Section 13.3

Spectral theorem in terms of the Lebesgue–Stieltjes integral

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Problem 13.38

Let AA be a self-adjoint operator in a Hilbert space HH and let f,g∈C(R)f, g \in C(\mathbb {R}) be two functions that coincide identically on the ray t⩽λt \leqslant \lambda. Prove that (f(A)−g(A))Eλ=0(f(A)-g(A)) E_{\lambda } = 0.

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Problem 13.39

Let AA be a self-adjoint operator in a Hilbert space HH, and EλE_{\lambda } the resolution of the identity for the operator AA. Prove the following properties:

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(a)

if λ<min⁡σ(A)\lambda < \min \sigma (A), then Eλ=0E_{\lambda } = 0; if λ>max⁡σ(A)\lambda > \max \sigma (A), then Eλ=IE_{\lambda } = I;

(b)

if λ<μ\lambda < \mu, then Eλ⩽EμE_{\lambda } \leqslant E_{\mu };

(c)

for every x∈Hx \in H the equality Eλx=lim⁡μ→λ−0EμxE_{\lambda } x = \lim_{\mu \rightarrow \lambda -0} E_{\mu } x holds;

(d)

all the operators EλE_{\lambda } commute with the operators f(A)f(A), where f∈C(R)f \in C(\mathbb {R}) (in particular, with the operator AA itself).

Problem 13.40

Let AA be a self-adjoint operator in a Hilbert space HH. Prove that the family of subspaces HλH_{\lambda } associated with the operator AA has the following properties:

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(a)

if λ<min⁡σ(A)\lambda < \min \sigma (A), then Hλ={0}H_{\lambda } = \left\{ 0\right\}; if λ>max⁡σ(A)\lambda > \max \sigma (A), then Hλ=HH_{\lambda } = H;

(b)

if λ<μ\lambda < \mu, then Hλ⊆HμH_{\lambda } \subseteq H_{\mu };

(c)

for every λ∈R\lambda \in \mathbb {R} the equality Hλ=⋃μ<λHμ‾H_{\lambda } = \overline{\bigcup_{\mu < \lambda } H_{\mu }} holds;

(d)

all the spaces HλH_{\lambda } are invariant with respect to f(A)f(A) for any f∈C(R)f \in C(\mathbb {R}) (in particular, they are invariant with respect to the operator AA).

Problem 13.41

Let AA be a self-adjoint operator in a Hilbert space HH. Prove that:

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(a)

a number λ∈σ(A)\lambda \in \sigma (A) if and only if it is a point of increase of the family HλH_{\lambda } (i.e., in every neighborhood of the point λ\lambda there is a point μ\mu for which Hλ≠HμH_{\lambda } \neq H_{\mu });

(b)

a number λ∈σp(A)\lambda \in \sigma_{\mathrm{p}}(A) if and only if it is a point of discontinuity of the family HλH_{\lambda } (i.e., ⋂μ>λHμ≠Hλ\bigcap_{\mu > \lambda } H_{\mu } \neq H_{\lambda }).

Problem 13.42

Let AA be a self-adjoint operator in a Hilbert space HH. Prove that if λ∈σess (A)\lambda \in \sigma_{\text{ess }}(A) (see Definition 12.4) or λ∈σc(A)\lambda \in \sigma_{\mathrm{c}}(A), then there exists an orthonormal Weyl sequence for the operator A−λIA-\lambda I (compare with problem 12.30).

Definition 12.4: A number λ\lambda belongs to the essential spectrum of the operator AA (λ∈σess (A)\lambda \in \sigma_{\text{ess }}(A)) if the operator A−λIA-\lambda I is not Fredholm. The remaining points of the spectrum belong to the inessential spectrum.

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Problem 13.43

Let AA be a self-adjoint operator in a Hilbert space HH. Prove that

σess(A)={λ∈R:rank⁡(Eλ+ε−Eλ)=∞ for every ε>0}. \sigma _{\mathrm{ess}}(A) = \left\{ \lambda \in \mathbb {R}: \operatorname {rank}\left(E_{\lambda +\varepsilon }-E_{\lambda }\right) = \infty \text{ for every } \varepsilon > 0\right\} .

Prove that if λ∈σ(A)\σess(A)\lambda \in \sigma (A) \backslash \sigma_{\mathrm{ess}}(A), then λ\lambda is an isolated eigenvalue of the operator AA of finite multiplicity.

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Problem 13.44

Find the family of projectors EλE_{\lambda } and subspaces HλH_{\lambda } associated with the operator PP of orthogonal projection onto some subspace Y⊂HY \subset H.

