Section V.2

Spectral Decomposition of Operators

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Problem 686

Let AA be a selfadjoint operator in a finite-dimensional space. Reduce it to the form of multiplication by a function.

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Problem 687

The operator AA consists in multiplication by the function a(x)=x2a(x)=x^2 in H=L2([−1,1])H=L^{2}\left({[-1,1]}\right). Prove that:

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(a)

AA does not have cyclic vectors in HH;

(b)

HH can be represented as the union of two subspaces having cyclic vectors for AA.

Problem 688

Prove that if AA is an operator with simple spectrum in an infinite-dimensional Hilbert space HH, then the operators 1,A,…,An1,A,\ldots ,A^n are linearly independent for any nn.

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Problem 689

Suppose that BB and CC are bounded selfadjoint operators that commute. Prove that there exists a bounded selfadjoint operator AA such that BB and CC are functions of AA.

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Problem 690

Let AA be a selfadjoint operator with simple spectrum. Prove that every bounded operator BB that commutes with AA is a function of AA.

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Problem 691

Prove that ∥f(A)∥=sup⁡t∈σ(A)∣f(t)∣\left\| f(A)\right\| =\sup_{t\in \sigma (A)}\left|f(t)\right| for any bounded Borel function of a selfadjoint operator AA.

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Problem 692

Reduce the convolution operator S(f)S(f), f∈L1(R,dx)f\in L^{1}\left({\mathbb {R},dx}\right), to the form of multiplication by a function. For what functions ff is this operator selfadjoint?

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Problem 693

Can the convolution operator S(f)S(f), f∈L1(R,dx)f\in L^{1}\left({\mathbb {R},dx}\right), be unitary?

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Problem 694

Let GG be a locally compact abelian group with invariant measure μ\mu. Determine conditions on a function f∈L1(G,μ)f\in L^{1}\left({G,\mu }\right) under which the convolution operator S(f)S(f) is:

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(a)

selfadjoint;

(b)

unitary;

(c)

compact.

Problem 695

Let AA be the integral operator on L2(0,1)L^{2}\left({0,1}\right) given by the formula Af(x)=∫01min⁡(x,y)f(y) dyAf(x)=\int_0^1\min (x,y)f(y)\, dy. Reduce this operator to the form of multiplication by a function.

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Problem 696

Let AA be an unbounded selfadjoint operator in HH, and ΓA\Gamma_A the graph of AA in H⊕HH\oplus H. Prove that the orthogonal complement of ΓA\Gamma_A in H⊕HH\oplus H is τ(ΓA)\tau (\Gamma_A).

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Problem 697

Under the conditions of Problem 696 denote the projection of a vector x⊕0x\oplus 0 on ΓA\Gamma_A by (y⊕Ay)(y\oplus Ay) and its projection on ΓA⊥\Gamma_A^\perp by (−Az)⊕z(-Az)\oplus z. Prove that:

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(a)

the correspondences x↦yx\mapsto y and x↦zx\mapsto z are bounded operators on HH (denote them by BB and CC, respectively);

(b)

C=−ABC=-AB, (1+A2)B=1(1+A^2)B=1.

Problem 698

Prove that the finite-difference operator Δhφ(x)=(1/h)[φ(x+h)−φ(x)]\Delta_h\varphi (x)=(1/h)[\varphi (x+h)-\varphi (x)] is a function of the differentiation operator.

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Problem 699

Let ff be a continuous function on the circle. Give an explicit expression for the operator f(F)f(F), where FF is the Fourier operator Fφ(y)=∫Re−2πixyφ(y) dyF\varphi (y)=\int_{\mathbb {R}} e^{-2\pi ixy}\varphi (y)\, dy.

