Chapter X

Unbounded Operators

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Problem X.1.1

If AA, BB, and ABAB are densely defined linear operators, show that (AB)∗⊇B∗A∗(AB)^* \supseteq B^*A^*.

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Problem X.1.2

Let e0,e1,…e_0, e_1, \ldots be an orthonormal basis for H\mathcal{H} and let α0,α1,…\alpha_0, \alpha_1, \ldots be complex numbers. Define

D={h∈H:∑n=0∞∣αn⟨h,en⟩∣2<∞} \mathcal{D} = \left\{ h \in \mathcal{H} : \sum _{n=0}^{\infty } \left|\alpha _n \left\langle h, e_n \right\rangle \right|^2 < \infty \right\}

and let Ah=∑n=0∞αn⟨h,en⟩enAh = \sum_{n=0}^{\infty } \alpha_n \left\langle h, e_n \right\rangle e_n for hh in D\mathcal{D}. Verify that A∈C(H)A \in \mathcal{C}(\mathcal{H}) with dom⁡A=D\operatorname {dom} A = \mathcal{D}, that dom⁡A∗=D\operatorname {dom} A^* = \mathcal{D}, and that A∗h=∑n=0∞αn‾⟨h,en⟩enA^*h = \sum_{n=0}^{\infty } \overline{\alpha_n} \left\langle h, e_n \right\rangle e_n for all hh in D\mathcal{D}.

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Problem X.1.3

Let (X,Ω,μ)(X, \Omega , \mu ) be a σ\sigma-finite measure space and let ϕ:X→C\phi : X \to \mathbb {C} be an Ω\Omega-measurable function. Let D={f∈L2(μ):ϕf∈L2(μ)}\mathcal{D} = \left\{ f \in L^2(\mu ) : \phi f \in L^2(\mu )\right\} and define Af=ϕfAf = \phi f for all ff in D\mathcal{D}. Verify that A∈C(L2(μ))A \in \mathcal{C}(L^2(\mu )), that dom⁡A∗=D\operatorname {dom} A^* = \mathcal{D}, and that A∗f=ϕ‾fA^*f = \overline{\phi } f for ff in D\mathcal{D}.

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Problem X.1.4

Define an unbounded weighted shift and determine its adjoint.

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Problem X.1.5

Let D\mathcal{D} be all functions f:[0,1]→Cf : [0,1] \to \mathbb {C} that are absolutely continuous with f′∈L2(0,1)f' \in L^2(0,1) and such that f(0)=f(1)=0f(0) = f(1) = 0. Define A:L2(0,1)→L2(0,1)A : L^2(0,1) \to L^2(0,1) by Af=if′Af = if' for ff in D\mathcal{D}.

Verify that D\mathcal{D} is dense in L2(0,1)L^2(0,1), that A∈C(L2(0,1))A \in \mathcal{C}(L^2(0,1)), and that dom⁡A∗={g:g is absolutely continuous on [0,1], g′∈L2(0,1)}\operatorname {dom} A^* = \left\{ g : g \text{ is absolutely continuous on } [0,1], \, g' \in L^2(0,1)\right\}, with A∗g=ig′A^*g = ig' for gg in dom⁡A∗\operatorname {dom} A^*.

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Problem X.1.6

If H\mathcal{H} is infinite dimensional, show that there is a linear operator A:H→HA : \mathcal{H} \to \mathcal{H} such that gra⁡A\operatorname {gra} A is dense in H⊕H\mathcal{H} \oplus \mathcal{H}. What does this say about dom⁡A∗\operatorname {dom} A^*? (See Lindsay [1984].)

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Problem X.1.7

Let D\mathcal{D} be the set of absolutely continuous functions ff such that f′∈L2(0,1)f' \in L^2(0,1). Let Df=f′Df = f' for ff in D\mathcal{D} and let (Af)(x)=xf(x)(Af)(x) = xf(x) for ff in L2(0,1)L^2(0,1). Show that DA−AD⊆1DA - AD \subseteq 1.

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Problem X.1.8

If A\mathcal{A} is a Banach algebra with identity, show that there are no elements a,ba, b in A\mathcal{A} such that ab−ba=1ab - ba = 1.

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Problem X.1.9

Let A∈C(H)A \in \mathcal{C}(\mathcal{H}). Prove:

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(a)

λ∈ρ(A)\lambda \in \rho (A) if and only if ker⁡(A−λ)=(0)\ker (A - \lambda ) = (0) and ran⁡(A−λ)=H\operatorname {ran}(A - \lambda ) = \mathcal{H}.

