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PhyslibAlpha.AlgebraicFramework.HilbertSpace.Unbounded.SpectralIntegral.Construction

Canonical unbounded spectral integrals: construction

Builds the maximal spectral integral of a real-valued measurable function against a `WOTSpectralMeasure`, as the limit of its truncations, and shows the resulting operator is densely defined, closable, symmetric, and essentially self-adjoint. Continued in `SpectralIntegral/SpecTheorem.lean`, which proves this operator is in fact self-adjoint and assembles the domain-aware self-adjoint spectral theorem.

Measurable real functional calculus

The maximal construction is not tied to the coordinate function. For a measurable real multiplier `f`, push the PVM forward along `f` and apply the same construction to the new spectral variable. This is the concrete operator realization of the representation-free `PVM.map` operation used by the affiliated-observable API.

Convergence of bounded spectral multipliers

The next lemma is the reusable norm-convergence principle behind the resolvent construction. It only uses the PVM norm-square identity, so it is also useful for bounded functional calculus approximations unrelated to the Cayley transform.

67 declarations

definition

Truncated identity function on [−n,n][-n, n]

For a natural number nn, the function fn:R→Cf_n: \mathbb{R} \to \mathbb{C} is the identity function restricted to the closed interval [−n,n][-n, n] and zero elsewhere. Specifically, it is defined as fn(x)=xf_n(x) = x if x∈[−n,n]x \in [-n, n] and fn(x)=0f_n(x) = 0 otherwise.

definition

Real truncation function at cutoff nn

For a given natural number n∈Nn \in \mathbb{N}, the function fn:R→Rf_n: \mathbb{R} \to \mathbb{R} is the identity function restricted to the interval [−n,n][-n, n] and zero elsewhere. That is, fn(x)={xif x∈[−n,n]0if x∉[−n,n] f_n(x) = \begin{cases} x & \text{if } x \in [-n, n] \\ 0 & \text{if } x \notin [-n, n] \end{cases} This is the product of the indicator function 1[−n,n]\mathbb{1}_{[-n, n]} and the identity function idR\text{id}_{\mathbb{R}}.

definition

Spectral cutoff set [−n,n][-n, n]

For a natural number n∈Nn \in \mathbb{N}, the spectral cutoff set is defined as the closed interval [−n,n][-n, n] in the real numbers R\mathbb{R}.

theorem

Monotonicity of spectral cutoff sets [−n,n][-n, n]

Let Sn=[−n,n]⊆RS_n = [-n, n] \subseteq \mathbb{R} denote the spectral cutoff set for a natural number n∈Nn \in \mathbb{N}. The sequence of sets SnS_n is monotone increasing with respect to set inclusion; that is, for any n,m∈Nn, m \in \mathbb{N}, if n≤mn \le m, then Sn⊆SmS_n \subseteq S_m.

theorem

⋃n∈N[−n,n]=R\bigcup_{n \in \mathbb{N}} [-n, n] = \mathbb{R}

The union of the spectral cutoff sets Sn=[−n,n]S_n = [-n, n] for all natural numbers n∈Nn \in \mathbb{N} is equal to the set of all real numbers R\mathbb{R}: ⋃n∈N[−n,n]=R \bigcup_{n \in \mathbb{N}} [-n, n] = \mathbb{R}

theorem

Measurability of the truncated identity function fnf_n

For any natural number nn, the truncated identity function fn:R→Cf_n: \mathbb{R} \to \mathbb{C}, defined as fn(x)={xif x∈[−n,n]0if x∉[−n,n] f_n(x) = \begin{cases} x & \text{if } x \in [-n, n] \\ 0 & \text{if } x \notin [-n, n] \end{cases} is measurable.

theorem

Boundedness of the truncation function fnf_n

For any natural number n∈Nn \in \mathbb{N}, the truncation function fn:R→Cf_n: \mathbb{R} \to \mathbb{C} (defined as fn(x)=xf_n(x) = x if x∈[−n,n]x \in [-n, n] and fn(x)=0f_n(x) = 0 otherwise) is bounded. That is, there exists a constant C∈RC \in \mathbb{R} such that for all r∈Rr \in \mathbb{R}, ∥fn(r)∥≤C\|f_n(r)\| \le C.

theorem

Measurability of the real truncation function fnf_n

For any natural number n∈Nn \in \mathbb{N}, the real truncation function fn:R→Rf_n: \mathbb{R} \to \mathbb{R}, defined as fn(x)={xif x∈[−n,n]0if x∉[−n,n] f_n(x) = \begin{cases} x & \text{if } x \in [-n, n] \\ 0 & \text{if } x \notin [-n, n] \end{cases} is measurable.

theorem

Boundedness of the real truncation function fnf_n

For any natural number n∈Nn \in \mathbb{N}, the real truncation function fn:R→Rf_n: \mathbb{R} \to \mathbb{R}, defined as fn(x)={xif x∈[−n,n]0if x∉[−n,n] f_n(x) = \begin{cases} x & \text{if } x \in [-n, n] \\ 0 & \text{if } x \notin [-n, n] \end{cases} is bounded. That is, there exists a constant C∈RC \in \mathbb{R} such that ∣fn(x)∣≤C|f_n(x)| \le C for all x∈Rx \in \mathbb{R}.

theorem

Real truncation function cast to C\mathbb{C} equals the complex truncation function

For any natural number n∈Nn \in \mathbb{N}, let fn,R:R→Rf_{n, \mathbb{R}}: \mathbb{R} \to \mathbb{R} be the real-valued truncation function defined as fn,R(x)={xif x∈[−n,n]0if x∉[−n,n] f_{n, \mathbb{R}}(x) = \begin{cases} x & \text{if } x \in [-n, n] \\ 0 & \text{if } x \notin [-n, n] \end{cases} and let fn,C:R→Cf_{n, \mathbb{C}}: \mathbb{R} \to \mathbb{C} be the complex-valued truncation function defined as fn,C(x)={xif x∈[−n,n]0if x∉[−n,n] f_{n, \mathbb{C}}(x) = \begin{cases} x & \text{if } x \in [-n, n] \\ 0 & \text{if } x \notin [-n, n] \end{cases} Then, the function mapping xx to the complex coercion of fn,R(x)f_{n, \mathbb{R}}(x) is equal to fn,Cf_{n, \mathbb{C}}.

theorem

For any r∈Rr \in \mathbb{R}, fn(r)f_n(r) is eventually equal to rr as n→∞n \to \infty

