Section X.4

Unbounded Normal Operators and the Spectral Theorem

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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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