Lecture Notes in Functional Analysis

by William L. Paschke

edition 0.9

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Contents

Frontmatter

I. Hilbert Space

II. Bounded Operators

III. Compact Operators

IV. The Spectral Theorem

Index and References

IV. The Spectral Theorem

We begin with two elementary matters that could have been discussed much earlier, namely: the partial ordering of self-adjoint operators in ℒbounded linear operators⁡(HHilbert space) \( \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \); and projections, i.e. self-adjoint idempotents. Filling in the details below is recommended as an exercise.

Write ℒbounded linear operators⁡(HHilbert space) SAselfadjoint elements=equals{setAself-adjoint operator∈element ofℒbounded linear operators⁡(HHilbert space)|such thatAself-adjoint operator=equalsAself-adjoint operator*}set \( { \mathcal{L}\mathopen{}\left( H\right)\mathclose{} }_{\rm SA}= \mathopen{}\left\{\, A\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{}\,\middle\vert\, A= A^{*}\,\right\}\mathclose{} \). For Aself-adjoint operator\( A \) and Bself-adjoint operator\( B \) in ℒbounded linear operators⁡(HHilbert space) SAselfadjoint elements \( { \mathcal{L}\mathopen{}\left( H\right)\mathclose{} }_{\rm SA} \), say Aself-adjoint operator≤less than or equal toBself-adjoint operator \( A\leq B \) provided Bself-adjoint operator-minusAself-adjoint operator≥greater than or equal to0zero \( B-A\geq 0 \), i.e. 〈Aself-adjoint operator⁡(xvector), xvector〉≤less than or equal to〈Bself-adjoint operator⁡(xvector), xvector〉 \( \mathopen{}\left\langle{}A\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}\leq \mathopen{}\left\langle{}B\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{} \) for all xvector∈element ofHHilbert space \( x\in H \). Notice for Toperator∈element ofℒbounded linear operators⁡(HHilbert space) \( T\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \), Aself-adjoint operator≤less than or equal toBself-adjoint operator \( A\leq B \) implies Toperator*⁢timesAself-adjoint operator⁢timesToperator≤less than or equal toToperator*⁢timesBself-adjoint operator⁢timesToperator \( T^{*}AT\leq T^{*}BT \) because 〈Toperator*⁡(Aself-adjoint operator⁡(Toperator⁡(xvector))), xvector〉=equals〈Aself-adjoint operator⁡(Toperator⁡(xvector)), Toperator⁡(xvector)〉≤less than or equal to〈Bself-adjoint operator⁡(Toperator⁡(xvector)), xvector〉 \( \mathopen{}\left\langle{} T^{*}\mathopen{}\left( A\mathopen{}\left( T\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}\right)\mathclose{}, x\right\rangle\mathclose{}= \mathopen{}\left\langle{}A\mathopen{}\left( T\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}, T\mathopen{}\left( x\right)\mathclose{}\right\rangle\mathclose{}\leq \mathopen{}\left\langle{}B\mathopen{}\left( T\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}, x\right\rangle\mathclose{} \) for all xvector∈element ofHHilbert space \( x\in H \). For Aself-adjoint operator∈element of ℒbounded linear operators⁡(HHilbert space) SAselfadjoint elements \( A\in { \mathcal{L}\mathopen{}\left( H\right)\mathclose{} }_{\rm SA} \), recall from functional calculus fcontinuous function→converges tofcontinuous function⁡(Aself-adjoint operator) \( f \to f\mathopen{}\left( A\right)\mathclose{} \) from Cspace of continuous functions⁡(σ⁡(Aself-adjoint operator)) \( \mathrm{C}\mathopen{}\left( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \) to ℒbounded linear operators⁡(HHilbert space) \( \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \), fcontinuous function≥greater than or equal to0zero \( f\geq 0 \) on σ⁡(Aself-adjoint operator) \( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{} \) implies fcontinuous function⁡(Aself-adjoint operator)≥greater than or equal to0zero \( f\mathopen{}\left( A\right)\mathclose{}\geq 0 \) because fcontinuous function⁡(Aself-adjoint operator)=equals (fcontinuous function1one2two⁡(Aself-adjoint operator)) 2two =equals (fcontinuous function1one2two⁡(Aself-adjoint operator)) *⁢timesfcontinuous function1one2two⁡(Aself-adjoint operator) \( f\mathopen{}\left( A\right)\mathclose{}= {\mathopen{}\left({f}^{\frac{1}{2}}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{}}^{2}= \mathopen{}\left({f}^{\frac{1}{2}}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} ^{*}{f}^{\frac{1}{2}}\mathopen{}\left( A\right)\mathclose{} \) so fcontinuous function\( f \) and gcontinuous function\( g \) in Cspace of continuous functions⁡(σ⁡(Aself-adjoint operator)Rreal numbers) \( \mathrm{C}\mathopen{}\left( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}, \mathbb{R}\right)\mathclose{} \) with fcontinuous function≤less than or equal togcontinuous function \( f\leq g \) implies fcontinuous function⁡(Aself-adjoint operator)≤less than or equal togcontinuous function⁡(Aself-adjoint operator) \( f\mathopen{}\left( A\right)\mathclose{}\leq g\mathopen{}\left( A\right)\mathclose{} \).

Definition IV.1

Pprojection∈element ofℒbounded linear operators⁡(HHilbert space) \( P\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) is a projection if Pprojection=equalsPprojection*=equalsPprojection2two \( P= P^{*}= {P}^{2} \).

For a closed subspace Eclosed subspace⊆subsetHHilbert space \( E\subseteq H \), the orthogonal projection of HHilbert space\( H \) onto Eclosed subspace\( E \) is a projection in this sense. If Pprojection\( P \) is a projection, then Pprojection⁡(HHilbert space) \( P\mathopen{}\left( H\right)\mathclose{} \) is closed and Pprojection:mapsHHilbert space→toPprojection⁡(HHilbert space) \( P : H \to P\mathopen{}\left( H\right)\mathclose{} \) is the orthogonal projection of HHilbert space\( H \) on Pprojection⁡(HHilbert space) \( P\mathopen{}\left( H\right)\mathclose{} \). For projections Pprojection\( P \) and Qprojection\( Q \) we have Pprojection≤less than or equal toQprojection \( P\leq Q \) if and only if Pprojection⁡(HHilbert space)⊆subsetQprojection⁡(HHilbert space) \( P\mathopen{}\left( H\right)\mathclose{}\subseteq Q\mathopen{}\left( H\right)\mathclose{} \) if and only if Qprojection⁢timesPprojection=equalsPprojection \( QP= P \). In this situation, Qprojection-minusPprojection \( Q-P \) is projection on Qprojection⁡(HHilbert space)∩intersection (Pprojection⁡(HHilbert space)) ⊥ \( Q\mathopen{}\left( H\right)\mathclose{}\cap { \mathopen{}\left(P\mathopen{}\left( H\right)\mathclose{}\right)\mathclose{} }^{\perp} \) (i.e., Qprojection⁡(HHilbert space)∩intersection(1one-minusPprojection)⁡(HHilbert space) \( Q\mathopen{}\left( H\right)\mathclose{}\cap \mathopen{}\left(1-P\right)\mathclose{}\mathopen{}\left( H\right)\mathclose{} \)), often written Qprojection⁡(HHilbert space)⊖Pprojection⁡(HHilbert space) \( Q\mathopen{}\left( H\right)\mathclose{}\ominus P\mathopen{}\left( H\right)\mathclose{} \).

Fix Aself-adjoint operator∈element of ℒbounded linear operators⁡(HHilbert space) SAselfadjoint elements \( A\in { \mathcal{L}\mathopen{}\left( H\right)\mathclose{} }_{\rm SA} \). For λreal number∈element ofRreal numbers \( λ\in \mathbb{R} \), define fcontinuous functionλreal number \( {f}_{λ} \) on Rreal numbers\( \mathbb{R} \) by fcontinuous functionλreal number⁡(treal number)=equalstreal number-minusλreal number+plus|modulustreal number-minusλreal number|modulus \( {f}_{λ}\mathopen{}\left( t\right)\mathclose{}= t-λ+\mathopen{}\left\lvert{}t-λ\right\rvert\mathclose{} \). Regard fcontinuous functionλreal number∈element ofCspace of continuous functions⁡(σ⁡(Aself-adjoint operator)) \( {f}_{λ}\in \mathrm{C}\mathopen{}\left( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \). Let Pprojectionλreal number \( {P}_{λ} \) be projection on Kerkernel⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator)) \( \operatorname{Ker}\mathopen{}\left( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \).

Lemma IV.2

  1. λreal number≤less than or equal toμreal number \( λ\leq μ \) implies Pprojectionλreal number≤less than or equal toPprojectionμreal number \( {P}_{λ}\leq {P}_{μ} \).
  2. λreal number<less thanminminimumσ⁡(Aself-adjoint operator) \( λ\lt \min{}\mathop{\sigma}\mathopen{}\left( A\right)\mathclose{} \) implies Pprojectionλreal number=equals0zero \( {P}_{λ}= 0 \).
  3. λreal number>greater thanmaxmaximumσ⁡(Aself-adjoint operator) \( λ\gt \max{}\mathop{\sigma}\mathopen{}\left( A\right)\mathclose{} \) implies Pprojectionλreal number=equals1one \( {P}_{λ}= 1 \).