Let fn:R→Cf_n: \mathbb{R} \to \mathbb{C} be the truncation function defined by fn(x)=xf_n(x) = x for x∈[−n,n]x \in [-n, n] and fn(x)=0f_n(x) = 0 otherwise. For any real number r∈Rr \in \mathbb{R}, there exists a natural number NN such that for all n≥Nn \geq N, fn(r)=rf_n(r) = r.

theorem

fn(r)→rf_n(r) \to r as n→∞n \to \infty for the truncated identity function fnf_n

For any real number rr, the sequence of values fn(r)f_n(r) of the truncated identity functions fnf_n (defined as fn(x)=xf_n(x) = x if x∈[−n,n]x \in [-n, n] and fn(x)=0f_n(x) = 0 otherwise) converges to rr (viewed as a complex number) as n→∞n \to \infty.

theorem

Convergence of Truncated Integrals to the Complex Weak Integral

Let μ\mu be a weak operator topology (WOT) spectral measure on R\mathbb{R} acting on a Hilbert space HH. For any two vectors x,y∈Hx, y \in H, let μx,y\mu_{x,y} be the complex scalar measure defined by μx,y(S)=⟨y,μ(S)x⟩\mu_{x,y}(S) = \langle y, \mu(S)x \rangle. Let fn:R→Cf_n: \mathbb{R} \to \mathbb{C} be the truncated identity function defined by fn(r)=rf_n(r) = r for r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise. If the identity function r↦rr \mapsto r is integrable with respect to μx,y\mu_{x,y}, then the sequence of integrals of the truncated functions converges to the complex weak integral of the identity: lim⁡n→∞∫Rfn(r) dμx,y(r)=∫Rr dμx,y(r) \lim_{n \to \infty} \int_{\mathbb{R}} f_n(r) \, d\mu_{x,y}(r) = \int_{\mathbb{R}} r \, d\mu_{x,y}(r)

theorem

Integral of real indicator equals integral of complex indicator

Let α\alpha be a measurable space and μ\mu be a complex-valued vector measure on α\alpha. For any real number cc and any set s⊆αs \subseteq \alpha, the vector integral of the complex-valued indicator function x↦1s(x)⋅cx \mapsto \mathbb{1}_s(x) \cdot c (where cc is treated as a complex number) is equal to the vector integral of the real-valued indicator function x↦1s(x)⋅cx \mapsto \mathbb{1}_s(x) \cdot c coerced to the complex numbers. Both integrals are taken with respect to the scalar multiplication of C\mathbb{C} by R\mathbb{R}.

theorem

∫g dμ=∫(g:C) dμ\int g \, d\mu = \int (g : \mathbb{C}) \, d\mu for Real-Valued gg

Let α\alpha be a measurable space and μ\mu be a complex-valued vector measure on α\alpha. For any real-valued function g:α→Rg: \alpha \to \mathbb{R} that is integrable with respect to μ\mu, the vector integral of gg with respect to μ\mu is equal to the vector integral of gg when gg is treated as a complex-valued function (i.e., by embedding the real values into C\mathbb{C}). That is: ∫g dμ=∫(g+0i) dμ\int g \, d\mu = \int (g + 0i) \, d\mu where the integration is performed via the scalar multiplication of real numbers on the complex space.

definition

nn-th truncated spectral integral ∫fn dμS\int f_n \, d\mu_S

Let HH be a complex Hilbert space and μS\mu_S be a weak-operator spectral measure on R\mathbb{R}. For any natural number n∈Nn \in \mathbb{N}, the truncation integral is the bounded linear operator on HH defined by the spectral integral of the nn-th truncated identity function fnf_n. The function fn:R→Cf_n: \mathbb{R} \to \mathbb{C} is defined as fn(x)=xf_n(x) = x if x∈[−n,n]x \in [-n, n] and fn(x)=0f_n(x) = 0 otherwise. This operator is denoted as: ∫fn dμS=∫−nnx dμS(x) \int f_n \, d\mu_S = \int_{-n}^n x \, d\mu_S(x)

theorem

(∫fn dμS)x−(∫fm dμS)x=(∫(fn−fm) dμS)x(\int f_n \, d\mu_S)x - (\int f_m \, d\mu_S)x = (\int (f_n - f_m) \, d\mu_S)x

Let HH be a complex Hilbert space and μS\mu_S be a weak-operator spectral measure on R\mathbb{R}. For any natural numbers n,m∈Nn, m \in \mathbb{N} and any vector x∈Hx \in H, the difference of the truncation integrals applied to xx satisfies: (∫fn dμS)x−(∫fm dμS)x=(∫(fn−fm) dμS)x\left( \int f_n \, d\mu_S \right) x - \left( \int f_m \, d\mu_S \right) x = \left( \int (f_n - f_m) \, d\mu_S \right) x where fk:R→Cf_k: \mathbb{R} \to \mathbb{C} is the kk-th truncation function defined as fk(r)=rf_k(r) = r if r∈[−k,k]r \in [-k, k] and fk(r)=0f_k(r) = 0 otherwise, and the right-hand side is the bounded spectral integral of the difference function fn−fmf_n - f_m.

theorem

μx+y≤2μx+2μy\mu_{x+y} \le 2\mu_x + 2\mu_y for diagonal measures

Let HH be a Hilbert space and μS\mu_S be a weak spectral measure on R\mathbb{R} taking values in the operators on HH. For any vector x∈Hx \in H, let μx\mu_x denote the diagonal measure associated with xx, which is a positive measure defined for any measurable set E⊆RE \subseteq \mathbb{R} by μx(E)=⟨x,μS(E)x⟩=∥μS(E)x∥2\mu_x(E) = \langle x, \mu_S(E) x \rangle = \|\mu_S(E) x\|^2. For any two vectors x,y∈Hx, y \in H, the diagonal measure of their sum satisfies the inequality μx+y≤2μx+2μy\mu_{x+y} \le 2\mu_x + 2\mu_y in the sense of measures (i.e., μx+y(E)≤2μx(E)+2μy(E)\mu_{x+y}(E) \le 2\mu_x(E) + 2\mu_y(E) for every measurable set EE).

theorem

0∈spectralSquareMomentDomain μS0 \in \text{spectralSquareMomentDomain } \mu_S

Let HH be a Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. The zero vector 0∈H0 \in H belongs to the square-moment domain of μS\mu_S, which is the set of vectors xx such that ∫Rλ2dμx(λ)<∞\int_{\mathbb{R}} \lambda^2 d\mu_x(\lambda) < \infty for the diagonal measure μx(E)=⟨x,μS(E)x⟩\mu_x(E) = \langle x, \mu_S(E) x \rangle.

