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PhyslibAlpha.ProbabilisticTheory.HilbertSpace.Unbounded.SpectralIntegral.Construction

Integrating unbounded functions against a spectral measure

i. Overview

For a real measurable function `f` and a spectral measure `μ`, the integral `∫ f dμ` is defined on the vectors `x` with `∫ f² dμₓ < ∞`, as the limit of the bounded integrals of the truncations of `f`. It is densely defined, closable, symmetric and essentially self-adjoint.

ii. Key results

  • `truncationFunction` : the truncation of `f` to the set where `|f| ≤ n`.
  • `maximalSpectralIntegral` : the integral `∫ f dμ` on its maximal domain.

iii. Table of contents

  • A. Measurable real functional calculus
  • B. Convergence of bounded spectral multipliers

A. 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.

B. 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

Complex-valued truncation function to [−n,n][-n, n]

For a given natural number nn, the truncation function fn:R→Cf_n: \mathbb{R} \to \mathbb{C} is defined as the indicator function of the interval [−n,n][-n, n] applied to the identity function. Specifically, for any r∈Rr \in \mathbb{R}: fn(r)={rif −n≤r≤n0otherwise f_n(r) = \begin{cases} r & \text{if } -n \le r \le n \\ 0 & \text{otherwise} \end{cases} where the result is treated as a complex number.

definition

Real-valued truncation function at cutoff nn

For a natural number nn, this function is the real-valued function fn:R→Rf_n: \mathbb{R} \to \mathbb{R} defined as the indicator function of the closed interval [−n,n][-n, n] applied to the identity function. Specifically, fn(x)=xf_n(x) = x if x∈[−n,n]x \in [-n, n] and fn(x)=0f_n(x) = 0 otherwise.

definition

Spectral cutoff set [−n,n][-n, n]

For each natural number nn, the spectral cutoff set is the closed interval [−n,n][-n, n] in the real numbers R\mathbb{R}.

theorem

Monotonicity of Spectral Cutoff Sets Sn⊆SmS_n \subseteq S_m for n≤mn \leq m

For any natural numbers n,m∈Nn, m \in \mathbb{N}, if n≤mn \leq m, then the spectral cutoff set Sn=[−n,n]S_n = [-n, n] is a subset of the spectral cutoff set Sm=[−m,m]S_m = [-m, m].

theorem

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

The union of the spectral cutoff sets [−n,n][-n, n] over all natural numbers n∈Nn \in \mathbb{N} is the set of all real numbers R\mathbb{R}, expressed as ⋃n∈N[−n,n]=R\bigcup_{n \in \mathbb{N}} [-n, n] = \mathbb{R}.

theorem

The truncation function fnf_n is measurable

For any natural number nn, the truncation function fn:R→Cf_n: \mathbb{R} \to \mathbb{C} defined by fn(r)={rif −n≤r≤n0otherwise f_n(r) = \begin{cases} r & \text{if } -n \le r \le n \\ 0 & \text{otherwise} \end{cases} is measurable.

theorem

Boundedness of the complex-valued truncation function fnf_n

For any natural number nn, the complex-valued truncation function fn:R→Cf_n: \mathbb{R} \to \mathbb{C} (which maps rr to rr if r∈[−n,n]r \in [-n, n] and to 00 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)\| \leq C.

theorem

The real-valued truncation function is measurable

For any n∈Nn \in \mathbb{N}, the real-valued truncation function fn:R→Rf_n: \mathbb{R} \to \mathbb{R}, 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 a measurable function.

theorem

The Real-Valued Truncation Function fnf_n is Bounded

For any natural number nn, there exists a constant C∈RC \in \mathbb{R} such that for all r∈Rr \in \mathbb{R}, the real-valued truncation function fn(r)f_n(r) satisfies ∣fn(r)∣≤C|f_n(r)| \le C, where fn(r)f_n(r) is defined as rr if r∈[−n,n]r \in [-n, n] and 00 otherwise.

theorem

Real and complex truncation functions are equal under complex casting

For any natural number n∈Nn \in \mathbb{N}, the real-valued truncation function fn:R→Rf_n : \mathbb{R} \to \mathbb{R} (which acts as the identity on [−n,n][-n, n] and vanishes elsewhere) and the complex-valued truncation function gn:R→Cg_n : \mathbb{R} \to \mathbb{C} are equal when the values of fnf_n are considered as complex numbers. That is, for all r∈Rr \in \mathbb{R}, gn(r)=(fn(r):C)g_n(r) = (f_n(r) : \mathbb{C}).

theorem

fn(r)=rf_n(r) = r for sufficiently large nn

For any real number r∈Rr \in \mathbb{R}, the truncation function fn(r)f_n(r) (defined as rr if r∈[−n,n]r \in [-n, n] and 00 otherwise) is equal to rr for all sufficiently large natural numbers nn. That is, there exists an N∈NN \in \mathbb{N} such that for all n≥Nn \ge N, fn(r)=rf_n(r) = r.

theorem

Convergence of the truncation function fn(r)→rf_n(r) \to r as n→∞n \to \infty

For any real number r∈Rr \in \mathbb{R}, let fn(r)f_n(r) be the truncation function defined as rr if −n≤r≤n-n \le r \le n and 00 otherwise. The sequence fn(r)f_n(r) converges to rr (as a complex number) as n→∞n \to \infty.

theorem

Convergence of truncated integrals to the complex weak integral ∫r dμx,y\int r \, d\mu_{x, y}