Proof.

  1. Notice λreal number≤less than or equal toμreal number \( λ\leq μ \) implies fcontinuous functionμreal number=equalsgcontinuous function⁢timesfcontinuous functionλreal number \( {f}_{μ}= g{f}_{λ} \) for a continuous function gcontinuous function\( g \), so fcontinuous functionμreal number⁡(Aself-adjoint operator)=equalsgcontinuous function⁡(Aself-adjoint operator)⁢timesfcontinuous functionλreal number⁡(Aself-adjoint operator) \( {f}_{μ}\mathopen{}\left( A\right)\mathclose{}= g\mathopen{}\left( A\right)\mathclose{}{f}_{λ}\mathopen{}\left( A\right)\mathclose{} \). Hence fcontinuous functionλreal number⁡(Aself-adjoint operator)⁡(xvector)=equals0zero \( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= 0 \) implies fcontinuous functionμreal number⁡(Aself-adjoint operator)⁡(xvector)=equals0zero \( {f}_{μ}\mathopen{}\left( A\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= 0 \), that is, Kerkernel⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator))⊆subsetKerkernel⁡(fcontinuous functionμreal number⁡(Aself-adjoint operator)) \( \operatorname{Ker}\mathopen{}\left( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{}\subseteq \operatorname{Ker}\mathopen{}\left( {f}_{μ}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \).
  2. λreal number<less thanminminimumσ⁡(Aself-adjoint operator) \( λ\lt \min{}\mathop{\sigma}\mathopen{}\left( A\right)\mathclose{} \) implies Aself-adjoint operator-minusλreal number≥greater than or equal to0zero \( A-λ\geq 0 \) and Aself-adjoint operator-minusλreal number \( A-λ \) invertible, so fcontinuous functionλreal number⁡(Aself-adjoint operator)=equals2two⁢times(Aself-adjoint operator-minusλreal number) \( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}= 2\mathopen{}\left(A-λ\right)\mathclose{} \) is invertible, so Pprojectionλreal number=equals0zero \( {P}_{λ}= 0 \).
  3. λreal number>greater thanmaxmaximumσ⁡(Aself-adjoint operator) \( λ\gt \max{}\mathop{\sigma}\mathopen{}\left( A\right)\mathclose{} \), then Aself-adjoint operator-minusλreal number≤less than or equal to0zero \( A-λ\leq 0 \) and so |modulusAself-adjoint operator-minusλreal number|modulus=equalsλreal number-minusAself-adjoint operator \( \mathopen{}\left\lvert{}A-λ\right\rvert\mathclose{}= λ-A \) so fcontinuous functionλreal number⁡(Aself-adjoint operator)=equals0zero \( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}= 0 \) so Kerkernel⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator))=equalsHHilbert space \( \operatorname{Ker}\mathopen{}\left( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{}= H \).

Lemma IV.3

  1. Aself-adjoint operator⁢timesPprojectionλreal number=equalsPprojectionλreal number⁢timesAself-adjoint operator \( A{P}_{λ}= {P}_{λ}A \).
  2. Aself-adjoint operator⁢timesPprojectionλreal number≤less than or equal toλreal number⁢timesPprojectionλreal number \( A{P}_{λ}\leq λ{P}_{λ} \).
  3. Aself-adjoint operator⁢times(1one-minusPprojectionλreal number)≥greater than or equal toλreal number⁢times(1one-minusPprojectionλreal number) \( A\mathopen{}\left(1-{P}_{λ}\right)\mathclose{}\geq λ\mathopen{}\left(1-{P}_{λ}\right)\mathclose{} \).

Proof.

  1. Let xvector∈element ofKerkernel⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator)) \( x\in \operatorname{Ker}\mathopen{}\left( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \). Then fcontinuous functionλreal number⁡(Aself-adjoint operator)⁡(Aself-adjoint operator⁡(xvector))=equalsAself-adjoint operator⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator⁡(xvector)))=equals0zero \( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}\mathopen{}\left( A\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}= A\mathopen{}\left( {f}_{λ}\mathopen{}\left( A\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}\right)\mathclose{}= 0 \). So Aself-adjoint operator⁢timesKerkernel⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator))⊆subsetKerkernel⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator)) \( A\operatorname{Ker}\mathopen{}\left( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{}\subseteq \operatorname{Ker}\mathopen{}\left( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \), so Pprojectionλreal number⁢timesAself-adjoint operator⁢timesPprojectionλreal number=equalsAself-adjoint operator⁢timesPprojectionλreal number \( {P}_{λ}A{P}_{λ}= A{P}_{λ} \). But also Pprojectionλreal number⁢timesAself-adjoint operator=equalsPprojectionλreal number*⁢timesAself-adjoint operator*=equals(Pprojectionλreal number⁢timesAself-adjoint operator⁢timesPprojectionλreal number)*=equalsPprojectionλreal number*⁢timesAself-adjoint operator*⁢timesPprojectionλreal number*=equalsPprojectionλreal number⁢timesAself-adjoint operator⁢timesPprojectionλreal number=equalsAself-adjoint operator⁢timesPprojectionλreal number . \[ {P}_{λ}A= {P}_{λ}^{*} A^{*}= \mathopen{}\left({P}_{λ}A{P}_{λ}\right)\mathclose{}^{*}= {P}_{λ}^{*} A^{*} {P}_{λ}^{*}= {P}_{λ}A{P}_{λ}= A{P}_{λ} \text{.} \]
  2. For yvector∈element ofKerkernel⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator)) \( y\in \operatorname{Ker}\mathopen{}\left( {f}_{λ}\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \), we have that (Aself-adjoint operator-minusλreal number)⁢timesyvector=equals−⁢|modulusAself-adjoint operator-minusλreal number|modulus⁢timesyvector \( \mathopen{}\left(A-λ\right)\mathclose{}y= {-}\mathopen{}\left\lvert{}A-λ\right\rvert\mathclose{}y \). So for any xvector∈element ofHHilbert space \( x\in H \), 〈(Aself-adjoint operator-minusλreal number)⁡(Pprojectionλreal number⁡(xvector)), xvector〉=equals〈Pprojectionλreal number⁡((Aself-adjoint operator-minusλreal number)⁡(Pprojectionλreal number⁡(xvector))xvector)〉=equals〈(Aself-adjoint operator-minusλreal number)⁡(Pprojectionλreal number⁡(xvector)), Pprojectionλreal number⁡(xvector)〉=equals−⁢ 〈|modulusAself-adjoint operator-minusλreal number|modulus⁡(Pprojectionλreal number⁡(xvector)), Pprojectionλreal number⁡(xvector)〉 ≤less than or equal to0zero , \[ \mathopen{}\left\langle{}\mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( {P}_{λ}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}, x\right\rangle\mathclose{}= \mathopen{}\left\langle{}{P}_{λ}\mathopen{}\left( \mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( {P}_{λ}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}, x\right)\mathclose{}\right\rangle\mathclose{}= \mathopen{}\left\langle{}\mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( {P}_{λ}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}, {P}_{λ}\mathopen{}\left( x\right)\mathclose{}\right\rangle\mathclose{}= {-} \mathopen{}\left\langle{}\mathopen{}\left\lvert{}A-λ\right\rvert\mathclose{}\mathopen{}\left( {P}_{λ}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}, {P}_{λ}\mathopen{}\left( x\right)\mathclose{}\right\rangle\mathclose{} \leq 0 \text{,} \] showing (Aself-adjoint operator-minusλreal number)⁡(Pprojectionλreal number)≤less than or equal to0zero \( \mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( {P}_{λ}\right)\mathclose{}\leq 0 \).
  3. For any yvector∈element ofHHilbert space \( y\in H \), 〈(Aself-adjoint operator-minusλreal number)⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator1one2two⁡(yvector))), fcontinuous functionλreal number⁡(Aself-adjoint operator1one2two⁡(yvector))〉=equals〈(Aself-adjoint operator-minusλreal number)⁡(fcontinuous functionλreal number⁡(Aself-adjoint operator⁡(yvector))), yvector〉=equals〈( (Aself-adjoint operator-minusλreal number)2two +plus(Aself-adjoint operator-minusλreal number)⁢times|modulusAself-adjoint operator-minusλreal number|modulus)⁡(yvector), yvector〉≥greater than or equal to0zero . \[ \mathopen{}\left\langle{}\mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( {f}_{λ}\mathopen{}\left( {A}^{\frac{1}{2}}\mathopen{}\left( y\right)\mathclose{}\right)\mathclose{}\right)\mathclose{}, {f}_{λ}\mathopen{}\left( {A}^{\frac{1}{2}}\mathopen{}\left( y\right)\mathclose{}\right)\mathclose{}\right\rangle\mathclose{}= \mathopen{}\left\langle{}\mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( {f}_{λ}\mathopen{}\left( A\mathopen{}\left( y\right)\mathclose{}\right)\mathclose{}\right)\mathclose{}, y\right\rangle\mathclose{}= \mathopen{}\left\langle{}\mathopen{}\left({\mathopen{}\left(A-λ\right)\mathclose{}}^{2}+\mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left\lvert{}A-λ\right\rvert\mathclose{}\right)\mathclose{}\mathopen{}\left( y\right)\mathclose{}, y\right\rangle\mathclose{}\geq 0 \text{.} \] It follows that 〈(Aself-adjoint operator-minusλreal number)⁡(xvector), xvector〉≥greater than or equal to0zero \( \mathopen{}\left\langle{}\mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}, x\right\rangle\mathclose{}\geq 0 \) for all xvector∈element of fcontinuous functionλreal number⁡(Aself-adjoint operator1one2two⁡(HHilbert space)) ¯complex conjugate \( x\in \overline{ {f}_{λ}\mathopen{}\left( {A}^{\frac{1}{2}}\mathopen{}\left( H\right)\mathclose{}\right)\mathclose{} } \). Notice fcontinuous functionλreal number⁡(Aself-adjoint operator1one2two⁡(HHilbert space)) ¯complex conjugate=equals (Kerkernel⁡( (fcontinuous functionλreal number⁡(Aself-adjoint operator1one2two)) *)) ⊥=equalsKerkernel⁡( (fcontinuous functionλreal number⁡(Aself-adjoint operator1one2two)) ⊥)=equals(1one-minusPprojectionλreal number)⁡(HHilbert space) , \[ \overline{ {f}_{λ}\mathopen{}\left( {A}^{\frac{1}{2}}\mathopen{}\left( H\right)\mathclose{}\right)\mathclose{} }= { \mathopen{}\left(\operatorname{Ker}\mathopen{}\left( \mathopen{}\left({f}_{λ}\mathopen{}\left( {A}^{\frac{1}{2}}\right)\mathclose{}\right)\mathclose{} ^{*}\right)\mathclose{}\right)\mathclose{} }^{\perp}= \operatorname{Ker}\mathopen{}\left( { \mathopen{}\left({f}_{λ}\mathopen{}\left( {A}^{\frac{1}{2}}\right)\mathclose{}\right)\mathclose{} }^{\perp}\right)\mathclose{}= \mathopen{}\left(1-{P}_{λ}\right)\mathclose{}\mathopen{}\left( H\right)\mathclose{} \text{,} \] so 0zero≤less than or equal to〈(Aself-adjoint operator-minusλreal number)⁡((1one-minusPprojectionλreal number)⁡(yvector)), (1one-minusPprojectionλreal number)⁡(yvector)〉=equals〈(Aself-adjoint operator-minusλreal number)⁡((1one-minusPprojectionλreal number)⁡(yvector)), yvector〉 . \[ 0\leq \mathopen{}\left\langle{}\mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( \mathopen{}\left(1-{P}_{λ}\right)\mathclose{}\mathopen{}\left( y\right)\mathclose{}\right)\mathclose{}, \mathopen{}\left(1-{P}_{λ}\right)\mathclose{}\mathopen{}\left( y\right)\mathclose{}\right\rangle\mathclose{}= \mathopen{}\left\langle{}\mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( \mathopen{}\left(1-{P}_{λ}\right)\mathclose{}\mathopen{}\left( y\right)\mathclose{}\right)\mathclose{}, y\right\rangle\mathclose{} \text{.} \]