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Problem 700

Let λ\lambda be a projection-valued measure on [a,b][a,b] with values in End⁡H\operatorname {End} H, and ff a continuous function on [a,b][a,b]. For each partition T={a=t0≤t1≤⋯≤tn=b}T=\left\{ a=t_0\leq t_1\leq \cdots \leq t_n=b\right\} and each tuple of points ξ={ξk}\xi =\left\{ \xi_k\right\}, ξk∈[tk,tk+1]\xi_k\in [t_k,t_{k+1}], define the Riemann integral sum

S(f,T,ξ)=∑k=0nf(ξk)λ([tk,tk+1]). S(f,T,\xi )=\sum _{k=0}^nf(\xi _k)\lambda \left([t_k,t_{k+1}]\right).
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(a)

Prove that the integral sums S(f,T,ξ)S(f,T,\xi ) tend in norm to some operator as the diameter δ(T)=max⁡k(tk+1−tk)\delta (T)=\max_k(t_{k+1}-t_k) of the partition tends to zero. This operator is called the Riemann integral of ff with respect to the measure λ\lambda, and denoted by

R∫abf(x) dλ(x). R\int _a^bf(x)\, d\lambda (x).
(b)

Prove that the Riemann integral

R∫abf(x) dλ(x) R\int _a^bf(x)\, d\lambda (x)

coincides with the Lebesgue integral

∫abf(x) dλ(x) \int _a^bf(x)\, d\lambda (x)

defined in 2.2 of Ch. V.

The Lebesgue integral in Ch. V, 2.2, is the strong limit of

Sn(f,λ)=∑k∈Zk2nλ({x∈X:k2n≤f(x)<k+12n}). S_n(f,\lambda )=\sum _{k\in \mathbb {Z}}\frac{k}{2^n}\lambda \left(\left\{ x\in X:\frac{k}{2^n}\leq f(x)<\frac{k+1}{2^n}\right\} \right).
Problem 701

Prove the following properties of the integral of bounded functions with respect to a projection-valued measure:

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(a)

∫X[α1f1(x)+α2f2(x)] dλ(x)=α1∫Xf1(x) dλ(x)+α2∫Xf2(x) dλ(x)\int_X[\alpha_1f_1(x)+\alpha_2f_2(x)]\, d\lambda (x)=\alpha_1\int_Xf_1(x)\, d\lambda (x)+\alpha_2\int_Xf_2(x)\, d\lambda (x);

(b)

∫X(f1f2)(x) dλ(x)=∫Xf1(x) dλ(x)∫Xf2(x) dλ(x)\int_X(f_1f_2)(x)\, d\lambda (x)=\int_Xf_1(x)\, d\lambda (x)\int_Xf_2(x)\, d\lambda (x);

(c)

∥∫Xf(x) dλ(x)∥≤sup⁡x∈X∣f(x)∣\left\| \int_Xf(x)\, d\lambda (x)\right\| \leq \sup_{x\in X}\left|f(x)\right|;

(d)

(∫Xf(x) dλ(x))∗=∫Xf(x)‾ dλ(x)\left(\int_Xf(x)\, d\lambda (x)\right)^*=\int_X\overline{f(x)}\, d\lambda (x);

(e)

if fn(x)→f(x)f_n(x)\to f(x), ∣fn(x)∣≤C\left|f_n(x)\right|\leq C for all x∈Xx\in X, then ∫Xfn(x) dλ(x)→∫Xf(x) dλ(x)\int_Xf_n(x)\, d\lambda (x)\to \int_Xf(x)\, d\lambda (x) strongly.

Problem 702

The definition referred to here (Ch. V, 2.2) is: a mapping λ:B→End⁡H\lambda :B\to \operatorname {End}H, where BB is a σ\sigma-algebra on XX, is a projection-valued measure if:

  1. λ(E)=λ(E)∗\lambda \left(E\right)=\lambda \left(E\right)^* for every E∈BE\in B;

  2. λ(E1∩E2)=λ(E1)λ(E2)\lambda \left(E_1\cap E_2\right)=\lambda \left(E_1\right)\lambda \left(E_2\right) for E1,E2∈BE_1,E_2\in B;

  3. λ(E1∪E2)=λ(E1)+λ2(E2)\lambda \left(E_1\cup E_2\right)=\lambda \left(E_1\right)+\lambda_2\left(E_2\right) for disjoint E1,E2∈BE_1,E_2\in B;

  4. if lim⁡n→∞En=E\lim_{n\to \infty }E_n=E exists, then s-lim⁡n→∞λ(En)=λ(E)\operatorname {s-lim}_{n\to \infty }\lambda \left(E_n\right)=\lambda \left(E\right).