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Problem 13.45

Find the family of projectors EλE_{\lambda } and subspaces HλH_{\lambda } associated with the operator AA, given in l2(n)l_{2}(n) by the matrix

A=[λ10…00λ2…0………………00…λn] A = \left[\begin{smallmatrix} \lambda _{1} & 0 & \ldots & 0 \\ 0 & \lambda _{2} & \ldots & 0 \\ \ldots \ldots \ldots \ldots \ldots & \ldots \\ 0 & 0 & \ldots & \lambda _{n} \end{smallmatrix}\right]

where all the numbers λi,i=1,…,n\lambda_{i}, i = 1, \ldots , n, are real and pairwise distinct. How does the answer change if some of the numbers λi\lambda_{i} coincide?

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Problem 13.46

Find the family of projectors EλE_{\lambda } and subspaces HλH_{\lambda } associated with the operator A:L2[0,1]→L2[0,1],(Ax)(t)=tx(t)A: L_{2}[0,1] \rightarrow L_{2}[0,1],(A x)(t) = t x(t).

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Problem 13.47

Find the family of projectors EλE_{\lambda } and subspaces HλH_{\lambda } associated with the operator A(x1,x2,…)=(λ1x1,λ2x2,…)A\left(x_{1}, x_{2}, \ldots \right) = \left(\lambda_{1} x_{1}, \lambda_{2} x_{2}, \ldots \right) in the space l2l_{2}, where {λk}1∞\left\{ \lambda_{k}\right\}_{1}^{\infty } is a bounded real sequence.

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Problem 13.48

Find the family of projectors EλE_{\lambda } and subspaces HλH_{\lambda } associated with the operator given by the matrix:

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(a)

A=(0220)A = \left(\begin{array}{ll}0 & 2 \\ 2 & 0\end{array}\right);

(b)

A=(2112)A = \left(\begin{array}{ll}2 & 1 \\ 1 & 2\end{array}\right);

(c)

A=(0−ii0)A = \left(\begin{array}{rr}0 & -i \\ i & 0\end{array}\right);

(d)

A=(01010−i0i0)A = \left(\begin{array}{rrr}0 & 1 & 0 \\ 1 & 0 & -i \\ 0 & i & 0\end{array}\right).

Problem 13.49

Let aa be a continuous strictly increasing function on [0,1][0,1]. Find the family of projectors EλE_{\lambda } and subspaces HλH_{\lambda } associated with the operator A:L2[0,1]→L2[0,1],Ax(t)=a(t)x(t)A: L_{2}[0,1] \rightarrow L_{2}[0,1], A x(t) = a(t) x(t).

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Problem 13.50

Describe the family of projectors EλE_{\lambda } and subspaces HλH_{\lambda } associated with a self-adjoint compact operator AA in a Hilbert space (in terms of eigenvalues and eigenvectors).

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Problem 13.51

Find the family of projectors EλE_{\lambda } and subspaces HλH_{\lambda } associated with the operator A∈B(L2[−1,1]),(Ax)(t)=t2x(−t)A \in \mathcal{B}\left(L_{2}[-1,1]\right),(A x)(t) = t^{2} x(-t).

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Problem 13.52

Let AA be a bounded operator in a Hilbert space HH, and suppose that for every orthonormal basis {en}1∞\left\{ e_{n}\right\}_{1}^{\infty } in HH we have ∥Aen∥→0\left\| A e_{n}\right\| \rightarrow 0 as n→∞n \rightarrow \infty. Prove that the operator AA is compact (cf. problems 11.54 and 11.45).

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Problem 13.53

Prove that any self-adjoint operator AA in a Hilbert space HH can be approximated to any accuracy by finite linear combinations of orthogonal projectors in the space B(H)\mathcal{B}(H).

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Problem 13.54

Let AA be a self-adjoint operator in a Hilbert space HH, and BB a self-adjoint operator in a Hilbert space KK. Let HλH_{\lambda } and KλK_{\lambda } be the families of subspaces associated with the operators AA and BB. Prove that the operators AA and BB are similar (unitarily equivalent), i.e., BC=CAB C = C A for some C∈IB(H,K)C \in \mathcal{I B}(H, K) (CC a unitary operator from HH to KK), if and only if CC realizes a bijection (unitary isomorphism) of HλH_{\lambda } and KλK_{\lambda } for every λ∈R\lambda \in \mathbb {R}.

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Problem 13.55

Let UU be a unitary operator in a Hilbert space HH. Prove that there exists a unique projector-valued measure EλE_{\lambda } on the circle T={z∈C:∣z∣=1}\mathbb {T} = \left\{ z \in \mathbb {C}:\left|z\right| = 1\right\} with values in B(H)\mathcal{B}(H), for which the equality

f(U)=∫02πf(eiλ)dEλ f(U) = \int _{0}^{2 \pi } f\left(e^{i \lambda }\right) d E_{\lambda }

holds for every bounded Borel function ff on T\mathbb {T}.

