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PhyslibAlpha.ProbabilisticTheory.HilbertSpace.Unbounded.CayleySpectralData.SpecTheorem

The spectral theorem for unbounded self-adjoint operators

i. Overview

The spectral measure on `ℝ` obtained from the Cayley transform of a self-adjoint operator `T` reconstructs `T`: its domain is the set of vectors `x` with `∫ λ² dμₓ < ∞`, and on it `⟪y, T x⟫ = ∫ λ d⟪y, μ x⟫`. This is the spectral theorem for unbounded self-adjoint operators, and it also applies to the closure of an essentially self-adjoint operator.

ii. Key results

- `unboundedSpectralTheorem` : **the spectral theorem** for a self-adjoint operator. - `unboundedSpectralTheorem_of_essentiallySelfAdjoint` : the same for the closure of an essentially self-adjoint operator. - `cayleyRealSpectralMeasure_eq_maximal` : the spectral measure has the maximal domain.

iii. Table of contents

  • A. Restriction identities for PVM scalar measures
  • B. Complex vector-measure density transport
  • C. The inverse-moment transport lemma

A. Restriction identities for PVM scalar measures

These identities are independent of the Cayley transform. They express the elementary fact that testing a projection-valued measure after applying one of its projections restricts the corresponding scalar measure. They are the bookkeeping lemmas needed when a bounded spectral moment is localized to a measurable spectral set.

B. Complex vector-measure density transport

The scalar measures of a complex PVM are complex vector measures, rather than positive measures. This is the reusable density-integral theorem needed by the inverse Cayley step.

C. The inverse-moment transport lemma

The bounded spectral measure of the Cayley transform reconstructs `z`. An integral identity for the inverse Cayley transform on the bounded measure transports to the real spectral measure.

20 declarations

theorem

Vectors in D(T)\mathcal{D}(T) have Finite Second Moment with respect to the Spectral Measure of TT

Let HH be a Hilbert space and TT be a self-adjoint operator on HH with domain D(T)\mathcal{D}(T). Let μ\mu be the spectral measure on R\mathbb{R} associated with TT (via the Cayley transform). For any vector xx in the domain D(T)\mathcal{D}(T), the second moment of the scalar measure μx\mu_x is finite. That is, xx satisfies: ∫Rλ2 d⟨x,μ(λ)x⟩<∞,\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda)x \rangle < \infty, where μx\mu_x is defined by μx(A)=⟨x,μ(A)x⟩\mu_x(A) = \langle x, \mu(A)x \rangle for measurable sets A⊆RA \subseteq \mathbb{R}.

theorem

μμ(S)x,y=μx,y∣S\mu_{\mu(S)x, y} = \mu_{x,y}|_S

Let μ\mu be a projection-valued measure on a measurable space α\alpha taking values in the operators on a Hilbert space HH. For any vectors x,y∈Hx, y \in H and any measurable set S⊆αS \subseteq \alpha, let μx,y\mu_{x,y} be the complex scalar measure defined by A↦⟨y,μ(A)x⟩A \mapsto \langle y, \mu(A)x \rangle. Then the scalar measure associated with the projected vector μ(S)x\mu(S)x and the vector yy is equal to the restriction of the scalar measure μx,y\mu_{x,y} to the set SS. That is, μμ(S)x,y=μx,y∣S\mu_{\mu(S)x, y} = \mu_{x,y}|_S where the restricted measure is defined by μx,y∣S(A)=μx,y(A∩S)\mu_{x,y}|_S(A) = \mu_{x,y}(A \cap S) for any measurable set A⊆αA \subseteq \alpha.

theorem

μx,μ(S)y=μx,y∣S\mu_{x, \mu(S)y} = \mu_{x,y}|_S

Let HH be a Hilbert space and μ\mu be a projection-valued measure on a measurable space α\alpha. 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(A)=⟨y,μ(A)x⟩\mu_{x,y}(A) = \langle y, \mu(A)x \rangle for measurable sets A⊆αA \subseteq \alpha. Then for any measurable set S⊆αS \subseteq \alpha, the scalar measure associated with the pair (x,μ(S)y)(x, \mu(S)y) is equal to the restriction of the measure μx,y\mu_{x,y} to SS: μx,μ(S)y=μx,y∣S\mu_{x, \mu(S)y} = \mu_{x,y}|_S where μx,y∣S(A)=μx,y(A∩S)\mu_{x,y}|_S(A) = \mu_{x,y}(A \cap S).