theorem

The square-moment domain is closed under addition

Let HH be a Hilbert space and let μS\mu_S be a weak spectral measure on R\mathbb{R} taking values in the operators on HH. The **square-moment domain** of μS\mu_S, denoted here as D(μS)\mathcal{D}(\mu_S), is the set of vectors x∈Hx \in H such that the diagonal measure μx\mu_x satisfies ∫Rλ2dμx(λ)<∞\int_{\mathbb{R}} \lambda^2 d\mu_x(\lambda) < \infty, where μx(E)=⟨x,μS(E)x⟩\mu_x(E) = \langle x, \mu_S(E) x \rangle. For any vectors x,y∈Hx, y \in H, if x∈D(μS)x \in \mathcal{D}(\mu_S) and y∈D(μS)y \in \mathcal{D}(\mu_S), then their sum x+yx + y is also in D(μS)\mathcal{D}(\mu_S).

theorem

The Spectral Square-Moment Domain is Closed under Scalar Multiplication

Let HH be a Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} acting on HH. The square-moment domain of μS\mu_S, denoted as D\mathcal{D}, is the set of vectors x∈Hx \in H such that the function λ↦λ2\lambda \mapsto \lambda^2 is integrable with respect to the diagonal measure μx\mu_x, i.e., ∫Rλ2dμx(λ)<∞\int_{\mathbb{R}} \lambda^2 d\mu_x(\lambda) < \infty, where μx(S)=⟨x,μS(S)x⟩\mu_x(S) = \langle x, \mu_S(S) x \rangle. For any scalar c∈Cc \in \mathbb{C} and any vector x∈Dx \in \mathcal{D}, the scalar multiple c⋅xc \cdot x is also in the square-moment domain D\mathcal{D}.

definition

Spectral square-moment submodule of μS\mu_S over C\mathbb{C}

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. The **spectral square-moment submodule** is the C\mathbb{C}-submodule of HH consisting of all vectors x∈Hx \in H such that the function λ↦λ2\lambda \mapsto \lambda^2 is integrable with respect to the associated diagonal measure μx(E)=⟨x,μS(E)x⟩\mu_x(E) = \langle x, \mu_S(E) x \rangle. Specifically, a vector xx belongs to this submodule if it satisfies: ∫Rλ2d⟨x,μS(λ)x⟩<∞. \int_{\mathbb{R}} \lambda^2 d\langle x, \mu_S(\lambda) x \rangle < \infty. This submodule serves as the domain for the maximal spectral integral of real-valued measurable functions.

theorem

∥∫fn dμS(x)−∫fm dμS(x)∥2=∫∣fn−fm∣2 dμx\|\int f_n \, d\mu_S(x) - \int f_m \, d\mu_S(x)\|^2 = \int |f_n - f_m|^2 \, d\mu_x

Let HH be a complex Hilbert space and μS\mu_S be a weak-operator spectral measure on R\mathbb{R}. For any natural numbers n,m∈Nn, m \in \mathbb{N} and any vector x∈Hx \in H, the squared norm of the difference between the nn-th and mm-th truncation integrals applied to xx is equal to the L2L^2 integral of the squared difference of the truncation functions fnf_n and fmf_m with respect to the diagonal measure μx\mu_x. That is, ∥∫fn dμS(x)−∫fm dμS(x)∥2=∫R∣fn(r)−fm(r)∣2 dμx(r) \left\| \int f_n \, d\mu_S(x) - \int f_m \, d\mu_S(x) \right\|^2 = \int_{\mathbb{R}} |f_n(r) - f_m(r)|^2 \, d\mu_x(r) where fk:R→Cf_k: \mathbb{R} \to \mathbb{C} is the identity function restricted to [−k,k][-k, k] (and zero elsewhere), and μx\mu_x is the positive measure defined by μx(E)=∥μS(E)x∥2\mu_x(E) = \|\mu_S(E)x\|^2.

theorem

Squared norm of the difference of truncated spectral integrals bounded by L2L^2 distance to the identity function

Let HH be a complex Hilbert space and μS\mu_S be a weak-operator spectral measure on R\mathbb{R}. For any vector x∈Hx \in H, let μx\mu_x denote the diagonal measure associated with xx, where μx(E)=⟨x,μS(E)x⟩\mu_x(E) = \langle x, \mu_S(E) x \rangle. Let fn:R→Cf_n: \mathbb{R} \to \mathbb{C} be the nn-th truncated identity function, defined as fn(r)=rf_n(r) = r if r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise. Let ∫fn dμS\int f_n \, d\mu_S denote the nn-th truncated spectral integral operator. For any n,m∈Nn, m \in \mathbb{N} and x∈Hx \in H, the squared norm of the difference between the nn-th and mm-th truncated integrals applied to xx satisfies the inequality: ∥(∫fn dμS)x−(∫fm dμS)x∥2≤2∫R∣fn(r)−r∣2 dμx(r)+2∫R∣fm(r)−r∣2 dμx(r) \left\| \left( \int f_n \, d\mu_S \right) x - \left( \int f_m \, d\mu_S \right) x \right\|^2 \le 2 \int_{\mathbb{R}} |f_n(r) - r|^2 \, d\mu_x(r) + 2 \int_{\mathbb{R}} |f_m(r) - r|^2 \, d\mu_x(r)

theorem

The L2L^2 error of the truncated identity function tends to zero as n→∞n \to \infty.

Let μS\mu_S be a weak spectral measure (WOT-spectral measure) on R\mathbb{R} over a Hilbert space HH. For any vector x∈Hx \in H, let μx\mu_x denote the associated diagonal measure. If the function r↦r2r \mapsto r^2 is integrable with respect to μx\mu_x, then the L2L^2-norm of the difference between the identity function and its truncation fnf_n tends to zero as n→∞n \to \infty. That is, lim⁡n→∞∫R∣fn(r)−r∣2 dμx(r)=0 \lim_{n \to \infty} \int_{\mathbb{R}} |f_n(r) - r|^2 \, d\mu_x(r) = 0 where fn(r)f_n(r) is defined as rr if r∈[−n,n]r \in [-n, n] and 00 otherwise.

theorem

The sequence of truncated spectral integrals for a vector in the square-moment domain is Cauchy