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(a)

Prove that the property (3) in the definition of a projection-valued measure can be replaced by the weaker condition (3′) λ(X∖E)=1−λ(E)(3')\ \lambda \left(X\setminus E\right)=1-\lambda \left(E\right) and the normalizing condition λ(∅)=0\lambda \left(\emptyset \right)=0.

(b)
Problem 703

Suppose that H1=L2([0,1])H_1=L^{2}\left({[0,1]}\right), H2=L2([0,1]×[0,1])H_2=L^{2}\left({[0,1]\times [0,1]}\right). Define projection-valued measures λ1\lambda_1 and λ2\lambda_2 with values in End⁡H1\operatorname {End} H_1 and End⁡H2\operatorname {End} H_2, respectively, by setting λi(E)=M(χE(x))\lambda_i\left(E\right)=M(\chi_E(x)). Does there exist an isomorphism U:H1→H2U:H_1\to H_2 under which λ1\lambda_1 passes into λ2\lambda_2?

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Problem 704

Suppose that XX is a set with a σ\sigma-algebra BB, HH is a Hilbert space, and for each ξ∈H\xi \in H a finite measure μξ\mu_\xi is given on (X,B)(X,B) such that:

  1. μξ(X)=∥ξ∥2\mu_\xi \left(X\right)=\left\| \xi \right\|^2;

  2. μξ−η+μξ+η=2μξ+2μη\mu_{\xi -\eta }+\mu_{\xi +\eta }=2\mu_\xi +2\mu_\eta. Does there exist a projection-valued measure on XX with values in End⁡H\operatorname {End} H such that μξ=λξ\mu_\xi =\lambda_\xi for all ξ∈H\xi \in H?

Here λξ(E)=⟨λ(E)ξ,ξ⟩\lambda_\xi \left(E\right)= \left\langle \lambda \left(E\right)\xi , \xi \right\rangle.

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Problem 705

Let XX be a compact metric space, and HH a Hilbert space. A representation of the algebra C(X)C(X) in HH is defined to be a mapping φ:C(X)→End⁡H\varphi :C(X)\to \operatorname {End} H having the following properties:

  1. φ\varphi is an algebra homomorphism;

  2. φ(f‾)=φ(f)∗\varphi (\overline{f})=\varphi (f)^*;

  3. φ(1)=1\varphi (1)=1 (the 11 on the left is the function on XX and that on the right is the identity operator on HH). Prove that there exists a unique projection-valued measure λ\lambda on XX with values in End⁡H\operatorname {End} H such that φ(f)=∫Xf(x) dλ(x)\varphi (f)=\int_Xf(x)\, d\lambda (x).

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Problem 706

Let AA be a selfadjoint operator in a Hilbert space HH, λ\lambda its spectral measure, and EE a Borel set on the line. Denote by HEH_E the subspace λ(E)H\lambda \left(E\right)H. Prove that:

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(a)

HEH_E is invariant under AA;

(b)

if EE is bounded, then A∣HEA|_{H_E} is a bounded operator;

(c)

if EE is closed, then σ(A∣HE)⊂E\sigma (A|_{H_E})\subset E.

Problem 707

Prove that the spectrum of a selfadjoint operator AA consists of precisely those points a∈Ra\in \mathbb {R} such that λ((a−ε,a+ε))≠0\lambda \left((a-\varepsilon ,a+\varepsilon )\right)\ne 0 for any ε>0\varepsilon >0. (Here λ\lambda is the spectral measure of AA.)

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Problem 708

Prove that a point aa belongs to the spectrum of a selfadjoint bounded operator AA on a Hilbert space HH if and only if there exists a sequence of unit vectors ξn∈H\xi_n\in H such that ∥Aξn−aξn∥→0\left\| A\xi_n-a\xi_n\right\| \to 0 as n→∞n\to \infty.