Let HH be a Hilbert space and μS\mu_S be a spectral measure on R\mathbb{R}. For any vectors x,y∈Hx, y \in H, let μx,y\mu_{x, y} be the complex scalar measure defined by μx,y(E)=⟨y,μS(E)x⟩\mu_{x, y}(E) = \langle y, \mu_S(E) x \rangle for every measurable set EE. Suppose that the identity function r↦rr \mapsto r is integrable with respect to μx,y\mu_{x, y}. For each natural number nn, let fn:R→Cf_n: \mathbb{R} \to \mathbb{C} be the truncation function defined by fn(r)={rif ∣r∣≤n0otherwise f_n(r) = \begin{cases} r & \text{if } |r| \le n \\ 0 & \text{otherwise} \end{cases} Then the sequence of integrals of fnf_n with respect to μx,y\mu_{x, y} converges to the complex weak integral of the identity function as n→∞n \to \infty: lim⁡n→∞∫Rfn(r) dμx,y=∫Rr dμx,y. \lim_{n \to \infty} \int_{\mathbb{R}} f_n(r) \, d\mu_{x, y} = \int_{\mathbb{R}} r \, d\mu_{x, y}.

theorem

Equality of vector integrals for real-valued and complex-valued indicator functions

Let α\alpha be a measurable space and μ\mu be a complex-valued vector measure on α\alpha. For any real number c∈Rc \in \mathbb{R} and any set s⊆αs \subseteq \alpha, the vector integral of the complex-valued indicator function 1s⋅c\mathbf{1}_s \cdot c (with respect to the real-linear scalar multiplication on C\mathbb{C}) is equal to the vector integral of the real-valued indicator function 1s⋅c\mathbf{1}_s \cdot c coerced to the complex numbers.

theorem

∫g dμ=∫(g:C) dμ\int g \, d\mu = \int (g : \mathbb{C}) \, 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. For any real-valued function g:α→Rg: \alpha \to \mathbb{R} that is integrable with respect to μ\mu, the integral of gg against μ\mu (interpreting the product of the function's real values and the measure's complex values via real-scalar multiplication) is equal to the integral of gg cast to a complex-valued function against μ\mu (interpreting the product via standard complex multiplication). That is, ∫αg(x) dμ(x)=∫α(g(x)+0i) dμ(x).\int_{\alpha} g(x) \, d\mu(x) = \int_{\alpha} (g(x) + 0i) \, d\mu(x).

definition

nn-th truncated spectral integral

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} taking values in the bounded operators on HH. For a natural number nn, the **truncation integral** is the bounded linear operator defined by integrating the nn-th truncation function fn:R→Cf_n: \mathbb{R} \to \mathbb{C} with respect to μ\mu, where fnf_n is defined as: fn(r)={rif −n≤r≤n0otherwise f_n(r) = \begin{cases} r & \text{if } -n \le r \le n \\ 0 & \text{otherwise} \end{cases} The resulting operator ∫fn dμ\int f_n \, d\mu is an element of the space of bounded operators on HH equipped with the weak operator topology.

theorem

(∫fn dμ)x−(∫fm dμ)x=(∫(fn−fm) dμ)x\left(\int f_n \, d\mu\right)x - \left(\int f_m \, d\mu\right)x = \left(\int (f_n - f_m) \, d\mu\right)x

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} taking values in the bounded operators on HH. For any natural numbers nn and mm, and any vector x∈Hx \in H, let fk:R→Cf_k: \mathbb{R} \to \mathbb{C} be the kk-th truncation function defined by fk(r)=rf_k(r) = r if r∈[−k,k]r \in [-k, k] and 00 otherwise. Then the difference between the nn-th and mm-th truncated spectral integrals applied to xx is equal to the spectral integral of the difference of the truncation functions applied to xx: (∫fn dμ)x−(∫fm dμ)x=(∫(fn−fm) dμ)x \left(\int f_n \, d\mu\right)x - \left(\int f_m \, d\mu\right)x = \left(\int (f_n - f_m) \, d\mu\right)x where the integral on the right-hand side is the spectral integral of the bounded measurable function g(r)=fn(r)−fm(r)g(r) = f_n(r) - f_m(r).

theorem

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

Let HH be a Hilbert space and μ\mu 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 diagonal measure associated with xx, defined such that for any measurable set S⊆RS \subseteq \mathbb{R}, μx(S)=∥μ(S)x∥2\mu_x(S) = \|\mu(S)x\|^2. Then for any vectors x,y∈Hx, y \in H, the following inequality holds between measures: μx+y≤2μx+2μy\mu_{x+y} \leq 2\mu_x + 2\mu_y

theorem

0∈spectralSquareMomentDomain μ0 \in \text{spectralSquareMomentDomain } \mu

For any spectral measure μ\mu on R\mathbb{R} acting on a Hilbert space HH, the zero vector 0∈H0 \in H is an element of the spectral square moment domain, which is defined as the set of vectors x∈Hx \in H such that ∫Rλ2 d⟨x,μ(λ)x⟩<∞.\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda)x \rangle < \infty.

theorem

The domain of finite second moment for a spectral measure is closed under addition

Let μ\mu be a spectral measure on R\mathbb{R} acting on a Hilbert space HH. Let Dμ\mathcal{D}_\mu be the set of vectors x∈Hx \in H with a finite second moment with respect to μ\mu, defined by Dμ={x∈H∣∫Rλ2 d⟨x,μ(λ)x⟩<∞}.\mathcal{D}_\mu = \left\{ x \in H \mid \int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda)x \rangle < \infty \right\}. For any vectors x,y∈Hx, y \in H, if x∈Dμx \in \mathcal{D}_\mu and y∈Dμy \in \mathcal{D}_\mu, then their sum x+y∈Dμx + y \in \mathcal{D}_\mu.