Let HH be a complex Hilbert space and μS\mu_S be a weak-operator spectral measure on R\mathbb{R}. For any vector x∈Hx \in H belonging to the square-moment domain of μS\mu_S (i.e., such that ∫Rλ2 dμx(λ)<∞\int_{\mathbb{R}} \lambda^2 \, d\mu_x(\lambda) < \infty), the sequence of vectors (vn)n∈N(v_n)_{n \in \mathbb{N}} defined by the truncated spectral integrals vn=(∫−nnλ dμS(λ))x v_n = \left( \int_{-n}^n \lambda \, d\mu_S(\lambda) \right) x is a Cauchy sequence in HH.

theorem

Convergence of the integral of the truncated square norm to the second moment of the diagonal measure

Let HH be a Hilbert space and μS\mu_S be a weak spectral measure on R\mathbb{R} taking values in the operators on HH. For any vector x∈Hx \in H, let μx\mu_x be the associated diagonal measure. If the function r↦r2r \mapsto r^2 is integrable with respect to μx\mu_x, then the integral of the squared norm of the truncated identity function fnf_n converges to the second moment of μx\mu_x as n→∞n \to \infty: lim⁡n→∞∫R∣fn(r)∣2 dμx(r)=∫Rr2 dμx(r),\lim_{n \to \infty} \int_{\mathbb{R}} |f_n(r)|^2 \, d\mu_x(r) = \int_{\mathbb{R}} r^2 \, d\mu_x(r), where fn(r)=rf_n(r) = r for r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise.

definition

Limit of truncated spectral integrals lim⁡n→∞(∫−nnλ dμS)x\lim_{n \to \infty} (\int_{-n}^n \lambda \, d\mu_S) x

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. For a vector xx belonging to the spectral square-moment submodule (the set of vectors x∈Hx \in H such that the second moment ∫Rλ2 d⟨x,μS(λ)x⟩\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu_S(\lambda) x \rangle is finite), the **truncation limit** is the vector in HH defined as the limit of the sequence of truncated spectral integrals applied to xx: lim⁡n→∞(∫−nnλ dμS(λ))x \lim_{n \to \infty} \left( \int_{-n}^n \lambda \, d\mu_S(\lambda) \right) x where ∫−nnλ dμS(λ)\int_{-n}^n \lambda \, d\mu_S(\lambda) is the spectral integral of the identity function truncated to the interval [−n,n][-n, n].

theorem

The sequence of truncated spectral integrals converges to the truncation limit

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R}. For any vector xx belonging to the spectral square-moment submodule of μS\mu_S (the set of vectors x∈Hx \in H such that ∫Rλ2d⟨x,μS(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 d\langle x, \mu_S(\lambda) x \rangle < \infty), the sequence of truncated spectral integrals applied to xx converges to the truncation limit as n→∞n \to \infty: lim⁡n→∞(∫−nnλ dμS(λ))x=truncationLimit(μS,x). \lim_{n \to \infty} \left( \int_{-n}^n \lambda \, d\mu_S(\lambda) \right) x = \text{truncationLimit}(\mu_S, x).

theorem

truncationLimit(x+y)=truncationLimit(x)+truncationLimit(y)\text{truncationLimit}(x + y) = \text{truncationLimit}(x) + \text{truncationLimit}(y)

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. Let xx and yy be vectors in the spectral square-moment submodule of μS\mu_S (the set of vectors v∈Hv \in H such that ∫Rλ2 d⟨v,μS(λ)v⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle v, \mu_S(\lambda) v \rangle < \infty). Then the truncation limit is additive: truncationLimit(μS,x+y)=truncationLimit(μS,x)+truncationLimit(μS,y) \text{truncationLimit}(\mu_S, x + y) = \text{truncationLimit}(\mu_S, x) + \text{truncationLimit}(\mu_S, y) where the truncation limit for a vector vv is defined as the limit in HH of the truncated spectral integrals: truncationLimit(μS,v)=lim⁡n→∞(∫−nnλ dμS(λ))v. \text{truncationLimit}(\mu_S, v) = \lim_{n \to \infty} \left( \int_{-n}^n \lambda \, d\mu_S(\lambda) \right) v.

theorem

The truncation limit commutes with scalar multiplication

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. For any vector xx in the spectral square-moment submodule (the set of vectors x∈Hx \in H such that ∫Rλ2d⟨x,μS(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 d\langle x, \mu_S(\lambda) x \rangle < \infty) and any scalar c∈Cc \in \mathbb{C}, the truncation limit is homogeneous with respect to scalar multiplication: lim⁡n→∞(∫−nnλ dμS(λ))(cx)=clim⁡n→∞(∫−nnλ dμS(λ))x \lim_{n \to \infty} \left( \int_{-n}^n \lambda \, d\mu_S(\lambda) \right) (cx) = c \lim_{n \to \infty} \left( \int_{-n}^n \lambda \, d\mu_S(\lambda) \right) x

theorem

∥(∫fn dμS)x∥2=∫∣fn∣2 dμx\|(\int f_n \, d\mu_S)x\|^2 = \int |f_n|^2 \, d\mu_x

Let HH be a complex Hilbert space and μS\mu_S be a weak-operator spectral measure on R\mathbb{R}. For any natural number nn and vector x∈Hx \in H, the squared norm of the image of xx under the nn-th truncated spectral integral ∫fn dμS\int f_n \, d\mu_S is equal to the integral of the squared magnitude of the truncation function fnf_n with respect to the diagonal measure μx\mu_x. Mathematically, this is expressed as: ∥(∫fn dμS)x∥2=∫R∣fn(r)∣2 dμx(r) \left\| \left( \int f_n \, d\mu_S \right) x \right\|^2 = \int_{\mathbb{R}} |f_n(r)|^2 \, d\mu_x(r) where fn(r)=rf_n(r) = r for r∈[−n,n]r \in [-n, n] and 00 otherwise, and μx\mu_x is the diagonal measure such that μx(S)=⟨x,μS(S)x⟩\mu_x(S) = \langle x, \mu_S(S) x \rangle.

theorem

The nn-th truncated spectral integral is self-adjoint

Let HH be a complex Hilbert space and μS\mu_S be a weak-operator spectral measure on R\mathbb{R}. For any natural number n∈Nn \in \mathbb{N}, the nn-th truncated spectral integral Tn=∫−nnx dμS(x)T_n = \int_{-n}^n x \, d\mu_S(x) is a self-adjoint operator. That is, the adjoint of the truncation integral is equal to the integral itself: Tn∗=Tn T_n^* = T_n where Tn∗T_n^* (denoted by `star` in the formal statement) represents the adjoint of the bounded linear operator TnT_n.