Lemma IV.4

For λreal number≤less than or equal toμreal number \( λ\leq μ \), we have λreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number)≤less than or equal toAself-adjoint operator⁢times(Pprojectionμreal number-minusPprojectionλreal number)≤less than or equal toμreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number) \( λ\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}\leq A\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}\leq μ\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{} \).

Proof. Continuing with the proof of the spectral theorem (which we will state at the end), fix areal number<less thanbreal number \( a\lt b \) with σ⁡(Aself-adjoint operator)⊆subset(intervalareal number, breal number)interval \( \mathop{\sigma}\mathopen{}\left( A\right)\mathclose{}\subseteq \mathopen{}\left(a, b\right)\mathclose{} \). So (Pprojectionμreal number-minusPprojectionλreal number)⁢timesAself-adjoint operator⁢times(1one-minusPprojectionλreal number)⁢times(Pprojectionμreal number-minusPprojectionλreal number)≥greater than or equal toλreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number)⁢times(1one-minusPprojectionλreal number)⁢times(Pprojectionμreal number-minusPprojectionλreal number) \[ \mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}A\mathopen{}\left(1-{P}_{λ}\right)\mathclose{}\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}\geq λ\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}\mathopen{}\left(1-{P}_{λ}\right)\mathclose{}\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{} \] implies Aself-adjoint operator⁢times(1one-minusPprojectionλreal number)⁢times(Pprojectionμreal number-minusPprojectionλreal number)≥greater than or equal toλreal number⁢times(1one-minusPprojectionλreal number)⁢times(Pprojectionμreal number-minusPprojectionλreal number)=equalsλreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number⁢timesPprojectionμreal number-minusPprojectionλreal number+plusPprojectionλreal number)=equalsλreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number) \[ A\mathopen{}\left(1-{P}_{λ}\right)\mathclose{}\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}\geq λ\mathopen{}\left(1-{P}_{λ}\right)\mathclose{}\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}= λ\mathopen{}\left({P}_{μ}-{P}_{λ}{P}_{μ}-{P}_{λ}+{P}_{λ}\right)\mathclose{}= λ\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{} \] since Pprojectionλreal number≤less than or equal toPprojectionμreal number \( {P}_{λ}\leq {P}_{μ} \). Thus Aself-adjoint operator⁢timesPprojectionμreal number-minusPprojectionλreal number≥greater than or equal toλreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number) \( A{P}_{μ}-{P}_{λ}\geq λ\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{} \). Next, Aself-adjoint operator⁢timesPprojectionμreal number≤less than or equal toμreal number⁢timesPprojectionμreal number \( A{P}_{μ}\leq μ{P}_{μ} \), so (Pprojectionμreal number-minusPprojectionλreal number)⁢timesAself-adjoint operator⁢timesPprojectionμreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number)≤less than or equal toμreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number)⁢timesPprojectionμreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number) \[ \mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}A{P}_{μ}\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}\leq μ\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}{P}_{μ}\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{} \] implies Aself-adjoint operator⁢times (Pprojectionμreal number-minusPprojectionλreal number) 2two ≤less than or equal toμreal number⁢times (Pprojectionμreal number-minusPprojectionλreal number) 2two \( A{\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}}^{2}\leq μ{\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}}^{2} \) implies Aself-adjoint operator⁢times(Pprojectionμreal number-minusPprojectionλreal number)≤less than or equal toμreal number⁢times(Pprojectionμreal number-minusPprojectionλreal number) \( A\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{}\leq μ\mathopen{}\left({P}_{μ}-{P}_{λ}\right)\mathclose{} \).

We now move towards the first version of the spectral theorem: Fix areal number<less thanbreal number \( a\lt b \) with σ⁡(Aself-adjoint operator)⊆subset(intervalareal number, breal number)interval \( σ\mathopen{}\left( A\right)\mathclose{}\subseteq \mathopen{}\left(a, b\right)\mathclose{} \). Consider a partition of [intervalareal number, breal number]interval \( \mathopen{}\left[a, b\right]\mathclose{} \): areal number=equalsλreal number0zero<less thanλreal number1one<less than⋯<less thanλreal numberninteger-minus1one<less thanλreal numberninteger=equalsbreal number \( a= {λ}_{0}\lt {λ}_{1}\lt \dotsb\lt {λ}_{n-1}\lt {λ}_{n}= b \). Now pick treal numberjinteger∈element of[intervalλreal numberjinteger-minus1one, λreal numberjinteger]interval \( {t}_{j}\in \mathopen{}\left[{λ}_{j-1}, {λ}_{j}\right]\mathclose{} \) for jinteger∈element of{set1one2two…ninteger}set \( j\in \mathopen{}\left\{\, 1, 2, \dotsc, n\,\right\}\mathclose{} \). Now consider Soperator=equals∑summationjinteger=1oneninteger treal numberjinteger⁢times(Pprojectionλreal numberjinteger-minusPprojectionλreal numberjinteger-minus1one) \( S= \sum_{j=1}^{n}{} {t}_{j}\mathopen{}\left({P}_{{λ}_{j}}-{P}_{{λ}_{j-1}}\right)\mathclose{} \).