theorem

∫g d⟨y,μ(μ(S)x)⟩=∫Sg d⟨y,μx⟩\int g \, d\langle y, \mu (\mu(S)x) \rangle = \int_S g \, d\langle y, \mu x \rangle

Let μ\mu be a spectral measure on a measurable space α\alpha taking values in the operators on a Hilbert space HH. For any measurable set S⊆αS \subseteq \alpha, vectors x,y∈Hx, y \in H, and a complex-valued function g:α→Cg: \alpha \to \mathbb{C} that is integrable with respect to the scalar complex measure μx,y\mu_{x, y} defined by E↦⟨y,μ(E)x⟩E \mapsto \langle y, \mu(E)x \rangle, the following equality holds: ∫g d⟨y,μ(⋅)(μ(S)x)⟩=∫1Sg d⟨y,μ(⋅)x⟩\int g \, d\langle y, \mu(\cdot) (\mu(S)x) \rangle = \int \mathbb{1}_S g \, d\langle y, \mu(\cdot) x \rangle where 1S\mathbb{1}_S denotes the indicator function of the set SS.

theorem

∫g d⟨μ(S)y,μx⟩=∫Sg d⟨y,μx⟩\int g \, d\langle \mu(S)y, \mu x \rangle = \int_S g \, d\langle y, \mu x \rangle for spectral measures

Let HH be a Hilbert space and μ\mu be a spectral measure (projection-valued measure) on a measurable space α\alpha. For any measurable set S⊆αS \subseteq \alpha, any vectors x,y∈Hx, y \in H, and any complex-valued function g:α→Cg: \alpha \to \mathbb{C} that is integrable with respect to the scalar measure μx,y\mu_{x, y} (defined by E↦⟨y,μ(E)x⟩E \mapsto \langle y, \mu(E)x \rangle), the complex weak integral satisfies: ∫g d⟨μ(S)y,μx⟩=∫Sg d⟨y,μx⟩ \int g \, d\langle \mu(S)y, \mu x \rangle = \int_S g \, d\langle y, \mu x \rangle where the right-hand side is the integral of gg over the set SS with respect to the scalar measure μx,y\mu_{x, y}.

theorem

The operator U=∫f dμU = \int f \, d\mu commutes with the spectral projections μ(S)\mu(S)

Let HH be a complex Hilbert space and μ\mu be a spectral measure (projection-valued measure) on a measurable space α\alpha. Let U:H→HU: H \to H be a bounded linear operator and f:α→Cf: \alpha \to \mathbb{C} be a complex-valued function. Suppose that for every pair of vectors x,y∈Hx, y \in H, ff is integrable with respect to the scalar complex measure μx,y\mu_{x,y} (defined by μx,y(E)=⟨y,μ(E)x⟩\mu_{x,y}(E) = \langle y, \mu(E)x \rangle) and the integral satisfies the relation ∫αf d⟨y,μx⟩=⟨y,Ux⟩.\int_{\alpha} f \, d\langle y, \mu x \rangle = \langle y, U x \rangle. Then, for any measurable set S⊆αS \subseteq \alpha, the projection operator μ(S)\mu(S) commutes with UU, that is: μ(S)U=Uμ(S).\mu(S) U = U \mu(S).

theorem

∫(1−z) d⟨y,μx⟩=⟨y,x−Ux⟩\int (1 - z) \, d\langle y, \mu x \rangle = \langle y, x - Ux \rangle