theorem

Scalar Multiplication Preserves the Spectral Square Moment Domain

Let μ\mu be a spectral measure on R\mathbb{R} acting on a Hilbert space HH. For any complex scalar c∈Cc \in \mathbb{C} and any vector x∈Hx \in H, if xx belongs to the domain of finite second moment of μ\mu (i.e., ∫Rλ2 d⟨x,μ(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda)x \rangle < \infty), then the scaled vector c⋅xc \cdot x also belongs to this domain.

definition

Spectral square moment submodule ∫λ2 dμx<∞\int \lambda^2 \, d\mu_x < \infty

Let HH be a Hilbert space and μ\mu be a spectral measure on R\mathbb{R} acting on HH. The **spectral square moment submodule** is the complex submodule of HH whose underlying set consists of all vectors x∈Hx \in H with a finite second moment with respect to μ\mu. Specifically, a vector xx is an element of this submodule if ∫Rλ2 d⟨x,μ(λ)x⟩<∞.\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty. This definition explicitly bundles the domain of finite second moments with the proofs that it is closed under addition, scalar multiplication by C\mathbb{C}, and contains the zero vector.

theorem

Norm-Square Identity for the Difference of Truncated Spectral Integrals

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} taking values in the bounded operators on HH. For any natural numbers nn and mm, and any vector x∈Hx \in H, let fnf_n and fmf_m be the nn-th and mm-th truncation functions (where fk(r)=rf_k(r) = r if r∈[−k,k]r \in [-k, k] and 00 otherwise). Let μx\mu_x be the diagonal measure associated with xx, defined by μx(S)=∥μ(S)x∥2\mu_x(S) = \|\mu(S)x\|^2 for any measurable set S⊆RS \subseteq \mathbb{R}. The squared norm of the difference between the nn-th and mm-th truncated spectral integrals applied to xx is equal to the integral of the squared difference of the truncation functions with respect to μx\mu_x: ∥(∫fn dμ)x−(∫fm dμ)x∥2=∫R∣fn(r)−fm(r)∣2 dμx(r) \left\| \left( \int f_n \, d\mu \right)x - \left( \int f_m \, d\mu \right)x \right\|^2 = \int_{\mathbb{R}} |f_n(r) - f_m(r)|^2 \, d\mu_x(r)

theorem

∥Inx−Imx∥2\|I_n x - I_m x\|^2 is Bounded by Truncation Errors of nn and mm

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} taking values in the bounded operators on HH. For any vector x∈Hx \in H and natural numbers n,m∈Nn, m \in \mathbb{N}, the squared norm of the difference between the nn-th and mm-th truncated spectral integrals applied to xx is bounded by the sum of their individual truncation errors: ∥∫fn dμ(x)−∫fm dμ(x)∥2≤2∫R∣fn(r)−r∣2 dμx(r)+2∫R∣fm(r)−r∣2 dμx(r) \left\| \int f_n \, d\mu(x) - \int f_m \, d\mu(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) where fk:R→Cf_k: \mathbb{R} \to \mathbb{C} is the truncation function defined as fk(r)=rf_k(r) = r for r∈[−k,k]r \in [-k, k] and 00 otherwise, and μx\mu_x is the diagonal measure associated with the vector xx, defined by μx(S)=∥μ(S)x∥2\mu_x(S) = \|\mu(S)x\|^2.

theorem

Truncation Error of Spectral Integral Tends to 00

Let HH be a Hilbert space and μ\mu 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 diagonal measure associated with xx, defined by μx(S)=∥μ(S)x∥2\mu_x(S) = \|\mu(S)x\|^2 for any measurable set S⊆RS \subseteq \mathbb{R}. Let fn:R→Cf_n: \mathbb{R} \to \mathbb{C} be the truncation function defined by fn(r)=rf_n(r) = r if r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise. If the function r↦r2r \mapsto r^2 is integrable with respect to μx\mu_x, then the truncation error tends to zero as nn goes to infinity: 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

theorem

Truncated Spectral Integrals form a Cauchy Sequence for Vectors with Finite Second Moment

Let HH be a Hilbert space and μ\mu be a weak operator topology (WOT) spectral measure on R\mathbb{R} taking values in the bounded operators on HH. For any vector x∈Hx \in H belonging to the domain of the second moment, defined as the set of vectors xx such that ∫Rλ2 dμx(λ)<∞\int_{\mathbb{R}} \lambda^2 \, d\mu_x(\lambda) < \infty (where μx(A)=⟨x,μ(A)x⟩\mu_x(A) = \langle x, \mu(A)x \rangle is the associated diagonal measure), the sequence of vectors (xn)n∈N(x_n)_{n \in \mathbb{N}} defined by the nn-th truncated spectral integral xn=(∫−nnλ dμ(λ))xx_n = \left( \int_{-n}^n \lambda \, d\mu(\lambda) \right) x is a Cauchy sequence in HH.

theorem

Convergence of squared truncation integrals to the second moment of the diagonal measure μx\mu_x

Let HH be a 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 vector x∈Hx \in H, let μx\mu_x be the associated diagonal measure. Let fn:R→Cf_n: \mathbb{R} \to \mathbb{C} be the truncation function defined by fn(r)=rf_n(r) = r if r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise. If the function r↦r2r \mapsto r^2 is integrable with respect to μx\mu_x, then 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).