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Problem 13.56

Let UU be a unitary operator in a Hilbert space HH. Prove that 1n∑k=1nUk→sP\frac{1}{n} \sum_{k = 1}^{n} U^{k} \xrightarrow {s} P, where PP is the orthoprojector onto the subspace Ker⁡(U−I)\operatorname {Ker}(U-I).

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Problem 13.57

Let AA and BB be self-adjoint operators in a Hilbert space HH and Eλ,FμE_{\lambda }, F_{\mu } their resolutions of the identity respectively. Prove that AA and BB commute if and only if EλFμ=FμEλE_{\lambda } F_{\mu } = F_{\mu } E_{\lambda } for any λ,μ∈R\lambda , \mu \in \mathbb {R}.

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Problem 13.58

Let M1\mathcal{M}_{1} and M2\mathcal{M}_{2} be complete separable metric spaces, Σ1\Sigma_{1} and Σ2\Sigma_{2} the σ\sigma-algebras of Borel sets on these spaces. Suppose that on (M1,Σ1)(\mathcal{M}_{1}, \Sigma_{1}) and (M2,Σ2)(\mathcal{M}_{2}, \Sigma_{2}) there are given, respectively, Borel resolutions of the identity E(1)E^{(1)} and E(2)E^{(2)}, whose values are orthogonal projectors in one and the same Hilbert space HH. Suppose these resolutions of the identity commute, i.e., for all Ωi∈Σi(i=1,2)E(1)(Ω1)E(2)(Ω2)=E(2)(Ω2)E(1)(Ω1)\Omega_{i} \in \Sigma_{i}(i = 1,2) E^{(1)}\left(\Omega_{1}\right) E^{(2)}\left(\Omega_{2}\right) = E^{(2)}\left(\Omega_{2}\right) E^{(1)}\left(\Omega_{1}\right). On the Cartesian product M:=M1×M2\mathcal{M}: = \mathcal{M}_{1} \times \mathcal{M}_{2} define Σ\Sigma — the Borel σ\sigma-algebra of subsets containing all "rectangles" of the form Ω1×Ω2\Omega_{1} \times \Omega_{2}. Prove that on (M,Σ)(\mathcal{M}, \Sigma ) there exists a unique resolution of the identity, determined by the condition

E(Ω1×Ω2)=E(1)(Ω1)E(2)(Ω2) E(\Omega _{1} \times \Omega _{2}) = E^{(1)}\left(\Omega _{1}\right) E^{(2)}\left(\Omega _{2}\right)

where Ωi∈Σi,i=1,2\Omega_{i} \in \Sigma_{i}, i = 1,2.

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Problem 13.59

Let A=Are+iAimA = A_{\mathrm{re}}+i A_{\mathrm{im}} be a bounded normal operator in a Hilbert space H,Π:=σ(Are)+iσ(Aim)H, \Pi : = \sigma \left(A_{\mathrm{re}}\right)+i \sigma \left(A_{\mathrm{im}}\right). Prove that there exists a resolution of the identity EE, defined on the Borel subsets of П, such that A=∫ΠλdEλA = \int_{\Pi } \lambda d E_{\lambda }, where the integral is understood in the Lebesgue-Stieltjes sense (see the preamble of this section).

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Problem 13.60

Let AA be a bounded normal operator in a Hilbert space HH. Prove that

∥Ax∥2=∫C(s2+t2)(dEλx,x),λ=s+it \left\| A x\right\| ^{2} = \int _{\mathbb {C}}\left(s^{2}+t^{2}\right)\left(d E_{\lambda } x, x\right), \quad \lambda = s+i t
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Problem 13.61

Let A=Are+iAimA = A_{\mathrm{re}}+i A_{\mathrm{im}} be a bounded normal operator in a Hilbert space HH. Prove that σ(A)⊆σ(Are)+iσ(Aim)\sigma (A) \subseteq \sigma \left(A_{\mathrm{re}}\right) + i \sigma \left(A_{\mathrm{im}}\right). Give examples of normal operators for which

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(a)

this inclusion is strict;

(b)

σ(A)=σ(Are)+iσ(Aim)\sigma (A) = \sigma \left(A_{\mathrm{re}}\right)+i \sigma \left(A_{\mathrm{im}}\right).

Problem 13.62

Let AA be a unitary operator in a Hilbert space HH. Prove that σ(A)⊆σ(Are)+iσ(Aim)\sigma (A) \subseteq \sigma \left(A_{\mathrm{re}}\right)+i \sigma \left(A_{\mathrm{im}}\right).

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