Let HH be a complex Hilbert space and μ\mu be a spectral measure on C\mathbb{C} with values in the operators on HH. Suppose U:H→HU: H \to H is a bounded linear operator such that for all x,y∈Hx, y \in H, the identity function z↦zz \mapsto z is integrable with respect to the scalar complex measure μx,y\mu_{x, y} (defined by μx,y(S)=⟨y,μ(S)x⟩\mu_{x, y}(S) = \langle y, \mu(S)x \rangle) and satisfies the reconstruction property ∫z d⟨y,μx⟩=⟨y,Ux⟩\int z \, d\langle y, \mu x \rangle = \langle y, Ux \rangle. If the total variation of each scalar measure μx,y\mu_{x, y} is finite, then for any x,y∈Hx, y \in H, it holds that: ∫(1−z) d⟨y,μx⟩=⟨y,x−Ux⟩\int (1 - z) \, d\langle y, \mu x \rangle = \langle y, x - Ux \rangle

theorem

⟨y,μ(S)(I−U)v⟩=∫(1−z) d⟨y,μ(z)μ(S)v⟩\langle y, \mu(S) (I-U)v \rangle = \int (1 - z) \, d\langle y, \mu(z) \mu(S) v \rangle

Let HH be a Hilbert space and μ\mu be a spectral measure on C\mathbb{C}. Let U:H→HU: H \to H be a bounded linear operator such that UU is the spectral integral of the identity function, expressed weakly as ⟨y,Ux⟩=∫z d⟨y,μ(z)x⟩\langle y, U x \rangle = \int z \, d\langle y, \mu(z) x \rangle for all x,y∈Hx, y \in H. Assume that UU commutes with the spectral projections μ(S)\mu(S) for all measurable sets S⊆CS \subseteq \mathbb{C}, and that the identity function is integrable with respect to the scalar measures ⟨y,μ(⋅)x⟩\langle y, \mu(\cdot) x \rangle, which are assumed to have finite variation. For any vectors v,y∈Hv, y \in H, let x=v−Uvx = v - Uv. Then for any measurable set S⊆CS \subseteq \mathbb{C}, the scalar measure ⟨y,μ(S)x⟩\langle y, \mu(S) x \rangle satisfies the following factorization: ⟨y,μ(S)x⟩=∫(1−z) d⟨y,μ(z)(μ(S)v)⟩\langle y, \mu(S) x \rangle = \int (1 - z) \, d\langle y, \mu(z) (\mu(S) v) \rangle

theorem

∫g d(qμ)=∫gq dμ\int g \, d(q\mu) = \int gq \, d\mu for complex vector measures

Let α\alpha be a measurable space and μ\mu be a complex-valued vector measure on α\alpha. Let q:α→Cq : \alpha \to \mathbb{C} be a function integrable with respect to μ\mu, and let g:α→Rg : \alpha \to \mathbb{R} be a real-valued function. Let qμq\mu denote the vector measure obtained by taking μ\mu with density qq. If gg is integrable with respect to qμq\mu and the variation of qμq\mu satisfies ∣μq∣=∣q∣∣μ∣|\mu_q| = |q||\mu|, then the integral of gg with respect to qμq\mu satisfies: ∫g d(qμ)=∫(g⋅q) dμ\int g \, d(q\mu) = \int (g \cdot q) \, d\mu where on the right-hand side, gg is treated as a complex-valued function.

theorem

μ(I−U)v,y=(1−z)μv,y\mu_{(I-U)v, y} = (1-z)\mu_{v, y} for Spectral Measures

Let HH be a complex Hilbert space and μ\mu be a projection-valued spectral measure. Let UU be a bounded linear operator on HH such that for all x,y∈Hx, y \in H, the inner product ⟨y,Ux⟩\langle y, U x \rangle is given by the complex weak integral of the identity function: ⟨y,Ux⟩=∫z d⟨y,μz⟩\langle y, U x \rangle = \int z \, d\langle y, \mu z \rangle Assume that for all x,y∈Hx, y \in H, the identity function is integrable with respect to the scalar complex measure μx,y\mu_{x, y} (where μx,y(S)=⟨y,μ(S)x⟩\mu_{x, y}(S) = \langle y, \mu(S) x \rangle) and that the variation of μx,y\mu_{x, y} is finite. Suppose further that UU commutes with the spectral measure μ\mu, such that μ(S)U=Uμ(S)\mu(S) U = U \mu(S) for every measurable set SS. Then, for any vectors x,v,y∈Hx, v, y \in H such that x=(I−U)vx = (I - U)v, the scalar measure μx,y\mu_{x, y} is equal to the scalar measure μv,y\mu_{v, y} weighted by the density function f(z)=1−zf(z) = 1 - z: μx,y=(1−z)μv,y\mu_{x, y} = (1 - z) \mu_{v, y} Equivalently, for any measurable set SS, ⟨y,μ(S)x⟩=∫S(1−z) d⟨y,μv⟩\langle y, \mu(S) x \rangle = \int_S (1 - z) \, d\langle y, \mu v \rangle.