definition

Limit of truncated spectral integrals lim⁡n→∞(∫fn dμ)x\lim_{n \to \infty} (\int f_n \, d\mu)x

Let HH be a Hilbert space and μ\mu be a spectral measure on R\mathbb{R} acting on HH. Given a vector xx in the spectral square moment submodule (the set of vectors x∈Hx \in H such that ∫Rλ2 dμx(λ)<∞\int_{\mathbb{R}} \lambda^2 \, d\mu_x(\lambda) < \infty), the **truncation limit** is the vector in HH defined as the limit of the truncated spectral integrals: lim⁡n→∞(∫−nnλ dμ(λ))x\lim_{n \to \infty} \left( \int_{-n}^{n} \lambda \, d\mu(\lambda) \right) x where the integral ∫−nnλ dμ\int_{-n}^{n} \lambda \, d\mu is the spectral integral of the identity function f(λ)=λf(\lambda) = \lambda restricted to the interval [−n,n][-n, n]. This limit exists in HH because the sequence of truncated integrals is Cauchy for any xx in the finite-second-moment domain.

theorem

Convergence of Truncated Spectral Integrals to the Truncation Limit

Let HH be a Hilbert space and μ\mu be a spectral measure on R\mathbb{R} acting on HH. For any vector xx in the spectral square moment submodule (the set of vectors x∈Hx \in H such that ∫Rλ2 d⟨x,μ(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty), the sequence of truncated spectral integrals (∫−nnλ dμ(λ))x(\int_{-n}^{n} \lambda \, d\mu(\lambda))x converges to the truncation limit vector in HH as n→∞n \to \infty.

theorem

Additivity of the Truncation Limit of Spectral Integrals: T(x+y)=T(x)+T(y)T(x + y) = T(x) + T(y)

Let HH be a Hilbert space and μ\mu be a spectral measure on R\mathbb{R} acting on HH. For any vectors xx and yy in the spectral square moment submodule of μ\mu (the set of vectors satisfying ∫Rλ2 d⟨x,μ(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty), the truncation limit, defined as T(x)=lim⁡n→∞(∫−nnλ dμ(λ))xT(x) = \lim_{n \to \infty} \left( \int_{-n}^{n} \lambda \, d\mu(\lambda) \right) x, satisfies the additive property: T(x+y)=T(x)+T(y)T(x + y) = T(x) + T(y)

theorem

Scalar Homogeneity of the Truncation Limit: L(cx)=cL(x)L(cx) = cL(x)

Let HH be a Hilbert space and μ\mu be a spectral measure on R\mathbb{R} acting on HH. For any complex scalar c∈Cc \in \mathbb{C} and any vector xx in the spectral square moment submodule (the set of vectors x∈Hx \in H such that ∫Rλ2 dμx(λ)<∞\int_{\mathbb{R}} \lambda^2 \, d\mu_x(\lambda) < \infty), the truncation limit of c⋅xc \cdot x is equal to cc times the truncation limit of xx: lim⁡n→∞(∫−nnλ dμ(λ))(c⋅x)=c⋅lim⁡n→∞(∫−nnλ dμ(λ))x\lim_{n \to \infty} \left( \int_{-n}^{n} \lambda \, d\mu(\lambda) \right) (c \cdot x) = c \cdot \lim_{n \to \infty} \left( \int_{-n}^{n} \lambda \, d\mu(\lambda) \right) x

theorem

Norm-square identity for the truncated spectral integral: ∥(∫fn dμ)x∥2=∫∣fn∣2 dμx\| (\int f_n \, d\mu) x \|^2 = \int |f_n|^2 \, d\mu_x

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} taking values in the bounded operators on HH. For any vector x∈Hx \in H and natural number nn, the squared norm of the nn-th truncated spectral integral applied to xx satisfies the identity: ∥(∫fn dμ)x∥2=∫R∣fn(r)∣2 dμx(r) \left\| \left( \int f_n \, d\mu \right) x \right\|^2 = \int_{\mathbb{R}} |f_n(r)|^2 \, d\mu_x(r) where fn:R→Cf_n: \mathbb{R} \to \mathbb{C} is the truncation 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, and μx\mu_x is the diagonal measure associated with xx, defined such that μx(S)=∥μ(S)x∥2\mu_x(S) = \|\mu(S)x\|^2 for any measurable set S⊆RS \subseteq \mathbb{R}.

theorem

The nn-th Truncation Integral is Self-Adjoint

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} taking values in the bounded operators on HH. For any natural number nn, let Tn=∫fn dμT_n = \int f_n \, d\mu be the nn-th truncation integral associated with the real-valued function fn(r)=r⋅1[−n,n](r)f_n(r) = r \cdot \mathbb{1}_{[-n, n]}(r). Then TnT_n is a self-adjoint operator, satisfying Tn∗=TnT_n^* = T_n.

theorem

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

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} with values in the bounded operators on HH. For any natural number nn, let TnT_n be the nn-th truncation integral ∫fn dμ\int f_n \, d\mu, where fnf_n is the function fn(r)=rf_n(r) = r for r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise. For any vectors x,y∈Hx, y \in H, the inner product satisfies: ⟨Tnx,y⟩=⟨x,Tny⟩ \langle T_n x, y \rangle = \langle x, T_n y \rangle This indicates that the truncation integral TnT_n is a symmetric operator.