theorem

Symmetry of the nn-th Truncated Spectral Integral: ⟨Tnx,y⟩=⟨x,Tny⟩\langle T_n x, y \rangle = \langle x, T_n y \rangle

Let HH be a complex Hilbert space and μS\mu_S be a weak-operator spectral measure on R\mathbb{R}. For any natural number n∈Nn \in \mathbb{N} and any vectors x,y∈Hx, y \in H, the nn-th truncated spectral integral (denoted as ∫fn dμS\int f_n \, d\mu_S) satisfies the symmetry property: ⟨(∫fn dμS)x,y⟩C=⟨x,(∫fn dμS)y⟩C \left\langle \left( \int f_n \, d\mu_S \right) x, y \right\rangle_{\mathbb{C}} = \left\langle x, \left( \int f_n \, d\mu_S \right) y \right\rangle_{\mathbb{C}} where ⟨⋅,⋅⟩C\langle \cdot, \cdot \rangle_{\mathbb{C}} denotes the inner product on HH.

definition

Maximal spectral integral ∫λ dμS\int \lambda \, d\mu_S

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. The **maximal spectral integral** is the partially defined linear operator A:D(A)⊆H→HA: D(A) \subseteq H \to H whose domain D(A)D(A) is the spectral square-moment submodule: D(A)={x∈H  |  ∫Rλ2 d⟨x,μS(λ)x⟩<∞} D(A) = \left\{ x \in H \;\middle|\; \int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu_S(\lambda) x \rangle < \infty \right\} For any vector x∈D(A)x \in D(A), the value of the operator is defined as the limit of the truncated spectral integrals: Ax=lim⁡n→∞(∫−nnλ dμS(λ))x A x = \lim_{n \to \infty} \left( \int_{-n}^n \lambda \, d\mu_S(\lambda) \right) x where ⟨⋅,⋅⟩\langle \cdot, \cdot \rangle denotes the inner product on HH.

theorem

The maximal spectral integral ∫λ dμS\int \lambda \, d\mu_S is symmetric

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the bounded operators on HH. The maximal spectral integral A=∫λ dμSA = \int \lambda \, d\mu_S is a symmetric operator. Specifically, for any vectors x,yx, y in the domain D(A)={x∈H  |  ∫Rλ2 d⟨x,μS(λ)x⟩<∞},D(A) = \left\{ x \in H \;\middle|\; \int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu_S(\lambda) x \rangle < \infty \right\}, the inner product satisfies: ⟨Ax,y⟩=⟨x,Ay⟩.\langle Ax, y \rangle = \langle x, Ay \rangle.

theorem

Spectral projections of bounded intervals lie in the square-moment domain

Let HH be a Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R}. For any vector x∈Hx \in H and any non-negative real constant C≥0C \geq 0, the vector obtained by applying the spectral projection of the interval [−C,C][-C, C] to xx, denoted by μS([−C,C])x\mu_S([-C, C])x, belongs to the square-moment domain of μS\mu_S. This means that the integral of the squared coordinate function with respect to the diagonal measure associated with μS([−C,C])x\mu_S([-C, C])x is finite: ∫Rλ2 dμμS([−C,C])x(λ)<∞\int_{\mathbb{R}} \lambda^2 \, d\mu_{\mu_S([-C, C])x}(\lambda) < \infty

theorem

μx([−n,n]c)→0\mu_x([-n, n]^c) \to 0 as n→∞n \to \infty for WOT spectral measures

Let HH be a Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R}. For any vector x∈Hx \in H, let μx\mu_x denote the diagonal measure associated with xx, defined for any measurable set S⊆RS \subseteq \mathbb{R} as μx(S)=Re⟨x,μS(S)x⟩\mu_x(S) = \text{Re} \langle x, \mu_S(S) x \rangle (which is equivalent to ∥μS(S)x∥2\|\mu_S(S) x\|^2). Let In=[−n,n]I_n = [-n, n] be the nn-th spectral cutoff set. Then the measure of the complement of InI_n tends to zero as nn goes to infinity: lim⁡n→∞μx(R∖In)=0\lim_{n \to \infty} \mu_x(\mathbb{R} \setminus I_n) = 0

theorem

μS([−n,n])x→x\mu_S([-n, n]) x \to x as n→∞n \to \infty for WOT spectral measures

Let HH be a Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on the real line R\mathbb{R}. For any vector x∈Hx \in H, let In=[−n,n]I_n = [-n, n] be the nn-th spectral cutoff set. Then the sequence of vectors obtained by applying the spectral projection of InI_n to xx converges to xx in HH as n→∞n \to \infty: lim⁡n→∞μS([−n,n])x=x\lim_{n \to \infty} \mu_S([-n, n]) x = x

theorem

The maximal spectral integral ∫λ dμS\int \lambda \, d\mu_S is densely defined

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. The maximal spectral integral A=∫λ dμSA = \int \lambda \, d\mu_S is a densely defined operator. That is, the domain of AA, defined as D(A)={x∈H  |  ∫Rλ2 d⟨x,μS(λ)x⟩<∞}, D(A) = \left\{ x \in H \;\middle|\; \int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu_S(\lambda) x \rangle < \infty \right\}, is a dense subspace of HH.

theorem

The maximal spectral integral ∫λ dμS\int \lambda \, d\mu_S is closable

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on the real line R\mathbb{R}. The maximal spectral integral operator A=∫Rλ dμS(λ)A = \int_{\mathbb{R}} \lambda \, d\mu_S(\lambda) is a closable operator.

theorem

The maximal spectral integral is densely defined and closable

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. The maximal spectral integral A=∫Rλ dμS(λ)A = \int_{\mathbb{R}} \lambda \, d\mu_S(\lambda), defined on the domain D(A)={x∈H  |  ∫Rλ2 d⟨x,μS(λ)x⟩<∞}, D(A) = \left\{ x \in H \;\middle|\; \int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu_S(\lambda) x \rangle < \infty \right\}, is a densely defined and closable operator.

theorem

The closure of the maximal spectral integral ∫λ dμS\int \lambda \, d\mu_S is a closed operator

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. Let A=∫λ dμSA = \int \lambda \, d\mu_S be the maximal spectral integral operator associated with μS\mu_S. Then the closure of AA is a closed operator.

theorem

The closure of the maximal spectral integral ∫λ dμS\int \lambda \, d\mu_S is symmetric

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. Let A=∫Rλ dμS(λ)A = \int_{\mathbb{R}} \lambda \, d\mu_S(\lambda) be the maximal spectral integral associated with μS\mu_S. Then the closure of AA, denoted A‾\overline{A}, is a symmetric operator. That is, for all x,yx, y in the domain of A‾\overline{A}, the inner product satisfies ⟨A‾x,y⟩=⟨x,A‾y⟩\langle \overline{A}x, y \rangle = \langle x, \overline{A}y \rangle.

theorem

Essential self-adjointness of the maximal spectral integral ∫λ dμS\int \lambda \, d\mu_S is equivalent to the self-adjointness of its closure.