(b)

σ(A∗)={λ‾:λ∈σ(A)}\sigma (A^*) = \left\{ \overline{\lambda } : \lambda \in \sigma (A)\right\} and for λ\lambda in ρ(A)\rho (A), (A−λ)∗−1=[(A−λ)−1]∗(A - \lambda )^{*-1} = [(A - \lambda )^{-1}]^*.

Problem X.1.10

Define A:L2(R)→L2(R)A : L^2(\mathbb {R}) \to L^2(\mathbb {R}) by (Af)(x)=exp⁡(−x2)f(x−1)(Af)(x) = \exp (-x^2) f(x-1) for all ff in L2(R)L^2(\mathbb {R}).

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(a)

Show that A∈B(L2(R))A \in \mathcal{B}(L^2(\mathbb {R})).

(b)

Find ∥An∥\left\| A^n\right\| and show that r(A)=0r(A) = 0 so that σ(A)={0}\sigma (A) = \left\{ 0\right\}.

(c)

Show that AA is injective.

(d)

Find A∗A^* and show that ran⁡A\operatorname {ran} A is dense.

(e)

Define B=A−1B = A^{-1} with dom⁡B=ran⁡A\operatorname {dom} B = \operatorname {ran} A and show that B∈C(L2(R))B \in \mathcal{C}(L^2(\mathbb {R})) with σ(B)=□\sigma (B) = \square.

Problem X.1.11

If A∈C(H)A \in \mathcal{C}(\mathcal{H}), show that A∗A∈C(H)A^*A \in \mathcal{C}(\mathcal{H}). Show that −1∉σ(A∗A)-1 \notin \sigma (A^*A) and that if B=(1+A∗A)−1B = (1 + A^*A)^{-1}, ∥B∥≤1\left\| B\right\| \leq 1.

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Problem X.1.12

If BB is the bounded operator obtained in Exercise 11, show that C=ABC = AB is also bounded and ∥C∥≤1\left\| C\right\| \leq 1.

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Problem X.1.13

If AA is a self-adjoint operator, then λ∈ρ(A)\lambda \in \rho (A) if and only if A−λA - \lambda is surjective.

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Problem X.2.1

If AA is symmetric, show that all of the eigenvalues of AA are real.

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Problem X.2.2

If AA is symmetric and λ,μ\lambda , \mu are distinct eigenvalues, show that ker⁡(A−λ)⊥ker⁡(A−μ)\ker (A - \lambda ) \perp \ker (A - \mu ).

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Problem X.2.3

Show that the closure of a symmetric operator is symmetric.

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Problem X.2.4

Let D={f∈L2(0,∞):for every c>0, f is absolutely continuous on [0,c], f(0)=0, and f′∈L2(0,∞)}\mathcal{D} = \left\{ f \in L^2(0, \infty ) : \text{for every } c > 0, \, f \text{ is absolutely continuous on } [0, c], \, f(0) = 0, \text{ and } f' \in L^2(0, \infty )\right\}. Define Af=if′Af = if' for ff in D\mathcal{D}. Show that AA is a densely defined closed operator and find dom⁡A∗\operatorname {dom} A^*. Show that AA is symmetric with deficiency indices n+=0n_+ = 0 and n−=1n_- = 1.

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Problem X.2.5

Let E={f∈L2(−∞,0):for every c<0, f is absolutely continuous on [c,0], f(0)=0, and f′∈L2(−∞,0)}\mathcal{E} = \left\{ f \in L^2(-\infty , 0) : \text{for every } c < 0, \, f \text{ is absolutely continuous on } [c, 0], \, f(0) = 0, \text{ and } f' \in L^2(-\infty , 0)\right\}. Define Af=if′Af = if' for ff in E\mathcal{E}. Show that AA is a densely defined closed operator and find dom⁡A∗\operatorname {dom} A^*. Show that AA is symmetric with deficiency indices n+=1n_+ = 1, n−=0n_- = 0.

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Problem X.2.6

If k,lk, l are any nonnegative integers or ∞\infty, show that there is a closed symmetric operator AA with n+=kn_+ = k and n−=ln_- = l.

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Problem X.2.7

Let Cc(2)(0,1)C_c^{(2)}(0,1) be all twice continuously differentiable functions on (0,1)(0,1) with compact support and let Af=−f′′Af = -f'' for ff in Cc(2)(0,1)C_c^{(2)}(0,1). Show that the closure of AA is a densely defined symmetric operator and determine all of its self-adjoint extensions.

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Problem X.2.8

If A∈C(H)A \in \mathcal{C}(\mathcal{H}), show that A∗AA^*A is self-adjoint (see Exercise 1.11).

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Problem X.2.9

Say that an operator AA is positive if ⟨Ah,h⟩≥0\left\langle Ah, h \right\rangle \geq 0 for all hh in dom⁡A\operatorname {dom} A. Prove that if AA is positive and self-adjoint, then σ(A)⊆[0,∞)\sigma (A) \subseteq [0, \infty ). If AA is only assumed to be closed and positive, show that this conclusion may fail.