definition

Maximal Spectral Integral Operator ∫λ dμ\int \lambda \, d\mu

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. The **maximal spectral integral** is a partially defined complex linear operator from HH to HH whose domain is the spectral square-moment submodule. Specifically, the domain consists of all vectors x∈Hx \in H such that ∫Rλ2 d⟨x,μ(λ)x⟩<∞.\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty. For any vector xx in this domain, the operator maps xx to the limit of the truncated spectral integrals: x↦lim⁡n→∞(∫−nnλ dμ(λ))x.x \mapsto \lim_{n \to \infty} \left( \int_{-n}^{n} \lambda \, d\mu(\lambda) \right) x. This operator is the maximal operator obtained from the real spectral measure by the norm convergence of its bounded truncations.

theorem

The maximal spectral integral ∫λ dμ\int \lambda \, d\mu is symmetric

Let HH be a complex Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. The maximal spectral integral operator T=∫Rλ dμ(λ)T = \int_{\mathbb{R}} \lambda \, d\mu(\lambda) is symmetric. That is, for every pair of vectors x,yx, y in the domain of TT, the inner product satisfies: ⟨Tx,y⟩=⟨x,Ty⟩\langle Tx, y \rangle = \langle x, Ty \rangle where the domain of TT consists of all vectors x∈Hx \in H such that ∫Rλ2 d⟨x,μ(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty.

theorem

The spectral cutoff μ([−C,C])x\mu([-C, C])x has a finite second moment

Let μ\mu be a spectral measure on R\mathbb{R} acting on a Hilbert space HH. For any vector x∈Hx \in H and any non-negative real number C≥0C \ge 0, the vector μ([−C,C])x\mu([-C, C])x belongs to the domain of finite second moment of μ\mu. That is, if y=μ([−C,C])xy = \mu([-C, C])x, then ∫Rλ2 d⟨y,μ(λ)y⟩<∞.\int_{\mathbb{R}} \lambda^2 \, d\langle y, \mu(\lambda)y \rangle < \infty.

theorem

μx(R∖[−n,n])→0\mu_x(\mathbb{R} \setminus [-n, n]) \to 0 as n→∞n \to \infty

Let μ\mu be a spectral measure on R\mathbb{R} acting on a Hilbert space HH, and let x∈Hx \in H be a vector. Let μx\mu_x be the diagonal measure associated with xx, defined such that for any measurable set S⊆RS \subseteq \mathbb{R}, μx(S)=∥μ(S)x∥2\mu_x(S) = \|\mu(S)x\|^2. As nn tends to infinity, the measure of the complement of the interval [−n,n][-n, n] under μx\mu_x tends to zero. That is, lim⁡n→∞μx(R∖[−n,n])=0.\lim_{n \to \infty} \mu_x(\mathbb{R} \setminus [-n, n]) = 0.

theorem

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

Let μS\mu_S be a spectral measure on the real numbers R\mathbb{R} acting on a Hilbert space HH. For any vector x∈Hx \in H, the sequence of vectors obtained by applying the spectral projection of the interval [−n,n][-n, n] to xx converges to xx in the norm topology as n→∞n \to \infty. That is, lim⁡n→∞μS([−n,n])x=x\lim_{n \to \infty} \mu_S([-n, n])x = x where [−n,n][-n, n] is the spectral cutoff set for a natural number nn.

theorem

The domain of the maximal spectral integral ∫λ dμ\int \lambda \, d\mu is dense in HH

Let HH be a Hilbert space and μ\mu be a weak operator topology (WOT) spectral measure on R\mathbb{R} acting on HH. The maximal spectral integral operator ∫λ dμ\int \lambda \, d\mu is densely defined. That is, the domain of the operator, defined as the set of vectors x∈Hx \in H such that ∫Rλ2 d⟨x,μ(λ)x⟩<∞,\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty, is a dense subspace of HH.

theorem

Closability of the Maximal Spectral Integral Operator ∫λ dμ\int \lambda \, d\mu

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. Let A=∫Rλ dμA = \int_{\mathbb{R}} \lambda \, d\mu be the maximal spectral integral operator, which is a partially defined linear operator on HH with the domain D(A)={x∈H:∫Rλ2 d⟨x,μ(λ)x⟩<∞}.\mathcal{D}(A) = \left\{ x \in H : \int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty \right\}. Then the operator AA is closable.

theorem

The maximal spectral integral ∫λ dμ\int \lambda \, d\mu is densely defined and closable

Let HH be a complex Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. The maximal spectral integral operator T=∫Rλ dμ(λ)T = \int_{\mathbb{R}} \lambda \, d\mu(\lambda) is densely defined and closable.

theorem

The closure of the maximal spectral integral ∫λ dμ\int \lambda \, d\mu is closed

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. Let T=∫λ dμT = \int \lambda \, d\mu be the maximal spectral integral operator (the operator that maps vectors x∈Hx \in H in the spectral square-moment domain to the limit of truncated spectral integrals). Then the closure of TT is a closed operator.

theorem

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

Let HH be a complex Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. Let TT be the maximal spectral integral operator ∫Rλ dμ\int_{\mathbb{R}} \lambda \, d\mu, which is the partially defined operator mapping x∈Hx \in H to ∫Rλ dμ(λ)\int_{\mathbb{R}} \lambda \, d\mu(\lambda) on the domain of vectors xx satisfying ∫Rλ2 d⟨x,μ(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty. Then the closure of TT is a symmetric operator.