We claim that ‖Aself-adjoint operator-minusSoperator‖≤less than or equal tomaxmaximumjinteger(λreal numberjinteger-minusλreal numberjinteger-minus1one) \( \mathopen{}\left\lVert{}A-S\right\rVert\mathclose{}\leq \max_{j}{}\mathopen{}\left({λ}_{j}-{λ}_{j-1}\right)\mathclose{} \). Let Qprojectionjinteger=equalsPprojectionλreal numberjinteger-minusPprojectionλreal numberjinteger-minus1one \( {Q}_{j}= {P}_{{λ}_{j}}-{P}_{{λ}_{j-1}} \). Note that ∑summationjinteger=1onenintegerQprojectionjinteger=equals1one \( \sum_{j=1}^{n}{}{Q}_{j}= 1 \) and that the Qprojectionjinteger \( {Q}_{j} \)'s are mutually orthogonal: Qprojectionjinteger⁢timesQprojectionkinteger=equals0zero \( {Q}_{j}{Q}_{k}= 0 \) if jinteger≠not equal tokinteger \( j\neq k \). Then HHilbert space=equals⨁direct product Qprojectionjinteger⁡(HHilbert space) \( H= \bigoplus{} {Q}_{j}\mathopen{}\left( H\right)\mathclose{} \) so Aself-adjoint operator-minusSoperator=equals∑summationjinteger=1onenintegerAself-adjoint operator⁢timesQprojectionjinteger-minus∑summationjinteger=1oneninteger treal numberjinteger⁢timesQprojectionjinteger =equals∑summationjinteger=1oneninteger (Aself-adjoint operator-minustreal numberjinteger)⁢timesQprojectionjinteger \( A-S= \sum_{j=1}^{n}{}A{Q}_{j}-\sum_{j=1}^{n}{} {t}_{j}{Q}_{j} = \sum_{j=1}^{n}{} \mathopen{}\left(A-{t}_{j}\right)\mathclose{}{Q}_{j} \). Notice that for any operators Toperator1one \( {T}_{1} \), Toperator2two \( {T}_{2} \), …, Toperatorninteger \( {T}_{n} \) that commute with Qprojectionjinteger \( {Q}_{j} \), we have that ‖∑summationjinteger=1oneninteger Toperatorjinteger⁢timesQprojectionjinteger ‖=equalsmaxmaximumjinteger ‖Toperatorjinteger⁢timesQprojectionjinteger‖ \( \mathopen{}\left\lVert{}\sum_{j=1}^{n}{} {T}_{j}{Q}_{j} \right\rVert\mathclose{}= \max_{j}{} \mathopen{}\left\lVert{}{T}_{j}{Q}_{j}\right\rVert\mathclose{} \) because ‖∑summationjinteger=1oneninteger Toperatorjinteger⁢timesQprojectionjinteger ‖≥greater than or equal to‖∑summationjinteger=1oneninteger Toperatorjinteger⁢timesQprojectionjinteger|restricted toQprojectionkinteger⁡(HHilbert space) ‖=equals‖Toperatorkinteger⁢timesQprojectionkinteger|restricted toQprojectionkinteger⁡(HHilbert space)‖=equals‖Toperatorkinteger⁢timesQprojectionkinteger‖ . \[ \mathopen{}\left\lVert{}\sum_{j=1}^{n}{} {T}_{j}{Q}_{j} \right\rVert\mathclose{}\geq \mathopen{}\left\lVert{}\sum_{j=1}^{n}{} {T}_{j}{Q}_{j}|{Q}_{k}\mathopen{}\left( H\right)\mathclose{} \right\rVert\mathclose{}= \mathopen{}\left\lVert{}{T}_{k}{Q}_{k}|{Q}_{k}\mathopen{}\left( H\right)\mathclose{}\right\rVert\mathclose{}= \mathopen{}\left\lVert{}{T}_{k}{Q}_{k}\right\rVert\mathclose{} \text{.} \]

For the proof of the reverse inequality, ‖∑summationjinteger=1oneninteger Toperatorjinteger⁡(Qprojectionjinteger⁡(xvector)) ‖ 2two =equals ‖∑summationjinteger=1oneninteger Qprojectionjinteger⁡(Toperatorjinteger⁡(Qprojectionjinteger⁡(xvector))) ‖ 2two =equals∑summationjinteger=1oneninteger ‖Toperatorjinteger⁡(Qprojectionjinteger⁡(xvector))‖ 2two =equals∑summationjinteger=1oneninteger ‖Toperatorjinteger⁡(Qprojectionjinteger⁡(Qprojectionjinteger⁡(xvector)))‖ 2two ≤less than or equal to∑summationjinteger=1oneninteger ‖Toperatorjinteger⁡(Qprojectionjinteger)‖ 2two ⁢times ‖Qprojectionjinteger⁡(xvector)‖ 2two ≤less than or equal tomaxmaximumkinteger ‖Toperatorkinteger⁡(Qprojectionkinteger)‖ 2two ⁢times∑summationjinteger=1oneninteger ‖Qprojectionjinteger⁡(xvector)‖ 2two =equalsmaxmaximumkinteger ‖Toperatorkinteger⁡(Qprojectionkinteger)‖ 2two ⁢times‖xvector‖2two . \[ {\mathopen{}\left\lVert{}\sum_{j=1}^{n}{} {T}_{j}\mathopen{}\left( {Q}_{j}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{} \right\rVert\mathclose{}}^{2}= {\mathopen{}\left\lVert{}\sum_{j=1}^{n}{} {Q}_{j}\mathopen{}\left( {T}_{j}\mathopen{}\left( {Q}_{j}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}\right)\mathclose{} \right\rVert\mathclose{}}^{2}= \sum_{j=1}^{n}{} {\mathopen{}\left\lVert{}{T}_{j}\mathopen{}\left( {Q}_{j}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}\right\rVert\mathclose{}}^{2} = \sum_{j=1}^{n}{} {\mathopen{}\left\lVert{}{T}_{j}\mathopen{}\left( {Q}_{j}\mathopen{}\left( {Q}_{j}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}\right)\mathclose{}\right\rVert\mathclose{}}^{2} \leq \sum_{j=1}^{n}{} {\mathopen{}\left\lVert{}{T}_{j}\mathopen{}\left( {Q}_{j}\right)\mathclose{}\right\rVert\mathclose{}}^{2}{\mathopen{}\left\lVert{}{Q}_{j}\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}}^{2} \leq \max_{k}{} {\mathopen{}\left\lVert{}{T}_{k}\mathopen{}\left( {Q}_{k}\right)\mathclose{}\right\rVert\mathclose{}}^{2}\sum_{j=1}^{n}{} {\mathopen{}\left\lVert{}{Q}_{j}\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}}^{2} = \max_{k}{} {\mathopen{}\left\lVert{}{T}_{k}\mathopen{}\left( {Q}_{k}\right)\mathclose{}\right\rVert\mathclose{}}^{2}{\mathopen{}\left\lVert{}x\right\rVert\mathclose{}}^{2} \text{.} \] So ‖Aself-adjoint operator-minusSoperator‖=equalsmaxmaximumjinteger ‖(Aself-adjoint operator-minustreal numberjinteger)⁢timesQprojectionjinteger‖ \( \mathopen{}\left\lVert{}A-S\right\rVert\mathclose{}= \max_{j}{} \mathopen{}\left\lVert{}\mathopen{}\left(A-{t}_{j}\right)\mathclose{}{Q}_{j}\right\rVert\mathclose{} \). By Lemma IV.4, λreal numberjinteger-minus1one⁢timesQprojectionjinteger≤less than or equal toAself-adjoint operator⁢timesQprojectionjinteger≤less than or equal toλreal numberjinteger⁢timesQprojectionjinteger \( {λ}_{j-1}{Q}_{j}\leq A{Q}_{j}\leq {λ}_{j}{Q}_{j} \). So (λreal numberjinteger-minus1one-minustreal numberjinteger)⁢timesQprojectionjinteger≤less than or equal to(Aself-adjoint operator-minustreal numberjinteger)⁢timesQprojectionjinteger≤less than or equal to(λreal numberjinteger-minustreal numberjinteger)⁢timesQprojectionjinteger \( \mathopen{}\left({λ}_{j-1}-{t}_{j}\right)\mathclose{}{Q}_{j}\leq \mathopen{}\left(A-{t}_{j}\right)\mathclose{}{Q}_{j}\leq \mathopen{}\left({λ}_{j}-{t}_{j}\right)\mathclose{}{Q}_{j} \) which makes −⁢ (treal numberjinteger-minusλreal numberjinteger-minus1one) ≤less than or equal to(Aself-adjoint operator-minustreal numberjinteger)⁢timesQprojectionjinteger≤less than or equal to(λreal numberjinteger-minustreal numberjinteger) \( {-} \mathopen{}\left({t}_{j}-{λ}_{j-1}\right)\mathclose{} \leq \mathopen{}\left(A-{t}_{j}\right)\mathclose{}{Q}_{j}\leq \mathopen{}\left({λ}_{j}-{t}_{j}\right)\mathclose{} \). We conclude that ‖(Aself-adjoint operator-minustreal numberjinteger)⁢timesQprojectionjinteger‖≤less than or equal tomaxmaximum (treal numberjinteger-minusλreal numberjinteger-minus1one, λreal numberjinteger-minustreal numberjinteger) ≤less than or equal toλreal numberjinteger-minusλreal numberjinteger-minus1one \( \mathopen{}\left\lVert{}\mathopen{}\left(A-{t}_{j}\right)\mathclose{}{Q}_{j}\right\rVert\mathclose{}\leq \max{} \mathopen{}\left({t}_{j}-{λ}_{j-1}, {λ}_{j}-{t}_{j}\right)\mathclose{} \leq {λ}_{j}-{λ}_{j-1} \). Thus ‖Aself-adjoint operator-minusSoperator‖≤less than or equal tomaxmaximum (λreal numberjinteger-minusλreal numberjinteger-minus1one) \( \mathopen{}\left\lVert{}A-S\right\rVert\mathclose{}\leq \max{} \mathopen{}\left({λ}_{j}-{λ}_{j-1}\right)\mathclose{} \).

