in C. Let X be the locally compact topological space X(A)×C\mathsf{X}(A)\times C, where C is endowed with the discrete topology. There exists a unique measure μ\mu on X such that μ∣(X(A)×{x})\mu|(\mathsf{X}(A)\times \{x\}) is identified with the spectral measure μx\mu_x of xx for every x∈Cx\in C (INT, III, p. 65, § 2, no1^o1, Prop. 1); this measure is positive (cf. loc. cit.). One then has a decomposition as Hilbert sum

L2(X,μ)=⨁x∈CL2(X(A),μx) L^2(X, \mu) =\bigoplus_{x\in C}L^2(\mathsf{X}(A), \mu_x)

(Prop. 1 of IV, p. 179, c) applied to the sets X(A)×{x}\mathsf{X}(A)\times \{x\} for x∈C)x\in C). There therefore exists a unique isometry θ:L2(X,μ)→E\theta : L^2(X, \mu)\rightarrow E which coincides with θx:L2(X(A),μx)→Ex\theta_x: L^2(\mathsf{X}(A), \mu_x)\rightarrow E_x on L2(X(A),μx)L^2(\mathsf{X}(A), \mu_x) for every x∈Cx\in C.

Let p:X→X(A)p: X\rightarrow \mathsf{X}(A) be the canonical projection; it is surjective, hence the linear mapping p∗:Cb(X(A))→C(X)p^*:\mathscr{C}_b(\mathsf{X}(A))\rightarrow \mathscr{C}(X) defined by f↦f∘pf\mapsto f\circ p is injective. Let us write π=p∗∘GA\pi =p^*\circ \mathscr{G}_A; it is an injective morphism of stellar algebras of A into Cb(X)\mathscr{C}_b(X); it is therefore isometric (Prop. 9 of I, p. 112).

Let a∈Aa\in A. For every x∈Cx\in C, we have ax∘θx=θx∘mGA(a)a_x\circ \theta_x=\theta_x\circ m_{\mathscr{G}_A(a)}. The continuous linear mappings a∘θa\circ \theta and θ∘mπ(a)\theta \circ m_{\pi(a)} therefore coincide on the subspaces L2(X(A),μx)L^2(\mathsf{X}(A), \mu_x), and are consequently equal.

Corollary (Spectral Theorem) 02ZG

Let E be a complex Hilbert space. Let u∈L(E)u\in \mathscr{L}(E) be a normal endomorphism of E. There exist a locally compact topological space X, a positive measure μ\mu on X, an isometric isomorphism θ\theta of L2(X,μ)L^2(X, \mu) onto E, and a continuous bounded function gg on X such that u=θ∘mg∘θ−1u=\theta \circ m_g\circ \theta^{-1}.

If uu admits a cyclic vector xx, one may take X = Sp(uu) and for gg the identity function of X.

It is enough to apply theorem 1 (resp. the corollary of proposition 8) to the involutive subalgebra A of L(E)\mathscr{L}(E) generated by uu, and to put g=π(u)g=\pi (u).

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 aa of A, and for a continuous function ff on a subset of C\mathbf{C} containing SpA(a)_A(a), we denote by f(a)f(a) the element obtained by the continuous functional calculus of aa applied to the restriction of ff to the spectrum of aa.

Proposition 10 02ZH

Let A be a unital involutive algebra. Let U be a relatively compact open subset of C\mathbf{C}. Let Ωn\Omega_n denote the set of normal elements of A such that SpA(a)_A(a) is contained in U. The mapping (f,a)↦f(a)(f, a)\mapsto f(a) of C(U)×Ωn\mathscr{C}(U)\times \Omega_n into A is continuous.

Let qq denote the mapping (f,a)↦f(a)(f, a)\mapsto f(a) of C(U)×Ωn\mathscr{C}(U)\times \Omega_n into A. The set of functional-calculus mappings f↦f(a)f\mapsto f(a) for a∈Ωna\in \Omega_n is equicontinuous in L(C(U);A)\mathscr{L}(\mathscr{C}(U); A), since each is a continuous linear mapping of norm ⩽1\leqslant 1. To prove the assertion, it is therefore enough to verify that, for every f∈Cf\in \mathscr{C} (U), the mapping of Ωn\Omega_n into A defined by a↦f(a)a\mapsto f(a) is continuous (TG, X, p. 13, cor. 3).