theorem

The maximal spectral integral is essentially self-adjoint iff its closure is self-adjoint

Let HH be a complex Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. Let T=∫Rλ dμ(λ)T = \int_{\mathbb{R}} \lambda \, d\mu(\lambda) be the maximal spectral integral operator. Then TT is essentially self-adjoint if and only if its closure T‾\overline{T} is a self-adjoint operator.

theorem

T=∫λ dμT = \int \lambda \, d\mu is self-adjoint if ran(T±iI)=H\text{ran}(T \pm iI) = H

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. Let T=∫Rλ dμT = \int_{\mathbb{R}} \lambda \, d\mu be the maximal spectral integral operator. If the ranges of the operators T+iIT + iI and T−iIT - iI are both equal to the entire space HH, where II is the identity operator, then TT is self-adjoint.

theorem

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

Let HH be a complex Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. Let AA be the maximal spectral integral operator ∫Rλ dμ\int_{\mathbb{R}} \lambda \, d\mu. 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 AA is a closed operator, such that its closure A‾\overline{A} satisfies A‾=A\overline{A} = A.

theorem

Surjectivity of A±iIA \pm iI implies AA is essentially self-adjoint

Let HH be a complex Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. Let A=∫λ dμA = \int \lambda \, d\mu denote the maximal spectral integral operator. If the ranges of the operators A+iIA + iI and A−iIA - iI (where II is the identity operator and ii is the imaginary unit) are both equal to the entire space HH, then AA is essentially self-adjoint.

theorem

∥Ax∥2=∫λ2dμx\|Ax\|^2 = \int \lambda^2 d\mu_x for the maximal spectral integral AA

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. Let A=∫Rλ dμA = \int_{\mathbb{R}} \lambda \, d\mu be the maximal spectral integral operator. For any vector xx in the domain of AA, the squared norm of the image AxAx is equal to the integral of the square of the coordinate function with respect to the diagonal measure μx\mu_x associated with xx: ∥Ax∥2=∫Rλ2 dμx(λ).\|Ax\|^2 = \int_{\mathbb{R}} \lambda^2 \, d\mu_x(\lambda).

theorem

The domain of the maximal spectral integral is the spectral square moment submodule

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. The domain of the maximal spectral integral operator ∫λ dμ\int \lambda \, d\mu is equal to the spectral square moment submodule of μ\mu. In other words, a vector x∈Hx \in H belongs to the domain of the operator if and only if its second spectral moment is finite: ∫Rλ2 d⟨x,μ(λ)x⟩<∞.\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty.

theorem

The Maximal Spectral Integral is the Limit of Truncated Integrals (∫λ dμ)x=lim⁡n→∞(∫−nnλ dμ)x(\int \lambda \, d\mu) x = \lim_{n \to \infty} (\int_{-n}^n \lambda \, d\mu) x

Let HH be a Hilbert space and μ\mu be a weak spectral measure on R\mathbb{R} acting on HH. For any vector x∈Hx \in H belonging to the domain of the maximal spectral integral (specifically, the submodule of vectors xx such that ∫Rλ2 d⟨x,μ(λ)x⟩<∞\int_{\mathbb{R}} \lambda^2 \, d\langle x, \mu(\lambda) x \rangle < \infty), the value of the maximal spectral integral operator applied to xx is equal to the limit of the truncated spectral integrals: (∫Rλ dμ)x=lim⁡n→∞(∫−nnλ dμ)x \left( \int_{\mathbb{R}} \lambda \, d\mu \right) x = \lim_{n \to \infty} \left( \int_{-n}^{n} \lambda \, d\mu \right) x

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 for a spectral measure μS\mu_S

Let HH be a Hilbert space and μS\mu_S be a spectral measure on R\mathbb{R} (defined in the weak operator topology). For any vectors x,y∈Hx, y \in H and any measurable set S⊆RS \subseteq \mathbb{R}, the complex inner product satisfies the 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}} This identity reflects the fact that for a spectral measure, μS(S)\mu_S(S) is a self-adjoint projection operator.

theorem

Total Variation ∣μx,y∣≤μx+μy|\mu_{x,y}| \leq \mu_x + \mu_y for a Spectral Measure

Let HH be a Hilbert space and μ\mu be a spectral measure on R\mathbb{R} (defined in the weak operator topology). For any vectors x,y∈Hx, y \in H, let μx,y\mu_{x,y} be the complex scalar measure defined by S↦⟨y,μ(S)x⟩S \mapsto \langle y, \mu(S) x \rangle and let μx,μy\mu_x, \mu_y be the diagonal measures associated with xx and yy respectively (where μx(S)=∥μ(S)x∥2\mu_x(S) = \|\mu(S)x\|^2). Then the total variation measure of the scalar measure, denoted ∣μx,y∣|\mu_{x,y}|, is bounded above by the sum of the diagonal measures: ∣μx,y∣≤μx+μy|\mu_{x,y}| \leq \mu_x + \mu_y

theorem

The scalar measure ⟨y,μ(⋅)x⟩\langle y, \mu(\cdot) x \rangle has finite variation

Let HH be a Hilbert space and μ\mu be a spectral measure on the real line R\mathbb{R} taking values in the bounded operators on HH. For any two vectors x,y∈Hx, y \in H, let μx,y\mu_{x,y} be the scalar complex measure defined by S↦⟨y,μ(S)x⟩S \mapsto \langle y, \mu(S)x \rangle for measurable sets S⊆RS \subseteq \mathbb{R}. Then the total variation of μx,y\mu_{x,y} is a finite measure.