We have now proved the spectral theorem for bounded self-adjoint operators. It remains to be seen what the spectral theorem has to do with the spectrum of such an operator.

Theorem IV.5

Given Aself-adjoint operator=equalsAself-adjoint operator*∈element ofℒbounded linear operators⁡(HHilbert space) \( A= A^{*}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) and areal number<less thanbreal number \( a\lt b \) such that σ⁡(areal number)⊆subset(intervalareal number, breal number)interval \( σ\mathopen{}\left( a\right)\mathclose{}\subseteq \mathopen{}\left(a, b\right)\mathclose{} \) there is an increasing projection-valued function λreal number↦is mapped toPprojectionλreal number \( λ\mapsto {P}_{λ} \) with Pprojectionareal number=equals0zero \( {P}_{a}= 0 \) and Pprojectionbreal number=equals1one \( {P}_{b}= 1 \) and each Pprojectionλreal number Aself-adjoint operator \( {P}_{λ} A \) such that Aself-adjoint operator=equals∫integralareal numberbreal numberλreal number⁢dPprojectionλreal number \( A= \int _{a}^{b}{}λ\,\mathrm{d}{P}_{λ} \) in the sense that Aself-adjoint operator\( A \) is the norm-limit of sums ∑summationjinteger=1oneninteger treal numberjinteger⁢times(Pprojectionλreal numberjinteger-minusPprojectionλreal numberjinteger-minus1one) \( \sum_{j=1}^{n}{} {t}_{j}\mathopen{}\left({P}_{{λ}_{j}}-{P}_{{λ}_{j-1}}\right)\mathclose{} \) over partitions areal number=equalsλreal number0zero<less thanλreal number1one<less than⋯<less thanλreal numberninteger=equalsbreal number \( a= {λ}_{0}\lt {λ}_{1}\lt \dotsb\lt {λ}_{n}= b \) marked by treal numberjinteger∈element of[intervalλreal numberjinteger-minus1one, λreal numberjinteger]interval \( {t}_{j}\in \mathopen{}\left[{λ}_{j-1}, {λ}_{j}\right]\mathclose{} \), as the mesh of the partition goes to 0zero\( 0 \).

Example IV.6

Mαcomplex numbermultiplication operatorαcomplex number\( \mathrm{M}_{α} \) is multiplication on L2Lebesgue space⁡(Xnormed linear spaceμmeasure) \( \mathrm{L}^{\mathrm{2}}\mathopen{}\left( X, μ\right)\mathclose{} \) by αcomplex number∈element ofL∞Lebesgue space⁡(Xnormed linear spaceμmeasure) \( α\in \mathrm{L}^{\mathrm{∞}}\mathopen{}\left( X, μ\right)\mathclose{} \), i.e. (Mαcomplex numbermultiplication operatorαcomplex number⁡(ξfunction))⁡(xelement)=equalsαcomplex number⁡(xelement)⁢timesξfunction⁡(xelement) \( \mathopen{}\left(\mathrm{M}_{α}\mathopen{}\left( ξ\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= α\mathopen{}\left( x\right)\mathclose{}ξ\mathopen{}\left( x\right)\mathclose{} \). Mαcomplex numbermultiplication operatorαcomplex number-minusλreal number+plus|modulusMαcomplex numbermultiplication operatorαcomplex number-minusλreal number|modulus \( \mathrm{M}_{α}-λ+\mathopen{}\left\lvert{}\mathrm{M}_{α}-λ\right\rvert\mathclose{} \) is multiplication by αcomplex number-minusλreal number+plus|modulusαcomplex number-minusλreal number|modulus \( α-λ+\mathopen{}\left\lvert{}α-λ\right\rvert\mathclose{} \). Kerkernel⁡(fcontinuous functionλreal number⁡(Mαcomplex numbermultiplication operatorαcomplex number))=equalsL2Lebesgue space⁡({setxelement|such that αcomplex number⁡(xelement)≤less than or equal toλreal number }set) \( \operatorname{Ker}\mathopen{}\left( {f}_{λ}\mathopen{}\left( \mathrm{M}_{α}\right)\mathclose{}\right)\mathclose{}= \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left\{\, x\,\middle\vert\, , α\mathopen{}\left( x\right)\mathclose{}\leq λ, \,\right\}\mathclose{}\right)\mathclose{} \) (i.e. L2Lebesgue space⁡(Xnormed linear space) \( \mathrm{L}^{\mathrm{2}}\mathopen{}\left( X\right)\mathclose{} \) functions vanishing almost everywhere off {setxelement|such that αcomplex number⁡(xelement)≤less than or equal toλreal number }set \( \mathopen{}\left\{\, x\,\middle\vert\, , α\mathopen{}\left( x\right)\mathclose{}\leq λ, \,\right\}\mathclose{} \)) and Pprojectionλreal number \( {P}_{λ} \) is projection on Kerkernel⁡(fcontinuous functionλreal number⁡(Mαcomplex numbermultiplication operatorαcomplex number)) \( \operatorname{Ker}\mathopen{}\left( {f}_{λ}\mathopen{}\left( \mathrm{M}_{α}\right)\mathclose{}\right)\mathclose{} \).

In the setup of Theorem IV.5, consider gcontinuous function∈element ofC [intervalareal number, breal number]interval \( g\in \mathbb{C} \mathopen{}\left[a, b\right]\mathclose{} \). What is ∫integralareal numberbreal numbergcontinuous function⁡(λreal number)⁢dPprojectionλreal number \( \int _{a}^{b}{}g\mathopen{}\left( λ\right)\mathclose{}\,\mathrm{d}{P}_{λ} \)? Given εpositive real number>greater than0zero \( ε\gt 0 \), get δpositive real number>greater than0zero \( δ\gt 0 \) such that |modulusgcontinuous function⁡(sreal number)-minusgcontinuous function⁡(treal number)|modulus<less thanεpositive real number \( \mathopen{}\left\lvert{}g\mathopen{}\left( s\right)\mathclose{}-g\mathopen{}\left( t\right)\mathclose{}\right\rvert\mathclose{}\lt ε \) whenever |modulussreal number-minustreal number|modulus<less thanδpositive real number \( \mathopen{}\left\lvert{}s-t\right\rvert\mathclose{}\lt δ \). Given a partition areal number=equalsλreal number0zero<less thanλreal number1one<less than⋯<less thanλreal numberninteger=equalsbreal number \( a= {λ}_{0}\lt {λ}_{1}\lt \dotsb\lt {λ}_{n}= b \) with λreal numberjinteger-minusλreal numberjinteger-minus1one<less thanδpositive real number \( {λ}_{j}-{λ}_{j-1}\lt δ \) for all jinteger\( j \) and any refinement areal number=equalsμreal number0zero<less thanμreal number1one<less than⋯<less thanμreal numberrreal number=equalsbreal number \( a= {μ}_{0}\lt {μ}_{1}\lt \dotsb\lt {μ}_{r}= b \). If we mark the λreal number\( λ \)-partition with treal numberjinteger∈element of[intervalλreal numberjinteger-minus1one, λreal numberjinteger]interval \( {t}_{j}\in \mathopen{}\left[{λ}_{j-1}, {λ}_{j}\right]\mathclose{} \) and the μreal number\( μ \)-partition with sreal numberiinteger∈element of[intervalμreal numberiinteger-minus1one, μreal numberiinteger]interval \( {s}_{i}\in \mathopen{}\left[{μ}_{i-1}, {μ}_{i}\right]\mathclose{} \) and form Toperator=equals∑summationjinteger=1oneninteger gcontinuous function⁡(treal numberjinteger)⁢times(Pprojectionλreal numberjinteger-minusPprojectionλreal numberjinteger-minus1one) \( T= \sum_{j=1}^{n}{} g\mathopen{}\left( {t}_{j}\right)\mathclose{}\mathopen{}\left({P}_{{λ}_{j}}-{P}_{{λ}_{j-1}}\right)\mathclose{} \) and Soperator=equals∑summationiinteger=1onerreal number gcontinuous function⁡(sreal numberiinteger)⁢times(Pprojectionμreal numberiinteger-minusPprojectionμreal numberiinteger-minus1one) \( S= \sum_{i=1}^{r}{} g\mathopen{}\left( {s}_{i}\right)\mathclose{}\mathopen{}\left({P}_{{μ}_{i}}-{P}_{{μ}_{i-1}}\right)\mathclose{} \), then ‖Soperator-minusToperator‖<less thanεpositive real number \( \mathopen{}\left\lVert{}S-T\right\rVert\mathclose{}\lt ε \) because everything commutes. Indeed, ‖Soperator-minusToperator‖=equals‖∑summationjinteger=1oneninteger (Soperator-minusToperator)⁢times(Pprojectionλreal numberjinteger-minusPprojectionλreal numberjinteger-minus1one) ‖=equalsmaxmaximumjinteger ‖(Soperator-minusToperator)⁢times(Pprojectionλreal numberjinteger-minusPprojectionλreal numberjinteger-minus1one)‖ \[ \mathopen{}\left\lVert{}S-T\right\rVert\mathclose{}= \mathopen{}\left\lVert{}\sum_{j=1}^{n}{} \mathopen{}\left(S-T\right)\mathclose{}\mathopen{}\left({P}_{{λ}_{j}}-{P}_{{λ}_{j-1}}\right)\mathclose{} \right\rVert\mathclose{}= \max_{j}{} \mathopen{}\left\lVert{}\mathopen{}\left(S-T\right)\mathclose{}\mathopen{}\left({P}_{{λ}_{j}}-{P}_{{λ}_{j-1}}\right)\mathclose{}\right\rVert\mathclose{} \] and each of these is less than εpositive real number\( ε \) by the following calculation: Purely for convenience, let's take jinteger=equals1one \( j= 1 \). Write the refined partition of [intervalλreal number0zero, λreal number1one]interval \( \mathopen{}\left[{λ}_{0}, {λ}_{1}\right]\mathclose{} \) as λreal number0zero=equalsμreal number0zero<less thanμreal number1one<less than⋯<less thanμreal numberkinteger=equalsλreal number1one \( {λ}_{0}= {μ}_{0}\lt {μ}_{1}\lt \dotsb\lt {μ}_{k}= {λ}_{1} \). Then ‖(Soperator-minusToperator)⁢times(Pprojectionλreal number1one-minusPprojectionλreal number0zero)‖=equals‖∑summationiinteger=1onekinteger (Soperator-minusToperator)⁢times(Pprojectionμreal numberiinteger-minusPprojectionμreal numberiinteger-minus1one) ‖=equalsmaxmaximum1one≤less than or equal toiinteger≤less than or equal tokinteger ‖(Soperator-minusToperator)⁢times(Pprojectionμreal numberiinteger-minusPprojectionμreal numberiinteger-minus1one)‖ =equalsmaxmaximumiinteger ‖(gcontinuous function⁡(sreal numberiinteger)-minusgcontinuous function⁡(treal number1one))⁢times(Pprojectionμreal numberiinteger-minusPprojectionμreal numberiinteger-minus1one)‖ ≤less than or equal tomaxmaximumiinteger |modulusgcontinuous function⁡(sreal numberiinteger)-minusgcontinuous function⁡(treal number1one)|modulus <less thanεpositive real number , \[ \mathopen{}\left\lVert{}\mathopen{}\left(S-T\right)\mathclose{}\mathopen{}\left({P}_{{λ}_{1}}-{P}_{{λ}_{0}}\right)\mathclose{}\right\rVert\mathclose{}= \mathopen{}\left\lVert{}\sum_{i=1}^{k}{} \mathopen{}\left(S-T\right)\mathclose{}\mathopen{}\left({P}_{{μ}_{i}}-{P}_{{μ}_{i-1}}\right)\mathclose{} \right\rVert\mathclose{}= \max_{1\leq i\leq k}{} \mathopen{}\left\lVert{}\mathopen{}\left(S-T\right)\mathclose{}\mathopen{}\left({P}_{{μ}_{i}}-{P}_{{μ}_{i-1}}\right)\mathclose{}\right\rVert\mathclose{} = \max_{i}{} \mathopen{}\left\lVert{}\mathopen{}\left(g\mathopen{}\left( {s}_{i}\right)\mathclose{}-g\mathopen{}\left( {t}_{1}\right)\mathclose{}\right)\mathclose{}\mathopen{}\left({P}_{{μ}_{i}}-{P}_{{μ}_{i-1}}\right)\mathclose{}\right\rVert\mathclose{} \leq \max_{i}{} \mathopen{}\left\lvert{}g\mathopen{}\left( {s}_{i}\right)\mathclose{}-g\mathopen{}\left( {t}_{1}\right)\mathclose{}\right\rvert\mathclose{} \lt ε \text{,} \] because |modulussreal numberiinteger-minustreal number1one|modulus<less thanδpositive real number \( \mathopen{}\left\lvert{}{s}_{i}-{t}_{1}\right\rvert\mathclose{}\lt δ \) for these iinteger\( i \).