Let A\mathscr{A} be the set of f∈C(U)f\in \mathscr{C}(U) such that the mapping a↦f(a)a\mapsto f(a) of Ωn\Omega_n into A is continuous; it remains to prove that A=C(U)\mathscr{A}=\mathscr{C}(U).

The set A\mathscr{A} is a unital involutive subalgebra of C(U)\mathscr{C}(U). It contains the identity function of U, and therefore separates points. Consequently, it is dense in C(U)\mathscr{C}(U) (TG, X, p. 39, prop. 7). Let us prove that it is closed.

Let (fn)(f_n) be a sequence in A\mathscr{A} converging to f∈C(U)f\in \mathscr{C}(U). Let ε>0\varepsilon >0 and choose n∈Nn\in \mathbf{N} such that ∥f−fn∥∞⩽ε/4\|f-f_n\|_{\infty}\leqslant \varepsilon /4. For every (a1,a2)∈Ωn2(a_1, a_2)\in \Omega^2_n we have

∥f(a1)−f(a2)∥⩽2∥f−fn∥∞+∥fn(a1)−fn(a2)∥ \|f(a_1)-f(a_2)\|\leqslant 2\|f-f_n\|_{\infty}+\|f_n(a_1)-f_n(a_2)\|
ε \varepsilon
⩽+∥fn(a1)−fn(a2)∥ \leqslant +\|f_n(a_1)-f_n(a_2)\|

2

Since fnf_n belongs to A\mathscr{A}, there exists a neighbourhood V of a1a_1 in Ωn\Omega_n such that ∥fn(a1)−fn(a2)∥⩽ε/2\|f_n(a_1)-f_n(a_2)\|\leqslant \varepsilon /2 for every a2∈a_2\in V. Hence ∥f(a1)−f(a2)∥⩽ε\|f(a_1)-f(a_2)\|\leqslant \varepsilon for every a2∈Va_2\in V. The mapping a↦f(a)a\mapsto f(a) is therefore continuous at a1a_1; the assertion is proved.

Corollary 1 02ZI

Let A be a unital star algebra and let AnA_n be the set of normal elements of A. Endow the space C(C)\mathscr{C}(\mathbf{C}) with the topology of compact convergence. The mapping (f,a)↦f(a)(f, a)\mapsto f(a) of C(C)×An\mathscr{C}(\mathbf{C})\times A_n into A is continuous.

Let (f0,a0)∈C(C)×An(f_0, a_0)\in \mathscr{C}(\mathbf{C})\times A_n. Let U be a relatively compact neighbourhood of the spectrum of a0a_0. Let V be the set of normal elements aa of A such that SpA(a)⊂U_A(a)\subset U; this is an open neighbourhood of a0a_0 in AnA_n (I, p. 76, Prop. 10). For every a∈Va\in V and every function f∈C(C)f\in \mathscr{C}(\mathbf{C}), one has f(a)=(f∣U)(a)f(a) = (f|U)(a). Since the mapping f↦∥f∣U∥∞f\mapsto \|f|U\|_{\infty} is a continuous seminorm on C(C)\mathscr{C}(\mathbf{C}) endowed with the topology of compact convergence, the continuity of the mapping (f,a)↦f(a)(f, a)\mapsto f(a) at (f0,a0)(f_0, a_0) follows from Prop. 10.

Corollary 2 02ZJ

Let E be a complex Hilbert space and let L(E)n\mathscr{L}(E)_n be the set of normal endomorphisms of E. Endow the space C(C)\mathscr{C}(\mathbf{C}) with the topology of compact convergence. The mapping of C(C)×L(E)n\mathscr{C}(\mathbf{C})\times \mathscr{L}(E)_n into L(E)\mathscr{L}(E) defined by (f,u)↦f(u)(f, u)\mapsto f(u) is continuous.

Exercises

Unless otherwise stated, in the exercises of this paragraph, E denotes a complex Hilbert space.

See the exercises for § 2.

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