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. Let A=∫Rλ dμS(λ)A = \int_{\mathbb{R}} \lambda \, d\mu_S(\lambda) be the maximal spectral integral associated with μS\mu_S. Then AA is essentially self-adjoint if and only if its closure Aˉ\bar{A} is a self-adjoint operator.

theorem

Self-Adjointness of the Maximal Spectral Integral via the Range Criterion

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. Let A=∫Rλ dμS(λ)A = \int_{\mathbb{R}} \lambda \, d\mu_S(\lambda) be the maximal spectral integral associated with μS\mu_S. If the ranges of the shifted operators A+iIA + iI and A−iIA - iI (where ii is the imaginary unit and II is the identity operator) are both equal to the entire space HH, then AA is a self-adjoint operator.

theorem

The maximal spectral integral is closed if ran(A±iI)=H\text{ran}(A \pm iI) = H

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. Let A=∫Rλ dμSA = \int_{\mathbb{R}} \lambda \, d\mu_S be the maximal spectral integral associated with μS\mu_S. If the ranges of the operators A+iIA + iI and A−iIA - iI are both equal to the entire space HH (where ii is the imaginary unit and II is the identity operator), then the operator AA is closed, meaning its closure Aˉ\bar{A} is equal to AA.

theorem

The maximal spectral integral AA is essentially self-adjoint if ran⁡(A±iI)=H\operatorname{ran}(A \pm iI) = H

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. Let A=∫Rλ dμS(λ)A = \int_{\mathbb{R}} \lambda \, d\mu_S(\lambda) be the maximal spectral integral. If the ranges of the operators A+iIA + iI and A−iIA - iI are both equal to the entire space HH, i.e., ran⁡(A+iI)=Handran⁡(A−iI)=H, \operatorname{ran}(A + iI) = H \quad \text{and} \quad \operatorname{ran}(A - iI) = H, where ii is the imaginary unit and II is the identity operator on HH, then AA is essentially self-adjoint.

theorem

Norm square of the maximal spectral integral ∥Ax∥2=∫λ2 dμx\|Ax\|^2 = \int \lambda^2 \, d\mu_x

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R}. Let A=∫λ dμSA = \int \lambda \, d\mu_S be the maximal spectral integral of the identity function. For any vector xx in the domain of AA, the squared norm of AxAx is equal to the integral of λ2\lambda^2 with respect to the diagonal measure μx\mu_x: ∥Ax∥2=∫Rλ2 dμx(λ) \|Ax\|^2 = \int_{\mathbb{R}} \lambda^2 \, d\mu_x(\lambda) where the diagonal measure μx\mu_x is defined by μx(S)=⟨x,μS(S)x⟩=∥μS(S)x∥2\mu_x(S) = \langle x, \mu_S(S) x \rangle = \|\mu_S(S) x\|^2 for measurable sets S⊆RS \subseteq \mathbb{R}.

theorem

Domain of ∫λ dμS\int \lambda \, d\mu_S is the spectral square-moment submodule

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. The domain of the maximal spectral integral operator ∫λ dμS\int \lambda \, d\mu_S is equal to the spectral square-moment submodule of μS\mu_S. That is, a vector x∈Hx \in H is in the domain if and only if it satisfies ∫Rλ2 d⟨x,μS(λ)x⟩<∞. \int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu_S(\lambda) x \rangle < \infty.

theorem

Evaluation of the maximal spectral integral as a truncation limit

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. Let AA denote the maximal spectral integral associated with μS\mu_S. For any vector xx in the domain of AA, the result of applying AA to xx is equal to the truncation limit: Ax=lim⁡n→∞(∫−nnλ dμS(λ))x A x = \lim_{n \to \infty} \left( \int_{-n}^n \lambda \, d\mu_S(\lambda) \right) x where ∫−nnλ dμS(λ)\int_{-n}^n \lambda \, d\mu_S(\lambda) is the spectral integral of the identity function restricted to the interval [−n,n][-n, n].

theorem

⟨y,μS(S)x⟩=⟨μS(S)y,μS(S)x⟩\langle y, \mu_S(S) x \rangle = \langle \mu_S(S) y, \mu_S(S) x \rangle

Let HH be a Hilbert space and μS\mu_S be a WOT-spectral measure on R\mathbb{R} with values in the bounded operators on HH. For any vectors x,y∈Hx, y \in H and any measurable set S⊆RS \subseteq \mathbb{R}, the complex inner product satisfies the following identity: ⟨y,μS(S)x⟩C=⟨μS(S)y,μS(S)x⟩C\langle y, \mu_S(S) x \rangle_{\mathbb{C}} = \langle \mu_S(S) y, \mu_S(S) x \rangle_{\mathbb{C}} where μS(S)\mu_S(S) is the projection operator associated with the set SS.

theorem

Total Variation of Scalar Measure ∣μx,y∣≤μx+μy|\mu_{x,y}| \le \mu_x + \mu_y

Let HH be a Hilbert space and μS\mu_S be a WOT-spectral measure on R\mathbb{R}. For any vectors x,y∈Hx, y \in H, let μx,y\mu_{x,y} denote the complex scalar measure defined by μx,y(S)=⟨y,μS(S)x⟩\mu_{x,y}(S) = \langle y, \mu_S(S) x \rangle, and let μx\mu_x and μy\mu_y denote the diagonal measures defined by μx(S)=∥μS(S)x∥2\mu_x(S) = \|\mu_S(S) x\|^2 and μy(S)=∥μS(S)y∥2\mu_y(S) = \|\mu_S(S) y\|^2, respectively. The total variation measure of the scalar measure, denoted by ∣μx,y∣|\mu_{x,y}|, is bounded by the sum of the diagonal measures: ∣μx,y∣≤μx+μy |\mu_{x,y}| \le \mu_x + \mu_y

theorem

The Variation of the Scalar Measure is Finite

Let HH be a Hilbert space and μ\mu be a WOT spectral measure on R\mathbb{R} taking values in the bounded linear operators on HH. For any vectors x,y∈Hx, y \in H, the variation of the complex scalar measure defined by S↦⟨y,μ(S)x⟩CS \mapsto \langle y, \mu(S) x \rangle_{\mathbb{C}} for measurable sets S⊆RS \subseteq \mathbb{R} is a finite measure.

