Bourbaki

Exercise 2, Appendix 0

Integration, IX, p. 118

Let E be a real Hilbert space, Q a continuous positive quadratic form on E, and H the quadratic form x↦∥x∥2x \mapsto \|x\|^2 on E.

a) Show that Tr⁡(Q/H)=∑i∈IQ(ei)\operatorname{Tr}(Q/H) = \sum_{i \in I} Q(e_i) for every orthonormal basis (ei)i∈I(e_i)_{i \in I} of E. (Let (a1,…,ap)(a_1, \ldots, a_p) be a finite orthonormal family in E; for every ε>0\varepsilon > 0, there exist a finite subset J of I and elements a1′,…,ap′a'_1, \ldots, a'_p that are linear combinations of the eie_i for i∈Ji \in J and are such that ∥aj−aj′∥<ε\|a_j - a'_j\| < \varepsilon for 1≤j≤p1 \leq j \leq p; then ∑j=1pQ(aj′)≤∑i∈JQ(ej)≤∑i∈IQ(ei)\sum_{j=1}^p Q(a'_j) \leq \sum_{i \in J} Q(e_j) \leq \sum_{i \in I} Q(e_i). Deduce from this that ∑j=1pQ(aj)≤∑i∈IQ(ei)\sum_{j=1}^p Q(a_j) \leq \sum_{i \in I} Q(e_i).)

b) Deduce from a) a new proof of Prop. 3.

c) Let E0E_0 be a dense linear subspace of E, Q0Q_0 (resp. H0H_0) the restriction of Q (resp. H) to E0E_0. Show that Tr⁡(Q/H)=Tr⁡(Q0/H0)\operatorname{Tr}(Q/H) = \operatorname{Tr}(Q_0/H_0). (Let (e1,…,en)(e_1, \ldots, e_n) be a linearly independent sequence in E, generating a subspace F. Denote by QFQ_F (resp. HFH_F) the restriction of Q (resp. H) to F. Using Remark 3 of No. 1, show that Tr⁡(QF/HF)\operatorname{Tr}(Q_F/H_F) is a continuous function of (e1,…,en)(e_1, \ldots, e_n).)

Solution

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