Remark IV.7

Because ℒbounded linear operators⁡(HHilbert space) \( \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) is complete it follows that there exists Toperatorgcontinuous function∈element ofℒbounded linear operators⁡(HHilbert space) \( {T}_{g}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) —written Toperatorgcontinuous function=equals∫integralareal numberbreal numbergcontinuous function⁡(λreal number)⁢dPprojectionλreal number \( {T}_{g}= \int _{a}^{b}{}g\mathopen{}\left( λ\right)\mathclose{}\,\mathrm{d}{P}_{λ} \) —such that for all εpositive real number>greater than0zero \( ε\gt 0 \) there exists a partition Fpartition\( F \) such that ‖Toperatorgcontinuous function-minusSoperator‖<less thanεpositive real number \( \mathopen{}\left\lVert{}{T}_{g}-S\right\rVert\mathclose{}\lt ε \) for any sum Soperator=equals∑summation gcontinuous function⁡(sreal numberiinteger)⁢times(Pprojectionμreal numberiinteger-minusPprojectionμreal numberiinteger-minus1one) \( S= \sum{} g\mathopen{}\left( {s}_{i}\right)\mathclose{}\mathopen{}\left({P}_{{μ}_{i}}-{P}_{{μ}_{i-1}}\right)\mathclose{} \) in which {setμreal number0zeroμreal number1one…μreal numberninteger}set \( \mathopen{}\left\{\, {μ}_{0}, {μ}_{1}, \dotsc, {μ}_{n}\,\right\}\mathclose{} \) refines Fpartition\( F \).

Some easy properties:

  1. Toperatorgcontinuous function \( {T}_{g} \) commutes with Pprojectionλreal number \( {P}_{λ} \).
  2. Toperatorcreal number⁢timesgcontinuous function1one+plusgcontinuous function2two=equalscreal number⁢timesToperatorgcontinuous function1one+plusToperatorgcontinuous function2two \( {T}_{c{g}_{1}+{g}_{2}}= c{T}_{{g}_{1}}+{T}_{{g}_{2}} \).
  3. Toperatorgcontinuous function*=equalsToperatorgcontinuous function¯complex conjugate \( {T}_{g}^{*}= {T}_{\overline{g}} \).
  4. Toperatorgcontinuous function1one⁢timesgcontinuous function2two=equalsToperatorgcontinuous function1one⁢timesToperatorgcontinuous function2two \( {T}_{{g}_{1}{g}_{2}}= {T}_{{g}_{1}}{T}_{{g}_{2}} \).
  5. ‖Toperator⁡(gcontinuous function)‖≤less than or equal tomaxmaximum[intervalareal number, breal number]interval|modulusgcontinuous function|modulus \( \mathopen{}\left\lVert{}T\mathopen{}\left( g\right)\mathclose{}\right\rVert\mathclose{}\leq \max_{\mathopen{}\left[a, b\right]\mathclose{}}{}\mathopen{}\left\lvert{}g\right\rvert\mathclose{} \).

The only one of these that offers any resistance is item 4. For this, get a partition λreal number0zero<less thanλreal number1one<less than⋯<less thanλreal numberninteger \( {λ}_{0}\lt {λ}_{1}\lt \dotsb\lt {λ}_{n} \) (by common refinement of a partition that works for gcontinuous function1one \( {g}_{1} \) and one that works for gcontinuous function2two \( {g}_{2} \)) such that ∑summation gcontinuous function1⁡(treal numberjinteger) ⁢ Δdifference Pprojectionλreal numberjinteger \( \sum{} {g}_{1}\mathopen{}\left( {t}_{j}\right)\mathclose{} \, \Delta {P}_{{λ}_{j}} \) and ∑summation gcontinuous function2⁡(treal numberjinteger) ⁢ Δdifference Pprojectionλreal numberjinteger \( \sum{} {g}_{2}\mathopen{}\left( {t}_{j}\right)\mathclose{} \, \Delta {P}_{{λ}_{j}} \) are close to Toperatorgcontinuous function1one \( {T}_{{g}_{1}} \) and Toperatorgcontinuous function2two \( {T}_{{g}_{2}} \) respectively (where ΔdifferencePprojectionλreal numberiinteger=equalsPprojectionλreal numberiinteger-minusPprojectionλreal numberiinteger-minus1one \( \Delta {P}_{{λ}_{i}}= {P}_{{λ}_{i}}-{P}_{{λ}_{i-1}} \)), and then (∑summation gcontinuous function1⁡(treal numberjinteger) ⁢ Δdifference Pprojectionλreal numberjinteger )⁢times(∑summation gcontinuous function2⁡(treal numberjinteger) ⁢ Δdifference Pprojectionλreal numberjinteger )=equals∑summation gcontinuous function1⁡(treal numberjinteger)⁢gcontinuous function2⁡(treal numberjinteger) ⁢ Δdifference Pprojectionλreal numberjinteger . \[ \mathopen{}\left(\sum{} {g}_{1}\mathopen{}\left( {t}_{j}\right)\mathclose{} \, \Delta {P}_{{λ}_{j}} \right)\mathclose{}\mathopen{}\left(\sum{} {g}_{2}\mathopen{}\left( {t}_{j}\right)\mathclose{} \, \Delta {P}_{{λ}_{j}} \right)\mathclose{}= \sum{} {g}_{1}\mathopen{}\left( {t}_{j}\right)\mathclose{}{g}_{2}\mathopen{}\left( {t}_{j}\right)\mathclose{} \, \Delta {P}_{{λ}_{j}} \text{.} \] since Pprojectionλreal numberjinteger ⁢times Pprojectionλreal numberkinteger =equals0zero \( {P}_{{λ}_{j}} {P}_{{λ}_{k}} = 0 \) for jinteger≠not equal tokinteger \( j\neq k \).