theorem

The spectral measure of the Cayley transform commutes with the Cayley transform operator

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let UTU_T be the Cayley transform of TT (the `cayleyBoundedOperator`) and EE be its associated projection-valued spectral measure (`cayleyBoundedSpectralMeasure`). For any measurable set S⊆CS \subseteq \mathbb{C}, the projection operator E(S)E(S) commutes with UTU_T: E(S)UT=UTE(S)E(S) U_T = U_T E(S)

theorem

⟨y,Tx⟩\langle y, Tx \rangle equals the integral of the inverse Cayley transform with respect to the Cayley spectral measure

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH with domain D(T)\mathcal{D}(T). Let EE be the projection-valued spectral measure associated with the bounded Cayley transform of TT. For any vector x∈D(T)x \in \mathcal{D}(T) and any vector y∈Hy \in H, the inverse Cayley transform function Φ:C→R\Phi: \mathbb{C} \to \mathbb{R} is integrable with respect to the complex scalar measure μx,y\mu_{x,y} (defined by μx,y(S)=⟨y,E(S)x⟩\mu_{x,y}(S) = \langle y, E(S)x \rangle), and the following identity holds: ⟨y,Tx⟩=∫CΦ(z) d⟨y,E(z)x⟩\langle y, Tx \rangle = \int_{\mathbb{C}} \Phi(z) \, d\langle y, E(z)x \rangle where Φ(z)\Phi(z) is the inverse Cayley transform which maps the spectrum of the Cayley transform back to the real line.

theorem

The Weak Spectral Resolution of TT follows from the Inverse Cayley Transform Identity

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let EUE_U be the projection-valued spectral measure on C\mathbb{C} associated with the Cayley transform of TT (the `cayleyBoundedSpectralMeasure`). Suppose that for every vector xx in the domain of TT and every y∈Hy \in H, the inverse Cayley transform ϕ\phi (the function mapping z∈Cz \in \mathbb{C} to R\mathbb{R}, where ϕ(z)=−Imz1−Rez\phi(z) = \frac{-\text{Im} z}{1 - \text{Re} z} for z≠1z \neq 1) is integrable with respect to the complex scalar measure μx,y\mu_{x,y} defined by μx,y(S)=⟨y,EU(S)x⟩\mu_{x,y}(S) = \langle y, E_U(S)x \rangle, and the following integral identity holds: ⟨y,Tx⟩=∫Cϕ(z) d⟨y,EU(z)x⟩\langle y, Tx \rangle = \int_{\mathbb{C}} \phi(z) \, d\langle y, E_U(z)x \rangle Then the real spectral measure μ\mu associated with TT (the `cayleyRealSpectralMeasure`) is a weak spectral resolution of TT. Specifically, for every x∈dom(T)x \in \text{dom}(T) and y∈Hy \in H, the identity function f(λ)=λf(\lambda) = \lambda is integrable with respect to the scalar measure νx,y(A)=⟨y,μ(A)x⟩\nu_{x,y}(A) = \langle y, \mu(A)x \rangle and satisfies: ⟨y,Tx⟩=∫Rλ d⟨y,μ(λ)x⟩\langle y, Tx \rangle = \int_{\mathbb{R}} \lambda \, d\langle y, \mu(\lambda)x \rangle

theorem

The Cayley spectral measure of a self-adjoint operator TT is a weak spectral resolution for TT