theorem

Convergence of truncated scalar integrals of the identity to the weak spectral integral

Let μ\mu be a WOT (Weak Operator Topology) spectral measure on R\mathbb{R} with values in the bounded operators on a Hilbert space HH. 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. If the identity function r↦rr \mapsto r is integrable with respect to μx,y\mu_{x,y}, then 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), where fnf_n is the real-valued truncation function at cutoff nn defined by fn(r)=rf_n(r) = r if r∈[−n,n]r \in [-n, n] and fn(r)=0f_n(r) = 0 otherwise, and the right-hand side is the weak integral of the identity function.

theorem

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

Let HH be a Hilbert space and μ\mu be a WOT (Weak Operator Topology) spectral measure on a non-empty measurable space α\alpha. For a bounded measurable function f:α→Cf: \alpha \to \mathbb{C} and any vectors x,y∈Hx, y \in H, if 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) has finite variation, then the inner product of yy with the result of the spectral integral operator applied to 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).\langle y, \left(\int_\alpha f \, d\mu\right) x \rangle = \int_\alpha f(a) \, d\mu_{x,y}(a).

theorem

Inner Product of the nn-th Truncated Spectral Integral ⟨y,(∫fn dμ)x⟩=∫fn dμx,y\langle y, (\int f_n \, d\mu) x \rangle = \int f_n \, d\mu_{x,y}

Let HH be a Hilbert space and μ\mu be a WOT (Weak Operator Topology) spectral measure on R\mathbb{R}. For any natural number nn 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 by fn(r)={rif −n≤r≤n0otherwise f_n(r) = \begin{cases} r & \text{if } -n \le r \le n \\ 0 & \text{otherwise} \end{cases} The inner product of yy with the nn-th truncation integral operator applied to xx is equal to the integral of fnf_n 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): ⟨y,(∫Rfn dμ)x⟩=∫Rfn(r) dμx,y(r).\langle y, \left(\int_{\mathbb{R}} f_n \, d\mu\right) x \rangle = \int_{\mathbb{R}} f_n(r) \, d\mu_{x,y}(r).

theorem

⟨y,(∫λ dμ)x⟩=lim⁡n→∞∫−nnλ dμx,y\langle y, (\int \lambda \, d\mu) x \rangle = \lim_{n \to \infty} \int_{-n}^n \lambda \, d\mu_{x,y}

Let HH be a Hilbert space and μ\mu be a WOT (Weak Operator Topology) spectral measure on R\mathbb{R} acting on HH. Let T=∫Rλ dμ(λ)T = \int_{\mathbb{R}} \lambda \, d\mu(\lambda) denote the maximal spectral integral operator. For any vector xx in the domain of TT and any vector y∈Hy \in H, the sequence of integrals of the truncation functions fnf_n (defined as fn(λ)=λf_n(\lambda) = \lambda if ∣λ∣≤n|\lambda| \le n and 00 otherwise) 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) converges to the inner product ⟨y,Tx⟩\langle y, Tx \rangle as n→∞n \to \infty: lim⁡n→∞∫Rfn(λ) dμx,y(λ)=⟨y,Tx⟩.\lim_{n \to \infty} \int_{\mathbb{R}} f_n(\lambda) \, d\mu_{x,y}(\lambda) = \langle y, Tx \rangle.

definition

Spectral Integral of a Measurable Function ∫f dμ\int f \, d\mu

Let HH be a Hilbert space and μ\mu be a weak-operator spectral measure on R\mathbb{R} taking values in the projections of HH. For any measurable function f:R→Rf: \mathbb{R} \to \mathbb{R}, the **measurable spectral integral** ∫Rf dμ\int_{\mathbb{R}} f \, d\mu is a partially defined complex linear operator on HH. It is defined as the maximal spectral integral of the identity function with respect to the pushforward measure f∗μf_* \mu: ∫Rf dμ:=∫Rλ d(f∗μ)(λ).\int_{\mathbb{R}} f \, d\mu := \int_{\mathbb{R}} \lambda \, d(f_* \mu)(\lambda). The domain of this operator is the set of all vectors x∈Hx \in H such that the function ff is square-integrable with respect to the scalar measure μx\mu_x, i.e., ∫R(f(λ))2 d⟨x,μ(λ)x⟩<∞.\int_{\mathbb{R}} (f(\lambda))^2 \, d\langle x, \mu(\lambda) x \rangle < \infty.

theorem

∫id dμ=∫λ dμ\int \text{id} \, d\mu = \int \lambda \, d\mu

Let HH be a Hilbert space and μ\mu be a WOT (Weak-Operator Topology) spectral measure on R\mathbb{R} acting on HH. The spectral integral of the identity function id:R→R\text{id}: \mathbb{R} \to \mathbb{R} with respect to μ\mu is equal to the maximal spectral integral of μ\mu: ∫Rid dμ=∫Rλ dμ(λ).\int_{\mathbb{R}} \text{id} \, d\mu = \int_{\mathbb{R}} \lambda \, d\mu(\lambda).

theorem

Composition Law for Spectral Integrals: ∫g d(f∗μ)=∫(g∘f) dμ\int g \, d(f_* \mu) = \int (g \circ f) \, d\mu