Theorem IV.8

Let Aself-adjoint operator=equalsAself-adjoint operator*∈element ofℒbounded linear operators⁡(HHilbert space) \( A= A^{*}\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) with σ⁡(Aself-adjoint operator)⊆subset(intervalareal number, breal number)interval \( σ\mathopen{}\left( A\right)\mathclose{}\subseteq \mathopen{}\left(a, b\right)\mathclose{} \) and spectral resolution λreal number↦is mapped toPprojectionλreal number \( λ\mapsto {P}_{λ} \) as in Theorem IV.5. Then for gcontinuous function∈element ofCspace of continuous functions⁡([intervalareal number, breal number]interval) \( g\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{} \) we have ∫integralareal numberbreal number gcontinuous function⁡(λreal number) ⁢dPprojectionλreal number=equals(gcontinuous function|restricted toσ⁡(Aself-adjoint operator))⁡(Aself-adjoint operator) \( \int _{a}^{b}{} g\mathopen{}\left( λ\right)\mathclose{} \,\mathrm{d}{P}_{λ}= \mathopen{}\left(g|σ\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( A\right)\mathclose{} \) where the left-hand side is the norm limit of Riemann-Stieltjes sums and the right-hand side comes from functional calculus on Cspace of continuous functions⁡(σ⁡(Aself-adjoint operator)) \( \mathrm{C}\mathopen{}\left( σ\mathopen{}\left( A\right)\mathclose{}\right)\mathclose{} \).

Proof. We have shown that gcontinuous function↦is mapped to∫integralareal numberbreal number gcontinuous function⁡(λreal number) ⁢dPprojectionλreal number≡equivalentToperatorgcontinuous function \( g\mapsto \int _{a}^{b}{} g\mathopen{}\left( λ\right)\mathclose{} \,\mathrm{d}{P}_{λ}\equiv {T}_{g} \) is a *-homomorphism from Cspace of continuous functions⁡([intervalareal number, breal number]interval) \( \mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{} \) into ℒbounded linear operators⁡(HHilbert space) \( \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) with ‖Toperatorgcontinuous function‖≤less than or equal tomaxmaximum[intervalareal number, breal number]interval|modulusgcontinuous function|modulus \( \mathopen{}\left\lVert{}{T}_{g}\right\rVert\mathclose{}\leq \max_{\mathopen{}\left[a, b\right]\mathclose{}}{}\mathopen{}\left\lvert{}g\right\rvert\mathclose{} \). We have that ∫integralareal numberbreal number 1one ⁢dPprojectionλreal number=equalsI \( \int _{a}^{b}{} 1 \,\mathrm{d}{P}_{λ}= I \) and ∫integralareal numberbreal number λreal number ⁢dPprojectionλreal number=equalsAself-adjoint operator \( \int _{a}^{b}{} λ \,\mathrm{d}{P}_{λ}= A \), so for any polynomial ppolynomial⁡(xvector) \( p\mathopen{}\left( x\right)\mathclose{} \) we have that ∫integralareal numberbreal number ppolynomial⁡(Aself-adjoint operator) ⁢dPprojectionλreal number=equalsppolynomial⁡(Aself-adjoint operator) \( \int _{a}^{b}{} p\mathopen{}\left( A\right)\mathclose{} \,\mathrm{d}{P}_{λ}= p\mathopen{}\left( A\right)\mathclose{} \). Take gcontinuous function∈element ofCspace of continuous functions⁡([intervalareal number, breal number]interval) \( g\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{} \), and write ĝ=equalsgcontinuous function|restricted toσ⁡(Aself-adjoint operator) \( ĝ= g|σ\mathopen{}\left( A\right)\mathclose{} \). Get a sequence (sequence ppolynomialninteger )sequence \( \mathopen{}\left( {p}_{n} \right)\mathclose{} \) of polynomials with ppolynomialninteger→converges togcontinuous function \( {p}_{n} \to g \) uniformly on [intervalareal number, breal number]interval \( \mathopen{}\left[a, b\right]\mathclose{} \). So ppolynomialninteger⁡(Aself-adjoint operator)=equals∫integralareal numberbreal number ppolynomialninteger⁡(λreal number) ⁢dPprojectionλreal number→converges to∫integralareal numberbreal number gcontinuous function⁡(λreal number) ⁢dPprojectionλreal number \( {p}_{n}\mathopen{}\left( A\right)\mathclose{}= \int _{a}^{b}{} {p}_{n}\mathopen{}\left( λ\right)\mathclose{} \,\mathrm{d}{P}_{λ} \to \int _{a}^{b}{} g\mathopen{}\left( λ\right)\mathclose{} \,\mathrm{d}{P}_{λ} \) but also ppolynomialninteger→converges toĝ \( {p}_{n} \to ĝ \) uniformly on σ⁡(Aself-adjoint operator) \( σ\mathopen{}\left( A\right)\mathclose{} \), so ppolynomialninteger⁡(Aself-adjoint operator)→converges toĝ⁡(Aself-adjoint operator) \( {p}_{n}\mathopen{}\left( A\right)\mathclose{} \to ĝ\mathopen{}\left( A\right)\mathclose{} \).

Remark IV.9

Theorem IV.8 says that for gcontinuous function∈element ofCspace of continuous functions⁡([intervalareal number, breal number]interval) \( g\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{} \), the integral ∫integralareal numberbreal number gcontinuous function⁡(λreal number) ⁢dPprojectionλreal number \( \int _{a}^{b}{} g\mathopen{}\left( λ\right)\mathclose{} \,\mathrm{d}{P}_{λ} \) depends only on the restriction of gcontinuous function\( g \) to σ⁡(Aself-adjoint operator) \( σ\mathopen{}\left( A\right)\mathclose{} \). It follows that an open real interval misses σ⁡(Aself-adjoint operator) \( σ\mathopen{}\left( A\right)\mathclose{} \) if and only if λreal number↦is mapped toPprojectionλreal number \( λ\mapsto {P}_{λ} \) is constant on that interval.

Eigenvalues of Aself-adjoint operator\( A \) show up in the spectral resolution as jump discontinuities, as we shall now explain.

Lemma IV.10

Let (sequenceEprojectionninteger)sequence \( \mathopen{}\left({E}_{n}\right)\mathclose{} \) be a decreasing sequence of projections, i.e. Eprojectionninteger≥greater than or equal toEprojectionninteger+plus1one \( {E}_{n}\geq {E}_{n+1} \) for all ninteger\( n \), and let Eprojection\( E \) be the orthogonal projection on ⋂intersectionnintegerEprojectionninteger⁡(HHilbert space) \( \bigcap_{n}{}{E}_{n}\mathopen{}\left( H\right)\mathclose{} \). Then Eprojectionninteger⁡(ξvector)→converges toEprojection⁡(ξvector) \( {E}_{n}\mathopen{}\left( ξ\right)\mathclose{} \to E\mathopen{}\left( ξ\right)\mathclose{} \) for all ξvector∈element ofHHilbert space \( ξ\in H \).

Proof. The nonnegative sequence ‖(Eprojectionninteger-minusEprojection)⁡(ξvector)‖ \( \mathopen{}\left\lVert{}\mathopen{}\left({E}_{n}-E\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{} \) is decreasing. Call the limit rreal number\( r \). Given εpositive real number>greater than0zero \( ε\gt 0 \), get Ninteger\( N \) such that ‖(Eprojectionninteger-minusEprojection)⁡(ξvector)‖ 2two <less thanrreal number2two+plusεpositive real number \( {\mathopen{}\left\lVert{}\mathopen{}\left({E}_{n}-E\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{}}^{2}\lt {r}^{2}+ε \) for ninteger≥greater than or equal toNinteger \( n\geq N \). If minteger>greater thanninteger≥greater than or equal toNinteger \( m\gt n\geq N \), then vectors (Eprojectionninteger-minusEprojectionminteger)⁡(ξvector) \( \mathopen{}\left({E}_{n}-{E}_{m}\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{} \) and (Eprojectionminteger-minusEprojection)⁡(ξvector) \( \mathopen{}\left({E}_{m}-E\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{} \) are orthogonal, so ‖(Eprojectionninteger-minusEprojection)⁡(ξvector)‖ 2two =equals ‖(Eprojectionninteger-minusEprojectionminteger)⁡(ξvector)‖ 2two +plus ‖(Eprojectionminteger-minusEprojection)⁡(ξvector)‖ 2two \[ {\mathopen{}\left\lVert{}\mathopen{}\left({E}_{n}-E\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{}}^{2}= {\mathopen{}\left\lVert{}\mathopen{}\left({E}_{n}-{E}_{m}\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{}}^{2}+{\mathopen{}\left\lVert{}\mathopen{}\left({E}_{m}-E\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{}}^{2} \] and thus ‖(Eprojectionninteger-minusEprojectionminteger)⁡(ξvector)‖ 2two \( {\mathopen{}\left\lVert{}\mathopen{}\left({E}_{n}-{E}_{m}\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{}}^{2} \) is the difference of two numbers in [intervalrreal number2two, rreal number2two+plusεpositive real number)interval \( \mathopen{}\left[{r}^{2}, {r}^{2}+ε\right)\mathclose{} \), which makes ‖(Eprojectionninteger-minusEprojectionminteger)⁡(ξvector)‖ 2two <less thanεpositive real number \( {\mathopen{}\left\lVert{}\mathopen{}\left({E}_{n}-{E}_{m}\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{}}^{2}\lt ε \). The sequence (sequence Eprojectionninteger⁡(ξvector) )sequence \( \mathopen{}\left( {E}_{n}\mathopen{}\left( ξ\right)\mathclose{} \right)\mathclose{} \) therefore converges, say to ηvector\( η \). For any kinteger\( k \), we have Eprojectionkinteger⁡(ηvector)=equalslimlimitninteger Eprojectionkinteger⁡(Eprojectionninteger⁡(ξvector)) =equalslimlimitninteger Eprojectionninteger⁡(ξvector) =equalsηvector \( {E}_{k}\mathopen{}\left( η\right)\mathclose{}= \lim_{n}{} {E}_{k}\mathopen{}\left( {E}_{n}\mathopen{}\left( ξ\right)\mathclose{}\right)\mathclose{} = \lim_{n}{} {E}_{n}\mathopen{}\left( ξ\right)\mathclose{} = η \). Thus ηvector=equalsEprojection⁡(ηvector)=equalslimlimitninteger Eprojection⁡(Eprojectionninteger⁡(ξvector)) =equalsEprojection⁡(ξvector) \( η= E\mathopen{}\left( η\right)\mathclose{}= \lim_{n}{} E\mathopen{}\left( {E}_{n}\mathopen{}\left( ξ\right)\mathclose{}\right)\mathclose{} = E\mathopen{}\left( ξ\right)\mathclose{} \).