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Problem X.2.10

(Lasser [1972]) Let M\mathcal{M} be a dense linear manifold in H\mathcal{H} and let A\mathcal{A} consist of all linear transformations AA such that dom⁡A=M\operatorname {dom} A = \mathcal{M}, AM⊆MA\mathcal{M} \subseteq \mathcal{M}, the adjoint of AA exists, M⊆dom⁡A∗\mathcal{M} \subseteq \operatorname {dom} A^*, and A∗M⊆MA^*\mathcal{M} \subseteq \mathcal{M}. Prove that A↦A∗∣MA \mapsto A^*\rvert \mathcal{M} defines an involution on A\mathcal{A}.

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Problem X.3.1

If UU is a partial isometry, show that the following statements are equivalent:

  1. ker⁡(1−U)=(0)\ker (1 - U) = (0);

  2. ker⁡(1−U∗)=(0)\ker (1 - U^*) = (0);

  3. ran⁡(1−U)\operatorname {ran}(1 - U) is dense;

  4. ran⁡(1−U∗)\operatorname {ran}(1 - U^*) is dense.

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Problem X.3.2

Let UU be a partial isometry with initial and final spaces M\mathcal{M} and N\mathcal{N}, respectively. Show that the following statements are equivalent:

  1. (1−U)M(1 - U)\mathcal{M} is dense;

  2. (1−U∗)N(1 - U^*)\mathcal{N} is dense;

  3. ker⁡(U∗−U∗U)=(0)\ker (U^* - U^*U) = (0);

  4. ker⁡(U−UU∗)=(0)\ker (U - UU^*) = (0).

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Problem X.3.3

Find a partial isometry UU such that ker⁡(1−U)=(0)\ker (1 - U) = (0) but (1−U)(ker⁡U)⊥(1 - U)(\ker U)^{\perp } is not dense.

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Problem X.3.4

If AA is a densely defined closed symmetric operator and BB and CC are the operators defined in Exercises 1.11 and 1.12, then the Cayley transform of AA is an extension of (C−iB)(C+iB)−1(C - iB)(C + iB)^{-1}.

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Problem X.3.5

Let e0,e1,…e_0, e_1, \ldots be an orthonormal basis for H\mathcal{H} and let α0,α1,…\alpha_0, \alpha_1, \ldots be complex numbers. Define

D={h∈H:∑n=0∞∣αn⟨h,en⟩∣2<∞} \mathcal{D} = \left\{ h \in \mathcal{H} : \sum _{n=0}^{\infty } \left|\alpha _n \left\langle h, e_n \right\rangle \right|^2 < \infty \right\}

and let Ah=∑n=0∞αn⟨h,en⟩enAh = \sum_{n=0}^{\infty } \alpha_n \left\langle h, e_n \right\rangle e_n for hh in D\mathcal{D}. Find the Cayley transform of AA when each αn\alpha_n is real.

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Problem X.3.6

Let (X,Ω,μ)(X, \Omega , \mu ) be a σ\sigma-finite measure space and let ϕ:X→C\phi : X \to \mathbb {C} be an Ω\Omega-measurable function. Let D={f∈L2(μ):ϕf∈L2(μ)}\mathcal{D} = \left\{ f \in L^2(\mu ) : \phi f \in L^2(\mu )\right\} and define Af=ϕfAf = \phi f for all ff in D\mathcal{D}. Find the Cayley transform of AA when ϕ\phi is real valued.

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Problem X.3.7

Let SS be the unilateral shift of multiplicity 1 (see Exercise IX.6.4) and find the symmetric operator AA such that SS is the Cayley transform of AA.

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Problem X.3.8

Let U=S∗U = S^*, where SS is the unilateral shift of multiplicity 1. Is UU the Cayley transform of a symmetric operator AA? If so, find it.

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Problem X.4.1

Let (X,Ω)(X, \Omega ) be a measurable space, H\mathcal{H} a Hilbert space, and EE a spectral measure for (X,Ω,H)(X, \Omega , \mathcal{H}). Let Φ(X,Ω)\Phi (X, \Omega ) be the algebra of all Ω\Omega-measurable functions ϕ:X→C\phi : X \to \mathbb {C} and define ρ:Φ(X,Ω)→C(H)\rho : \Phi (X, \Omega ) \to \mathcal{C}(\mathcal{H}) by ρ(ϕ)=∫ϕ dE\rho (\phi ) = \int \phi \, dE. Prove that for ϕ,ψ\phi , \psi in Φ(X,Ω)\Phi (X, \Omega ):