Let HH be a Hilbert space and μ\mu be a weak-operator spectral measure on R\mathbb{R} taking values in the projections of 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∗μf_* \mu is equal to the spectral integral of the composition g∘fg \circ f with respect to the original measure μ\mu: ∫Rg d(f∗μ)=∫R(g∘f) dμ.\int_{\mathbb{R}} g \, d(f_* \mu) = \int_{\mathbb{R}} (g \circ f) \, d\mu.

theorem

The Domain of ∫f dμ\int f \, d\mu is the Spectral Square Moment Submodule of f∗μf_* \mu

Let HH be a Hilbert space, μ\mu be a weak-operator spectral measure on R\mathbb{R} acting on HH, and f:R→Rf: \mathbb{R} \to \mathbb{R} be a measurable function. The domain of the measurable spectral integral ∫Rf dμ\int_{\mathbb{R}} f \, d\mu is equal to the spectral square moment submodule of the pushforward spectral measure f∗μf_* \mu. In terms of vectors x∈Hx \in H, this domain consists of all xx such that the square of ff is integrable with respect to the scalar measure μx=⟨x,μ(⋅)x⟩\mu_x = \langle x, \mu(\cdot) x \rangle: dom(∫Rf dμ)={x∈H∣∫R(f(λ))2 d⟨x,μ(λ)x⟩<∞}.\text{dom}\left(\int_{\mathbb{R}} f \, d\mu\right) = \left\{ x \in H \mid \int_{\mathbb{R}} (f(\lambda))^2 \, d\langle x, \mu(\lambda) x \rangle < \infty \right\}.

theorem

x∈dom(∫f dμ)  ⟺  f∈L2(μx)x \in \text{dom}\left(\int f \, d\mu\right) \iff f \in L^2(\mu_x)

Let HH be a Hilbert space and μ\mu be a weak-operator 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}, a vector x∈Hx \in H belongs to the domain of the spectral integral ∫Rf dμ\int_{\mathbb{R}} f \, d\mu if and only if ff is square-integrable with respect to the diagonal measure μx\mu_x associated with xx, i.e., ∫R(f(λ))2 dμx(λ)<∞.\int_{\mathbb{R}} (f(\lambda))^2 \, d\mu_x(\lambda) < \infty. Here, the diagonal measure μx\mu_x is the positive measure defined such that for any measurable set S⊆RS \subseteq \mathbb{R}, μx(S)=⟨x,μ(S)x⟩=∥μ(S)x∥2\mu_x(S) = \langle x, \mu(S)x \rangle = \|\mu(S)x\|^2.

theorem

The domain of the spectral integral of a bounded function is HH

Let HH be a Hilbert space and μ\mu be a weak-operator spectral measure on R\mathbb{R} taking values in the projections of 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 \ge 0 such that ∣f(r)∣≤C|f(r)| \le C for all r∈Rr \in \mathbb{R}), then the domain of the spectral integral ∫Rf dμ\int_{\mathbb{R}} f \, d\mu is the entire Hilbert space HH.

theorem

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

Let HH be a Hilbert space and μ\mu be a weak-operator spectral measure on R\mathbb{R}. Let f:R→Rf: \mathbb{R} \to \mathbb{R} be a measurable function and x∈Hx \in H be a vector in the domain of the measurable spectral integral ∫f dμ\int f \, d\mu. For any vector y∈Hy \in H such that ff is integrable with respect to the complex scalar 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), the inner product of yy with the result of the spectral integral applied to xx equals the complex weak integral of ff with respect to μx,y\mu_{x, y}: ⟨y,(∫Rf dμ)x⟩=∫Rf(λ) d⟨y,μ(λ)x⟩.\langle y, \left(\int_{\mathbb{R}} f \, d\mu\right) x \rangle = \int_{\mathbb{R}} f(\lambda) \, d\langle y, \mu(\lambda) x \rangle.

theorem

Bounded and Measurable Spectral Integrals Coincide for Bounded Functions

Let HH be a Hilbert space and μ\mu be a weak-operator spectral measure on R\mathbb{R}. Suppose f:R→Rf: \mathbb{R} \to \mathbb{R} is a measurable function that is bounded, i.e., there exists C≥0C \geq 0 such that ∣f(r)∣≤C|f(r)| \leq C for all r∈Rr \in \mathbb{R}. Then for any vector x∈Hx \in H, the spectral integral for bounded functions and the general measurable spectral integral of ff coincide: (∫Rf dμ)bddx=(∫Rf dμ)measx \left( \int_{\mathbb{R}} f \, d\mu \right)_{\text{bdd}} x = \left( \int_{\mathbb{R}} f \, d\mu \right)_{\text{meas}} x Note that for a bounded function ff, the domain of the measurable spectral integral is the entire Hilbert space HH.

theorem

Bounded Convergence Theorem for Spectral Integrals

Let HH be a Hilbert space and α\alpha be a non-empty measurable space equipped with a weak spectral measure μ\mu. Let f:α→Cf: \alpha \to \mathbb{C} be a measurable function and gn:α→Cg_n: \alpha \to \mathbb{C} be a sequence of measurable functions for n∈Nn \in \mathbb{N}. Suppose that ff is bounded (i.e., ∃Cf,∀a∈α,∣f(a)∣≤Cf\exists C_f, \forall a \in \alpha, |f(a)| \leq C_f) and the sequence gng_n is uniformly bounded (i.e., ∃Cg,∀n,a,∣gn(a)∣≤Cg\exists C_g, \forall n, a, |g_n(a)| \leq C_g). 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 dμ)x(\int g_n \, d\mu)x converges to (∫f dμ)x(\int f \, d\mu)x in HH.