theorem

Truncated spectral integrals converge to the weak integral

Let HH be a Hilbert space and μ\mu be a WOT-spectral measure on R\mathbb{R}. For any two vectors x,y∈Hx, y \in H, let μx,y\mu_{x,y} be the complex scalar measure defined by μx,y(S)=⟨y,μ(S)x⟩\mu_{x,y}(S) = \langle y, \mu(S) x \rangle. Suppose the identity function id(r)=r\text{id}(r) = r is integrable with respect to μx,y\mu_{x,y}. Let fn:R→Rf_n: \mathbb{R} \to \mathbb{R} be the real truncation function at cutoff nn, defined by fn(r)=rf_n(r) = r for r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise. Then the integral of fnf_n with respect to μx,y\mu_{x,y} converges to the weak integral of the identity function as n→∞n \to \infty: lim⁡n→∞∫Rfn(r) dμx,y(r)=∫Rr dμx,y(r) \lim_{n \to \infty} \int_{\mathbb{R}} f_n(r) \, d\mu_{x,y}(r) = \int_{\mathbb{R}} r \, d\mu_{x,y}(r)

theorem

⟨y,(∫f dμ)x⟩=∫f dμx,y\langle y, (\int f \, d\mu) x \rangle = \int f \, d\mu_{x,y} for Bounded Functions

Let HH be a complex Hilbert space and α\alpha be a non-empty measurable space. Let μ\mu be a weak operator topology (WOT) spectral measure on α\alpha taking values in the bounded linear operators on HH. Suppose f:α→Cf : \alpha \to \mathbb{C} is a measurable function such that there exists a constant CC with ∣f(a)∣≤C|f(a)| \le C for all a∈αa \in \alpha. For any vectors x,y∈Hx, y \in H, let μx,y\mu_{x,y} be the complex scalar measure defined by μx,y(S)=⟨y,μ(S)x⟩\mu_{x,y}(S) = \langle y, \mu(S) x \rangle for every measurable set S⊆αS \subseteq \alpha. If the variation of μx,y\mu_{x,y} is finite, then the inner product of yy with the action of the bounded spectral integral of ff on xx is equal to the integral of ff with respect to the scalar measure μx,y\mu_{x,y}: ⟨y,(∫αf dμ)x⟩=∫αf(a) dμx,y(a) \left\langle y, \left(\int_{\alpha} f \, d\mu \right) x \right\rangle = \int_{\alpha} f(a) \, d\mu_{x,y}(a)

theorem

⟨y,(∫fn dμ)x⟩=∫fn dμx,y\langle y, (\int f_n \, d\mu) x \rangle = \int f_n \, d\mu_{x,y} for truncated spectral integrals

Let HH be a complex Hilbert space and μ\mu be a weak operator topology (WOT) spectral measure on R\mathbb{R}. For any natural number n∈Nn \in \mathbb{N} and vectors x,y∈Hx, y \in H, let fn:R→Cf_n: \mathbb{R} \to \mathbb{C} be the nn-th truncation function (defined as fn(r)=rf_n(r) = r for r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise), and let μx,y\mu_{x,y} be the complex scalar measure defined by μx,y(S)=⟨y,μ(S)x⟩\mu_{x,y}(S) = \langle y, \mu(S) x \rangle. The inner product of yy with the action of the nn-th truncated spectral integral ∫fn dμ\int f_n \, d\mu on xx is equal to the integral of fnf_n with respect to the scalar measure μx,y\mu_{x,y}: ⟨y,(∫Rfn dμ)x⟩=∫Rfn(r) dμx,y(r) \left\langle y, \left(\int_{\mathbb{R}} f_n \, d\mu \right) x \right\rangle = \int_{\mathbb{R}} f_n(r) \, d\mu_{x,y}(r)

theorem

The inner product ⟨y,Ax⟩\langle y, Ax \rangle is the limit of truncated scalar integrals ∫fn dμx,y\int f_n \, d\mu_{x,y}

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the bounded linear operators on HH. Let A=∫λ dμSA = \int \lambda \, d\mu_S be the maximal spectral integral. For any vector xx in the domain of AA and any vector y∈Hy \in H, the sequence of integrals of the truncation functions fnf_n with respect to the scalar measure μx,y\mu_{x,y} converges to the inner product ⟨y,Ax⟩\langle y, Ax \rangle as n→∞n \to \infty. That is, lim⁡n→∞∫Rfn(r) dμx,y(r)=⟨y,Ax⟩ \lim_{n \to \infty} \int_{\mathbb{R}} f_n(r) \, d\mu_{x,y}(r) = \langle y, Ax \rangle where fn(r)=rf_n(r) = r if r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise, and μx,y\mu_{x,y} is the complex scalar measure defined by μx,y(S)=⟨y,μS(S)x⟩\mu_{x,y}(S) = \langle y, \mu_S(S) x \rangle.

definition

Measurable spectral integral ∫f dμS\int f \, d\mu_S

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. For a measurable function f:R→Rf: \mathbb{R} \to \mathbb{R}, the **measurable spectral integral** is the partially defined linear operator ∫f dμS\int f \, d\mu_S on HH defined as the maximal spectral integral of the identity function with respect to the pushforward measure f∗μSf_* \mu_S. The domain of this operator consists of all vectors x∈Hx \in H for which ff is square-integrable with respect to the scalar measure μx,x\mu_{x,x} defined by μx,x(S)=⟨x,μS(S)x⟩\mu_{x,x}(S) = \langle x, \mu_S(S) x \rangle: D(∫f dμS)={x∈H  |  ∫R(f(λ))2 d⟨x,μS(λ)x⟩<∞} D\left(\int f \, d\mu_S\right) = \left\{ x \in H \;\middle|\; \int_{\mathbb{R}} (f(\lambda))^2 \, d\langle x, \mu_S(\lambda) x \rangle < \infty \right\} For xx in the domain, the operator is given by the limit of truncated integrals of the identity against the pushforward measure.

theorem

The Measurable Spectral Integral of the Identity equals the Maximal Spectral Integral