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(a)

ρ(ϕ)∗=ρ(ϕ‾)\rho (\phi )^* = \rho (\overline{\phi });

(b)

ρ(ϕψ)⊇ρ(ϕ)ρ(ψ)\rho (\phi \psi ) \supseteq \rho (\phi )\rho (\psi ) and dom⁡(ρ(ϕ)ρ(ψ))=Dψ∩Dϕψ\operatorname {dom}(\rho (\phi )\rho (\psi )) = \mathcal{D}_\psi \cap \mathcal{D}_{\phi \psi };

(c)

if ψ\psi is bounded, ρ(ϕ)ρ(ψ)=ρ(ψ)ρ(ϕ)=ρ(ϕψ)\rho (\phi )\rho (\psi ) = \rho (\psi )\rho (\phi ) = \rho (\phi \psi );

(d)

ρ(ϕ)∗ρ(ϕ)=ρ(∣ϕ∣2)\rho (\phi )^*\rho (\phi ) = \rho (\left|\phi \right|^2).

Problem X.4.2

Show that if AA is a symmetric operator that is normal, then AA is self-adjoint.

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Problem X.4.3

Let EE be a spectral measure for (X,Ω,H)(X, \Omega , \mathcal{H}), let ϕ:X→C\phi : X \to \mathbb {C} be an Ω\Omega-measurable function, and let

Dϕ={h∈H:∫∣ϕ∣2 dEh,h<∞}, \mathcal{D}_\phi = \left\{ h \in \mathcal{H} : \int \left|\phi \right|^2 \, dE_{h,h} < \infty \right\} ,

where Eh,k(Δ)=⟨E(Δ)h,k⟩E_{h,k}(\Delta ) = \left\langle E(\Delta )h, k \right\rangle. (Theorem 4.7 shows that for hh in Dϕ\mathcal{D}_\phi and ff in H\mathcal{H}, ⟨(∫ϕ dE)h,f⟩=∫ϕ dEh,f\left\langle \left(\int \phi \, dE\right) h, f \right\rangle = \int \phi \, dE_{h,f}.)

Show that for hh in Dϕ\mathcal{D}_\phi, ∥(∫ϕ dE)h∥2=∫∣ϕ∣2 dEh,h\left\| \left(\int \phi \, dE\right) h\right\|^2 = \int \left|\phi \right|^2 \, dE_{h,h}.

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Problem X.4.4

Using the notation of Theorem 4.10 (see X.4.1 above: ρ(ϕ)=∫ϕ dE\rho (\phi ) = \int \phi \, dE for EE a spectral measure and ϕ\phi an Ω\Omega-measurable function), what is σ(∫ϕ dE)\sigma \left(\int \phi \, dE\right)?

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Problem X.4.5

Recall the construction from the proof of the Spectral Theorem (4.11): given a normal operator NN, one lets B=(1+N∗N)−1=∫01t dP(t)B = (1 + N^*N)^{-1} = \int_0^1 t \, dP(t) be the spectral decomposition of BB, puts Pn=P([1/(n+1),1/n])P_n = P\left(\left[1/(n+1), 1/n\right]\right) and Hn=PnH\mathcal{H}_n = P_n \mathcal{H} for n≥1n \geq 1, so that Hn\mathcal{H}_n reduces NN and Nn≡N∣HnN_n \equiv N \rvert \mathcal{H}_n is a bounded normal operator with σ(Nn)⊆Δn≡{z∈C:(n−1)1/2≤∣z∣≤n1/2}\sigma (N_n) \subseteq \Delta_n \equiv \left\{ z \in \mathbb {C} : (n-1)^{1/2} \leq \left|z\right| \leq n^{1/2}\right\}; letting Nn=∫z dEn(z)N_n = \int z \, dE_n(z) be the spectral decomposition of NnN_n, the spectral measure of NN is then defined by E(Δ)=∑n=1∞En(Δ∩Δn)E(\Delta ) = \sum_{n=1}^{\infty } E_n(\Delta \cap \Delta_n).

If Δn\Delta_n and EnE_n are as in this construction, show that En(Δn+1)=En(Δn−1)=0E_n(\Delta_{n+1}) = E_n(\Delta_{n-1}) = 0.

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Problem X.4.6

Use the Spectral Theorem to show that if 0<a≤b<∞0 < a \leq b < \infty, Δ={z∈C:a≤∣z∣≤b}\Delta = \left\{ z \in \mathbb {C} : a \leq \left|z\right| \leq b\right\}, and N=∫z dE(z)N = \int z \, dE(z) is the spectral decomposition of the normal operator NN, then

E(Δ)H={h∈dom⁡N:an∥h∥≤∥Nnh∥≤bn∥h∥ for all n≥1}. E(\Delta )\mathcal{H} = \left\{ h \in \operatorname {dom} N : a^n \left\| h\right\| \leq \left\| N^n h\right\| \leq b^n \left\| h\right\| \text{ for all } n \geq 1\right\} .
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Problem X.4.7

State and prove a polar decomposition for operators in C(H,K)\mathcal{C}(\mathcal{H}, \mathcal{K}).