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let μ\mu be the spectral measure on R\mathbb{R} associated with TT via its Cayley transform. Then μ\mu is a weak spectral resolution of TT. That is, for every xx in the domain of TT and every y∈Hy \in H, the identity function f(λ)=λf(\lambda) = \lambda is integrable with respect to the complex measure μx,y\mu_{x,y} defined by μx,y(A)=⟨y,μ(A)x⟩\mu_{x,y}(A) = \langle y, \mu(A)x \rangle, and the following identity holds: ⟨y,Tx⟩=∫Rλ d⟨y,μ(λ)x⟩\langle y, Tx \rangle = \int_{\mathbb{R}} \lambda \, d\langle y, \mu(\lambda)x \rangle

theorem

Spectral Theorem for a Self-Adjoint Operator TT via the Cayley Transform

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let EE be the projection-valued measure on R\mathbb{R} obtained via the Cayley transform of TT. Then the pair (T,E)(T, E) satisfies the spectral theorem for unbounded self-adjoint operators. This means that TT is the spectral integral of the identity function with respect to EE (i.e., T=∫Rλ dE(λ)T = \int_{\mathbb{R}} \lambda \, dE(\lambda)), and the domain of TT consists precisely of those vectors x∈Hx \in H for which ∫Rλ2 d⟨x,E(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle x, E(\lambda)x \rangle < \infty.

theorem

TT is a sub-operator of its maximal spectral integral

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let EE be the spectral measure on R\mathbb{R} associated with TT via its Cayley transform. Then TT is a sub-operator of (i.e., its graph is contained in) the operator defined by the spectral integral ∫Rλ dE(λ)\int_{\mathbb{R}} \lambda \, dE(\lambda) acting on its maximal domain.

theorem

TT Equals the Maximal Spectral Integral of its Cayley Spectral Measure

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH. Let μT\mu_T be the spectral measure (projection-valued measure) on R\mathbb{R} obtained via the Cayley transform of TT. Then TT is equal to the spectral integral of the identity function λ↦λ\lambda \mapsto \lambda with respect to μT\mu_T defined on its maximal domain.

theorem

The Spectral Theorem for a Self-Adjoint Operator TT via its Cayley Spectral Measure

Let HH be a complex Hilbert space and TT be a self-adjoint operator on HH (which may be unbounded). Let EE be the spectral measure (projection-valued measure) on R\mathbb{R} obtained from the Cayley transform of TT. Then the spectral theorem holds for TT in a domain-aware sense: the domain of TT is exactly the set of vectors x∈Hx \in H such that ∫Rλ2 d⟨x,E(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle x, E(\lambda)x \rangle < \infty, and for any xx in the domain of TT, the operator acts as Tx=∫Rλ dE(λ)xTx = \int_{\mathbb{R}} \lambda \, dE(\lambda)x.

theorem

Spectral Theorem for Unbounded Self-Adjoint Operators

Let HH be a complex Hilbert space and T:D(T)→HT: D(T) \to H be a self-adjoint operator on HH. Let μ\mu be the spectral measure (projection-valued measure) on R\mathbb{R} obtained from the Cayley transform of TT. Then TT is the integral of the identity function λ↦λ\lambda \mapsto \lambda with respect to μ\mu. More precisely, the domain of TT is the set of vectors x∈Hx \in H with finite second moment, i.e., D(T)={x∈H∣∫Rλ2 dμx,x<∞}D(T) = \{x \in H \mid \int_{\mathbb{R}} \lambda^2 \, d\mu_{x,x} < \infty\}, and for any x∈D(T)x \in D(T), the operator satisfies ⟨y,Tx⟩=∫Rλ d⟨y,μ(λ)x⟩\langle y, T x \rangle = \int_{\mathbb{R}} \lambda \, d\langle y, \mu(\lambda) x \rangle for all y∈Hy \in H.

theorem

Spectral Theorem for the Closure of an Essentially Self-Adjoint Operator

Let HH be a complex Hilbert space and TT be an essentially self-adjoint operator on HH. Let T‾\overline{T} denote the closure of TT and EE be the spectral measure (projection-valued measure) on R\mathbb{R} obtained from T‾\overline{T} via the Cayley transform. Then the spectral theorem holds for T‾\overline{T} with respect to EE: the domain of T‾\overline{T} is the set of vectors x∈Hx \in H such that ∫Rλ2 d⟨x,E(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle x, E(\lambda)x \rangle < \infty, and for all x∈D(T‾)x \in D(\overline{T}) and y∈Hy \in H, the operator satisfies ⟨y,T‾x⟩=∫Rλ d⟨y,E(λ)x⟩\langle y, \overline{T} x \rangle = \int_{\mathbb{R}} \lambda \, d\langle y, E(\lambda) x \rangle.