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. The measurable spectral integral of the identity function id:R→R\text{id} : \mathbb{R} \to \mathbb{R} (where id(λ)=λ\text{id}(\lambda) = \lambda) with respect to μS\mu_S is equal to the maximal spectral integral of μS\mu_S. That is, ∫Rid dμS=∫Rλ dμS \int_{\mathbb{R}} \text{id} \, d\mu_S = \int_{\mathbb{R}} \lambda \, d\mu_S

theorem

Composition rule for measurable spectral integrals: ∫g d(f∗μ)=∫(g∘f) dμ\int g \, d(f_* \mu) = \int (g \circ f) \, d\mu

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. For any measurable functions f:R→Rf: \mathbb{R} \to \mathbb{R} and g:R→Rg: \mathbb{R} \to \mathbb{R}, the spectral integral of gg with respect to the pushforward measure f∗μSf_* \mu_S is equal to the spectral integral of the composition g∘fg \circ f with respect to the original measure μS\mu_S: ∫Rg d(f∗μS)=∫R(g∘f) dμS \int_{\mathbb{R}} g \, d(f_* \mu_S) = \int_{\mathbb{R}} (g \circ f) \, d\mu_S where the pushforward measure f∗μSf_* \mu_S is defined by (f∗μS)(B)=μS(f−1(B))(f_* \mu_S)(B) = \mu_S(f^{-1}(B)) for any measurable set B⊆RB \subseteq \mathbb{R}.

theorem

Domain of ∫f dμ\int f \, d\mu equals the spectral square-moment submodule of f∗μf_* \mu

Let HH be a complex Hilbert space and μ\mu be a weak-operator-topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. For any measurable function f:R→Rf: \mathbb{R} \to \mathbb{R}, the domain of the measurable spectral integral ∫f dμ\int f \, d\mu, denoted D(∫f dμ)D\left(\int f \, d\mu\right), is equal to the spectral square-moment submodule of the pushforward spectral measure f∗μf_* \mu.

theorem

x∈D(∫f dμS)  ⟺  f∈L2(μx)x \in D(\int f \, d\mu_S) \iff f \in L^2(\mu_x)

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} with values in the operators on HH. For any measurable function f:R→Rf: \mathbb{R} \to \mathbb{R} and any vector x∈Hx \in H, xx belongs to the domain of the measurable spectral integral ∫f dμS\int f \, d\mu_S if and only if ff is square-integrable with respect to the diagonal measure μx\mu_x associated with xx: x∈D(∫f dμS)  ⟺  ∫R(f(λ))2 dμx(λ)<∞ x \in D\left(\int f \, d\mu_S\right) \iff \int_{\mathbb{R}} (f(\lambda))^2 \, d\mu_x(\lambda) < \infty where the diagonal measure is defined by μx(S)=⟨x,μS(S)x⟩\mu_x(S) = \langle x, \mu_S(S) x \rangle.

theorem

The domain of ∫f dμS\int f \, d\mu_S is HH for bounded ff

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. If f:R→Rf: \mathbb{R} \to \mathbb{R} is a measurable function that is bounded, i.e., there exists a constant C≥0C \geq 0 such that ∣f(r)∣≤C|f(r)| \leq C for all r∈Rr \in \mathbb{R}, then the domain of the measurable spectral integral ∫f dμS\int f \, d\mu_S is the entire Hilbert space HH.

theorem

⟨y,(∫f dμS)x⟩=∫f d⟨y,μSx⟩\langle y, (\int f \, d\mu_S) x \rangle = \int f \, d\langle y, \mu_S x \rangle

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the operators on HH. Let f:R→Rf: \mathbb{R} \to \mathbb{R} be a measurable function, and let ∫f dμS\int f \, d\mu_S be the associated measurable spectral integral operator. For any vectors x,y∈Hx, y \in H, if xx is in the domain of ∫f dμS\int f \, d\mu_S and ff is integrable with respect to the complex scalar measure μx,y\mu_{x,y} (defined by S↦⟨y,μS(S)x⟩S \mapsto \langle y, \mu_S(S) x \rangle), then the inner product of yy with the action of the spectral integral on xx is equal to the complex weak integral of ff: ⟨y,(∫Rf dμS)x⟩=∫Rf(λ) d⟨y,μS(λ)x⟩ \left\langle y, \left( \int_{\mathbb{R}} f \, d\mu_S \right) x \right\rangle = \int_{\mathbb{R}} f(\lambda) \, d\langle y, \mu_S(\lambda) x \rangle

theorem

Equality of Bounded and Unbounded Spectral Integrals for Bounded Real Functions

Let HH be a complex Hilbert space and μS\mu_S be a weak operator topology (WOT) spectral measure on R\mathbb{R}. Let f:R→Rf: \mathbb{R} \to \mathbb{R} be a measurable function that is uniformly bounded, such that there exists a constant C≥0C \geq 0 with ∣f(r)∣≤C|f(r)| \leq C for all r∈Rr \in \mathbb{R}. Then for any vector x∈Hx \in H, the bounded spectral integral of ff (viewed as a complex-valued function) applied to xx coincides with the measurable spectral integral of ff applied to xx: (∫Rf dμS)boundedx=(∫Rf dμS)unboundedx \left( \int_{\mathbb{R}} f \, d\mu_S \right)_{\text{bounded}} x = \left( \int_{\mathbb{R}} f \, d\mu_S \right)_{\text{unbounded}} x In this context, the vector xx is guaranteed to be in the domain of the (generally unbounded) measurable spectral integral because ff is bounded.

theorem

Bounded Convergence Theorem for Spectral Integrals

Let α\alpha be a non-empty measurable space and HH be a complex Hilbert space. Let μS\mu_S be a weak-operator spectral measure on α\alpha. Suppose f:α→Cf : \alpha \to \mathbb{C} is a measurable function and {gn}n∈N\{g_n\}_{n \in \mathbb{N}} is a sequence of measurable functions gn:α→Cg_n : \alpha \to \mathbb{C}. If both ff and the sequence gng_n are uniformly bounded—that is, there exists a constant C∈RC \in \mathbb{R} such that ∣f(a)∣≤C|f(a)| \le C and ∣gn(a)∣≤C|g_n(a)| \le C for all nn and aa—and if gng_n converges pointwise to ff as n→∞n \to \infty, then for any vector x∈Hx \in H, the sequence of vectors (∫gn dμS)x(\int g_n \, d\mu_S)x converges to (∫f dμS)x(\int f \, d\mu_S)x in the norm topology of HH: lim⁡n→∞(∫αgn dμS)x=(∫αf dμS)x.\lim_{n \to \infty} \left( \int_\alpha g_n \, d\mu_S \right)x = \left( \int_\alpha f \, d\mu_S \right)x.