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Problem X.4.8

If AA is self-adjoint, prove that exp⁡(iA)\exp (iA) is unitary.

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Problem X.4.9

If NN, MM are normal operators and AA is a bounded operator such that AN⊆MAAN \subseteq MA, then AN∗⊆M∗AAN^* \subseteq M^*A.

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Problem X.4.10

Recall that if NN is a normal operator on H\mathcal{H}, a vector e0e_0 is a star-cyclic vector for NN if for all non-negative integers kk and ll, e0∈dom⁡(N∗kNl)e_0 \in \operatorname {dom}(N^{*k}N^l) and H=⋁{N∗kNle0:k,l≥0}\mathcal{H} = \bigvee \left\{ N^{*k}N^l e_0 : k, l \geq 0\right\}.

Prove: if NN is a normal operator on H\mathcal{H} with a star-cyclic vector e0e_0, then there is a finite measure μ\mu on C\mathbb {C} such that every polynomial in zz and z‾\overline{z} belongs to L2(μ)L^2(\mu ) and there is an isomorphism W:H→L2(μ)W : \mathcal{H} \to L^2(\mu ) such that We0=1We_0 = 1 and WNW−1=NμWNW^{-1} = N_\mu.

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Problem X.4.11

Let μ\mu be a finite measure on C\mathbb {C} such that every polynomial in zz and z‾\overline{z} belongs to L2(μ)L^2(\mu ) and the collection of such polynomials is dense in L2(μ)L^2(\mu ). Let Dμ={f∈L2(μ):zf∈L2(μ)}\mathcal{D}_\mu = \left\{ f \in L^2(\mu ) : zf \in L^2(\mu )\right\} and define Nμf=zfN_\mu f = zf for ff in Dμ\mathcal{D}_\mu. (Recall that NμN_\mu is a normal operator and 11 is a star-cyclic vector for NμN_\mu.)

If μ1,μ2\mu_1, \mu_2 are finite measures on C\mathbb {C} satisfying the conditions above and Nμ1,Nμ2N_{\mu_1}, N_{\mu_2} are defined accordingly, show that Nμ1≅Nμ2N_{\mu_1} \cong N_{\mu_2} iff [μ1]=[μ2][\mu_1] = [\mu_2].

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Problem X.4.12

Recall Theorem 4.19: if NN is a normal operator on the separable Hilbert space H\mathcal{H}, then there is a σ\sigma-finite measure space (X,Ω,μ)(X, \Omega , \mu ) and an Ω\Omega-measurable function ϕ\phi such that NN is unitarily equivalent to MϕM_\phi on L2(μ)L^2(\mu ).

The proof is only sketched in the text as follows. Write NN as the (unbounded) direct sum of bounded normal operators {Nn}\left\{ N_n\right\}. For each nn there is a σ\sigma-finite measure space (Xn,Ωn,μn)(X_n, \Omega_n, \mu_n) and a bounded Ωn\Omega_n-measurable function ϕn\phi_n such that Nn≅MϕnN_n \cong M_{\phi_n}. Let XX be the disjoint union of {Xn}\left\{ X_n\right\} and let Ω={Δ⊆X:Δ∩Xn∈Ωn for every n}\Omega = \left\{ \Delta \subseteq X : \Delta \cap X_n \in \Omega_n \text{ for every } n\right\}. If Δ∈Ω\Delta \in \Omega, let μ(Δ)=∑n=1∞μn(Δ∩Xn)\mu (\Delta ) = \sum_{n=1}^{\infty } \mu_n(\Delta \cap X_n). Let ϕ:X→C\phi : X \to \mathbb {C} be defined by ϕ(x)=ϕn(x)\phi (x) = \phi_n(x) if x∈Xnx \in X_n. Then ϕ\phi is Ω\Omega-measurable and N≅MϕN \cong M_\phi on L2(X,Ω,μ)L^2(X, \Omega , \mu ).

Fill in the details of this proof.

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Problem X.5.1

If U:R→B(H)U : \mathbb {R} \to \mathcal{B}(\mathcal{H}) is such that U(t)U(t) is unitary for all tt, U(s+t)=U(s)U(t)U(s+t) = U(s)U(t) for all s,ts, t, and U:R→(B(H),WOT)U : \mathbb {R} \to (\mathcal{B}(\mathcal{H}), \mathrm{WOT}) is continuous, then UU is SOT-continuous.