Remark IV.11

For λreal number∈element ofRreal numbers \( λ\in \mathbb{R} \), let Qprojectionλreal number \( {Q}_{λ} \) be the orthogonal projection on ⋃unionθreal number<less thanλreal number Pprojectionθreal number⁡(HHilbert space) ¯complex conjugate \( \overline{ \bigcup_{θ\lt λ}{} {P}_{θ}\mathopen{}\left( H\right)\mathclose{} } \) and Rprojectionλreal number \( {R}_{λ} \) be the orthogonal projection on ⋂intersectionθreal number>greater thanλreal number Pprojectionθreal number⁡(HHilbert space) \( \bigcap_{θ\gt λ}{} {P}_{θ}\mathopen{}\left( H\right)\mathclose{} \). We have Qprojectionλreal number≤less than or equal toPprojectionλreal number≤less than or equal toRprojectionλreal number \( {Q}_{λ}\leq {P}_{λ}\leq {R}_{λ} \). The lemma above yields limlimitθreal number→λreal number+ Pprojectionθreal number⁡(ξvector) =equalsRprojectionλreal number⁡(ξvector) \( \lim_{θ\to{λ}^{\mathrm{+}}}{} {P}_{θ}\mathopen{}\left( ξ\right)\mathclose{} = {R}_{λ}\mathopen{}\left( ξ\right)\mathclose{} \) for all ξvector\( ξ \), and likewise for the limit from below by taking orthogonal complements.

Proposition IV.12

For all λreal number\( λ \), Rprojectionλreal number-minusQprojectionλreal number \( {R}_{λ}-{Q}_{λ} \) is the orthogonal projection on Kerkernel⁡(Aself-adjoint operator-minusλreal number) \( \operatorname{Ker}\mathopen{}\left( A-λ\right)\mathclose{} \). That is, λreal number\( λ \) is an eigenvalue of Aself-adjoint operator\( A \) if and only if Qprojectionλreal number≠not equal toRprojectionλreal number \( {Q}_{λ}\neq {R}_{λ} \).

Proof. For any ξvector\( ξ \), we have 〈〈(Aself-adjoint operator-minusλreal number)2two⁡(ξvector)〉, ξvector〉=equals∫integralareal numberbreal number (θreal number-minusλreal number)2two ⁢d 〈Pprojectionθreal number⁡(ξvector), ξvector〉 \( \mathopen{}\left\langle{}\mathopen{}\left\langle{}{\mathopen{}\left(A-λ\right)\mathclose{}}^{2}\mathopen{}\left( ξ\right)\mathclose{}\right\rangle\mathclose{}, ξ\right\rangle\mathclose{}= \int _{a}^{b}{} {\mathopen{}\left(θ-λ\right)\mathclose{}}^{2} \,\mathrm{d} \mathopen{}\left\langle{}{P}_{θ}\mathopen{}\left( ξ\right)\mathclose{}, ξ\right\rangle\mathclose{} \). If this scalar Riemann-Stieltjes integral vanishes, then 〈Pprojectionθreal number⁡(ξvector), ξvector〉 \( \mathopen{}\left\langle{}{P}_{θ}\mathopen{}\left( ξ\right)\mathclose{}, ξ\right\rangle\mathclose{} \) (i.e., ‖Pprojectionθreal number⁡(ξvector)‖ 2two \( {\mathopen{}\left\lVert{}{P}_{θ}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{}}^{2} \)) must be constant for θreal number>greater thanλreal number \( θ\gt λ \) and for θreal number<less thanλreal number \( θ\lt λ \), i.e. ‖Pprojectionθreal number⁡(ξvector)‖ 2two =equals‖ξvector‖2two \( {\mathopen{}\left\lVert{}{P}_{θ}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{}}^{2}= {\mathopen{}\left\lVert{}ξ\right\rVert\mathclose{}}^{2} \) (and hence Pprojectionθreal number⁡(ξvector)=equalsξvector \( {P}_{θ}\mathopen{}\left( ξ\right)\mathclose{}= ξ \)) for θreal number>greater thanλreal number \( θ\gt λ \), and Pprojectionθreal number⁡(ξvector)=equals0zero \( {P}_{θ}\mathopen{}\left( ξ\right)\mathclose{}= 0 \) for θreal number<less thanλreal number \( θ\lt λ \). Thus, Rprojectionλreal number⁡(ξvector)=equalsξvector \( {R}_{λ}\mathopen{}\left( ξ\right)\mathclose{}= ξ \) and Qprojectionλreal number⁡(ξvector)=equals0zero \( {Q}_{λ}\mathopen{}\left( ξ\right)\mathclose{}= 0 \). We have shown that Kerkernel⁡(Aself-adjoint operator-minusλreal number)⊆subset(Rprojectionλreal number-minusQprojectionλreal number)⁡(HHilbert space) \( \operatorname{Ker}\mathopen{}\left( A-λ\right)\mathclose{}\subseteq \mathopen{}\left({R}_{λ}-{Q}_{λ}\right)\mathclose{}\mathopen{}\left( H\right)\mathclose{} \). Conversely, if Rprojectionλreal number⁡(ξvector)=equalsξvector \( {R}_{λ}\mathopen{}\left( ξ\right)\mathclose{}= ξ \) and Qprojectionλreal number⁡(ξvector)=equals0zero \( {Q}_{λ}\mathopen{}\left( ξ\right)\mathclose{}= 0 \), then the function θreal number↦is mapped to〈Pprojectionθreal number⁡(ξvector), ξvector〉 \( θ\mapsto \mathopen{}\left\langle{}{P}_{θ}\mathopen{}\left( ξ\right)\mathclose{}, ξ\right\rangle\mathclose{} \) jumps from 0zero\( 0 \) to ‖ξvector‖2two \( {\mathopen{}\left\lVert{}ξ\right\rVert\mathclose{}}^{2} \) across λreal number\( λ \) and is otherwise flat, so the value of the integral above is ‖ξvector‖2two \( {\mathopen{}\left\lVert{}ξ\right\rVert\mathclose{}}^{2} \) times the value of the integrand at λreal number\( λ \). This is of course 0zero\( 0 \), making (Aself-adjoint operator-minusλreal number)⁡(ξvector)=equals0zero \( \mathopen{}\left(A-λ\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}= 0 \).

We turn now to unbounded (i.e. not necessarily bounded) operators, aiming ultimately at the spectral theorem for the densely defined self-adjoint ones. A natural example is the operator Toperator\( T \) with domain {setξfunction∈element ofL2Lebesgue space⁡(Rreal numbers)|such that ∫integralRreal numbers xvector2two⁢times |modulusξfunction⁡(xvector)|modulus 2two ⁢dxvector<less than∞infinity }set \( \mathopen{}\left\{\, ξ\in \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathbb{R}\right)\mathclose{}\,\middle\vert\, , \int _{\mathbb{R}}{} {x}^{2}{\mathopen{}\left\lvert{}ξ\mathopen{}\left( x\right)\mathclose{}\right\rvert\mathclose{}}^{2} \,\mathrm{d}x\lt \infty, \,\right\}\mathclose{} \) defined by (Toperator⁡(ξfunction))⁡(xvector)=equalsxvector⁢timesξfunction⁡(xvector) \( \mathopen{}\left(T\mathopen{}\left( ξ\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= xξ\mathopen{}\left( x\right)\mathclose{} \).


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