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Problem X.5.2

Show that for every integer nn there is a continuously differentiable function ϕn\phi_n such that both ϕn\phi_n and ϕn′∈L1(0,∞)\phi_n' \in L^1(0, \infty ), ϕn(t)=0\phi_n(t) = 0 if t≥1/nt \geq 1/n, and ∫0∞ϕn(t) dt=1\int_0^{\infty } \phi_n(t) \, dt = 1.

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Problem X.5.3

Recall the construction from the proof of Stone's Theorem. Let UU be a strongly continuous one-parameter unitary group on H\mathcal{H}, and let D\mathcal{D} be the set of all vectors hh in H\mathcal{H} such that lim⁡t→0t−1[U(t)h−h]\lim_{t \to 0} t^{-1}[U(t)h - h] exists (D\mathcal{D} is shown to be dense in H\mathcal{H} using the operators Tϕh=∫0∞ϕ(t)U(t)h dtT_\phi h = \int_0^{\infty } \phi (t) U(t) h \, dt for continuous ϕ∈L1(0,∞)\phi \in L^1(0, \infty ), together with functions ϕn\phi_n as in Exercise 2). For hh in D\mathcal{D}, define

Ah=−ilim⁡t→01t[U(t)−1]h. Ah = -i \lim _{t \to 0} \frac{1}{t}[U(t) - 1]h.

Prove that AA is symmetric.

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Problem X.5.4

Adopt the following notation from the proof of Stone's Theorem. Let UU be a strongly continuous one-parameter unitary group on H\mathcal{H} and let L\mathcal{L} be the collection of all continuous functions ϕ\phi on R\mathbb {R} such that ϕ∈L1(0,∞)\phi \in L^1(0, \infty ). For ϕ\phi in L\mathcal{L} and hh in H\mathcal{H}, define

Tϕh=∫0∞ϕ(t)U(t)h dt,Sϕh=∫0∞ϕ(t)U(−t)h dt, T_\phi h = \int _0^{\infty } \phi (t) U(t) h \, dt, \qquad S_\phi h = \int _0^{\infty } \phi (t) U(-t) h \, dt,

and let AA be the infinitesimal generator of UU. Let ϕ,ψ∈L\phi , \psi \in \mathcal{L} and show:

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(a)

Tϕ∗=Sϕ‾T_\phi^* = S_{\overline{\phi }};

(b)

TϕTψ=Tϕ∗ψT_\phi T_\psi = T_{\phi * \psi } and SϕSψ=Sϕ∗ψS_\phi S_\psi = S_{\phi * \psi };

(c)

TϕA⊆ATϕT_\phi A \subseteq A T_\phi.

Problem X.5.5

Let UU be a strongly continuous one-parameter unitary group with infinitesimal generator AA. Suppose ee is a nonzero vector in H\mathcal{H} such that Ae=λeAe = \lambda e. What is U(t)eU(t)e? Conversely, suppose there is a nonzero tt such that U(t)U(t) has an eigenvector. What can be said about AA? U(s)U(s)?

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Problem X.5.6

(This exercise is designed to give another proof of Proposition 5.15 as well as give additional information.)

Let UU be a strongly continuous one-parameter unitary group with infinitesimal generator AA. Show that if ∥U(t)−1∥→0\left\| U(t) - 1\right\| \to 0 as t→0t \to 0, then as t→0t \to 0, t−1∫aa+tU(s) ds→U(a)t^{-1} \int_a^{a+t} U(s) \, ds \to U(a) in norm. From here show that as t→0t \to 0, t−1[U(t)−1]t^{-1}[U(t) - 1] has a norm limit, and hence AA is a bounded operator since it is the norm limit of bounded operators.

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Problem X.6.1

Let D={f∈L2(R):f is absolutely continuous on every bounded interval in R and f′∈L2(R)}\mathcal{D} = \left\{ f \in L^2(\mathbb {R}) : f \text{ is absolutely continuous on every bounded interval in } \mathbb {R} \text{ and } f' \in L^2(\mathbb {R})\right\}. (Recall that for ff in D\mathcal{D}, letting Af=if′Af = if' makes AA self-adjoint.)

Show that for every ff in D\mathcal{D} there is a sequence {fn}\left\{ f_n\right\} in Cc(1)(R)C_c^{(1)}(\mathbb {R}) such that fn→ff_n \to f and fn′→f′f_n' \to f' in L2(R)L^2(\mathbb {R}).

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Problem X.6.2

Show that the Schwartz space S\mathcal{S} with the seminorms {∥⋅∥m,n:m,n≥0}\left\{ \left\| \cdot \right\|_{m,n} : m, n \geq 0\right\} is a Fréchet space.

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Problem X.6.3

If ϕ\phi is infinitely differentiable on R\mathbb {R}, show that ϕ∈S\phi \in \mathcal{S} if and only if for every integer n≥0n \geq 0 and every polynomial pp, ϕ(n)(x)p(x)→0\phi^{(n)}(x)p(x) \to 0 as ∣x∣→∞\left|x\right| \to \infty.

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Problem X.6.4

If f∈Lp(R)f \in L^p(\mathbb {R}), 1≤p≤∞1 \leq p \leq \infty, and g∈L1(R)g \in L^1(\mathbb {R}), show that f∗g∈Lp(R)f * g \in L^p(\mathbb {R}) and ∥f∗g∥p≤∥f∥p∥g∥1\left\| f * g\right\|_p \leq \left\| f\right\|_p \left\| g\right\|_1.

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Problem X.6.5

Recall Proposition 6.13: if ψ∈L1(R)\psi \in L^1(\mathbb {R}) is such that (2π)−1/2∫Rψ(x) dx=1(2\pi )^{-1/2}\int_{\mathbb {R}} \psi (x) \, dx = 1 and if for ε>0\varepsilon > 0, ψε(x)=ε−1ψ(x/ε)\psi_\varepsilon (x) = \varepsilon^{-1}\psi (x/\varepsilon ), then for every ff in C0(R)C_0(\mathbb {R}), ψε∗f(x)→f(x)\psi_\varepsilon * f(x) \to f(x) uniformly on R\mathbb {R}.

Let ψ\psi and ψε\psi_\varepsilon be as above. If f∈Lp(R)f \in L^p(\mathbb {R}), 1≤p<∞1 \leq p < \infty, show that ∥f∗ψε−f∥p→0\left\| f * \psi_\varepsilon - f\right\|_p \to 0 as ε→0\varepsilon \to 0. If f∈L∞(R)f \in L^{\infty }(\mathbb {R}), show that f∗ψε→ff * \psi_\varepsilon \to f (weak*).

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Problem X.6.6

If f∈L1(R)f \in L^1(\mathbb {R}) and f^∈L1(R)\hat{f} \in L^1(\mathbb {R}), show that f(x)=(2π)−1/2∫Rf^(t)eixt dtf(x) = (2\pi )^{-1/2} \int_{\mathbb {R}} \hat{f}(t) e^{ixt} \, dt a.e.

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Problem X.6.7

If F:L2(R)→L2(R)\mathscr {F} : L^2(\mathbb {R}) \to L^2(\mathbb {R}) is the Plancherel Transform and f∈L2(R)f \in L^2(\mathbb {R}), show that (F−1f)(x)=(Ff)(−x)(\mathscr {F}^{-1}f)(x) = (\mathscr {F}f)(-x).

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Problem X.6.8

Show that F4=1\mathscr {F}^4 = 1 but F2≠1\mathscr {F}^2 \neq 1. What does this say about σ(F)\sigma (\mathscr {F})?

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Problem X.6.9

Find the Fourier transform of the Hermite polynomials. What do you think?

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Problem X.7.1

Let {mn:n≥0}\left\{ m_n : n \geq 0\right\} be a sequence of real numbers and show that the following statements are equivalent.

  1. There is a positive regular Borel measure μ\mu on [0,∞)[0, \infty ) such that mn=∫tn dμ(t)m_n = \int t^n \, d\mu (t) for all n≥0n \geq 0.

  2. If α0,…,αn∈C\alpha_0, \ldots , \alpha_n \in \mathbb {C}, then ∑j,k=0nmj+kαjαk‾≥0\sum_{j,k=0}^{n} m_{j+k} \alpha_j \overline{\alpha_k} \geq 0 and ∑j,k=0nmj+k+1αjαk‾≥0\sum_{j,k=0}^{n} m_{j+k+1} \alpha_j \overline{\alpha_k} \geq 0.

  3. There is a self-adjoint operator AA with σ(A)⊆[0,∞)\sigma (A) \subseteq [0, \infty ) and a vector ee in dom⁡An\operatorname {dom} A^n for all n≥0n \geq 0 such that mn=⟨Ane,e⟩m_n = \left\langle A^n e, e \right\rangle for n≥0n \geq 0.

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Problem X.7.2

Let m:R→Cm : \mathbb {R} \to \mathbb {C} be a function and show that the following statements are equivalent.

  1. There is a finite positive measure μ\mu on R\mathbb {R} such that m(t)=∫eixt dμ(x)m(t) = \int e^{ixt} \, d\mu (x) for all tt in R\mathbb {R}.

  2. mm is continuous and if α0,…,αn∈C\alpha_0, \ldots , \alpha_n \in \mathbb {C} and t0,…,tn∈Rt_0, \ldots , t_n \in \mathbb {R}, then ∑j,k=0nm(tj−tk)αjαk‾≥0\sum_{j,k=0}^{n} m(t_j - t_k) \alpha_j \overline{\alpha_k} \geq 0.

  3. There is a strongly continuous one-parameter unitary group U(t)U(t) and a vector ee such that m(t)=⟨U(t)e,e⟩m(t) = \left\langle U(t)e, e \right\rangle for all tt.

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Problem X.7.3

Let {mn:n∈Z}⊆C\left\{ m_n : n \in \mathbb {Z}\right\} \subseteq \mathbb {C} and show that the following statements are equivalent.

  1. There is a positive measure μ\mu on ∂D\partial \mathbb {D} such that mn=∫zn dμ(z)m_n = \int z^n \, d\mu (z) for all nn in Z\mathbb {Z}.

  2. If α−n,…,α−1,α0,α1,…,αn∈C\alpha_{-n}, \ldots , \alpha_{-1}, \alpha_0, \alpha_1, \ldots , \alpha_n \in \mathbb {C}, then ∑j,k=−nnmj−kαjαk‾≥0\sum_{j,k=-n}^{n} m_{j-k} \alpha_j \overline{\alpha_k} \geq 0.

  3. There is a unitary operator UU and a vector ee such that mn=⟨Une,e⟩m_n = \left\langle U^n e, e \right\rangle for all nn.

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Problem X.7.4

Recall the proof that (7.1b) implies (7.1c) in the Stieltjes moment problem (Theorem 7.1): given a sequence {mn:n≥0}\left\{ m_n : n \geq 0\right\} of real numbers satisfying ∑j,k=0nmj+kαjαk‾≥0\sum_{j,k=0}^{n} m_{j+k}\alpha_j\overline{\alpha_k} \geq 0 and ∑j,k=0nmj+k+1αjαk‾≥0\sum_{j,k=0}^{n} m_{j+k+1}\alpha_j\overline{\alpha_k} \geq 0 for all α0,…,αn∈C\alpha_0, \ldots , \alpha_n \in \mathbb {C}, one lets H0\mathcal{H}_0 be the vector space of all finitely nonzero sequences {αn:n≥0}\left\{ \alpha_n : n \geq 0\right\} of complex numbers, with the semi-inner product [x,y]=∑j,k=0∞mj+kαjβk‾[x, y] = \sum_{j,k=0}^{\infty } m_{j+k} \alpha_j \overline{\beta_k} for x={αn}x = \left\{ \alpha_n\right\}, y={βn}y = \left\{ \beta_n\right\} in H0\mathcal{H}_0; lets T0x={0,α0,α1,…}T_0 x = \left\{ 0, \alpha_0, \alpha_1, \ldots \right\} for x={αn}x = \left\{ \alpha_n\right\} in H0\mathcal{H}_0, so that [T0x,y]=[x,T0y][T_0 x, y] = [x, T_0 y]; lets K0={x∈H0:[x,x]=0}\mathcal{K}_0 = \left\{ x \in \mathcal{H}_0 : [x,x] = 0\right\}, shows T0K0⊆K0T_0 \mathcal{K}_0 \subseteq \mathcal{K}_0, and lets TT be the densely defined symmetric operator induced by T0T_0 on the Hilbert space H\mathcal{H} obtained by completing H1=H0/K0\mathcal{H}_1 = \mathcal{H}_0/\mathcal{K}_0 with respect to the inner product induced by [⋅,⋅][\cdot ,\cdot ]; uses the conjugation J0({αn})={αn‾}J_0(\left\{ \alpha_n\right\} ) = \left\{ \overline{\alpha_n}\right\} on H0\mathcal{H}_0 (which satisfies J0K0⊆K0J_0 \mathcal{K}_0 \subseteq \mathcal{K}_0, so induces a conjugation JJ on H\mathcal{H} satisfying the hypotheses of Proposition 7.2) to produce a self-adjoint extension AA of TT; and takes e0={1,0,0,…}∈H0e_0 = \left\{ 1, 0, 0, \ldots \right\} \in \mathcal{H}_0 and e=e0+K0∈H1e = e_0 + \mathcal{K}_0 \in \mathcal{H}_1, so that e∈dom⁡Tn⊆dom⁡Ane \in \operatorname {dom} T^n \subseteq \operatorname {dom} A^n for all n≥0n \geq 0 and ⟨Ane,e⟩=[T0ne0,e0]=mn\left\langle A^n e, e \right\rangle = [T_0^n e_0, e_0] = m_n for all n≥0n \geq 0.

Show that the operator AA constructed in this way is cyclic.

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