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Problem 709

The definition of the essential spectrum of a bounded selfadjoint operator AA is obtained from the Weyl criterion (see Problem 708) by imposing the additional condition that the sequence {ξn}\left\{ \xi_n\right\} be orthonormal. Prove that if BB is a selfadjoint compact operator, then the essential spectra of AA and A+BA+B coincide.

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Problem 710

Suppose that AA is a bounded selfadjoint operator with spectral measure λ\lambda. Prove the equality

s-lim⁡ε→0επ∫ab[(a−λ)2+ε21]−1 dλ=12λ({a})+λ((a,b))+12λ({b})=12λ([a,b])+12λ((a,b)). \operatorname {s-lim}_{\varepsilon \to 0}\frac\varepsilon \pi \int _a^b[(a-\lambda )^2+\varepsilon ^21]^{-1}\, d\lambda =\frac12\lambda \left(\left\{ a\right\} \right)+\lambda \left((a,b)\right)+\frac12\lambda \left(\left\{ b\right\} \right) =\frac12\lambda \left([a,b]\right)+\frac12\lambda \left((a,b)\right).
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Problem 711

Suppose that UU is a unitary operator in a Hilbert space HH. Prove that there exists a unique Borel projection-valued measure λ\lambda on the circle T\mathrm T with values in End⁡H\operatorname {End} H such that

f(U)=∫01f(e2πit) dλ(t) f(U)=\int _0^1f(e^{2\pi it})\, d\lambda (t)

for any bounded Borel function ff on T\mathrm T.

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Problem 712

Let UU be a unitary operator on a Hilbert space HH. Prove that s-lim⁡N→∞(1/N)∑k=1NUk\operatorname {s-lim}_{N\to \infty }(1/N)\sum_{k=1}^NU^k exists and is equal to the orthogonal projection onto ker⁡(U−1)\ker (U-1).

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Problem 713

Let AA be any bounded operator, and ff an analytic function in a domain Ω\Omega containing σ(A)\sigma (A). Define the operator f(A)f(A) by

f(A)=i2π∫Cf(λ)(A−λ1)−1 dλ, f(A)=\frac i{2\pi }\int _Cf(\lambda )(A-\lambda 1)^{-1}\, d\lambda ,

where CC is any contour in Ω\Omega encompassing σ(A)\sigma (A).

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(a)

Prove that the correspondence f↦f(A)f\mapsto f(A) is an algebra homomorphism.

(b)

Prove that for a normal operator AA this definition of f(A)f(A) coincides with that in 1.2 of Ch. V.

For the comparison in (b), the definition in Ch. V, 1.2, assigns f(A)=φ(f)f(A)=\varphi (f) to a bounded normal operator AA. With TT the square centered at 00 of side 2∥A∥2\left\| A\right\|, φ:B(T)→End⁡H\varphi :B(T)\to \operatorname {End}H is the unique algebra homomorphism satisfying φ(1)=1\varphi (1)=1, φ(x+iy)=A\varphi (x+iy)=A, φ(f‾)=φ(f)∗\varphi (\overline{f})=\varphi (f)^*, and φ(fn)→φ(f)\varphi (f_n)\to \varphi (f) strongly whenever ∣fn∣≤C\left|f_n\right|\leq C and fn(t)→f(t)f_n(t)\to f(t) on TT.

Problem 714

Prove that any family of pairwise commuting bounded selfadjoint operators on a separable Hilbert space can be simultaneously reduced to the form of multiplication by a function.

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Problem 715

Let AA be a selfadjoint operator in a Hilbert space HH, λ\lambda its spectral measure, and ff a Borel function on R\mathbb {R}. Define f(A)f(A) by the formula

⟨f(A)ξ,η⟩=∫−∞∞f(x) dλξη(x) \left\langle f(A)\xi , \eta \right\rangle =\int _{-\infty }^\infty f(x)\, d\lambda _{\xi \eta }(x)

on the subspace DA⊂HD_A\subset H consisting of the vectors ξ∈H\xi \in H for which

∫−∞∞∣f(x)∣2 dλξ(x)<∞. \int _{-\infty }^\infty \left|f(x)\right|^2\, d\lambda _\xi (x)<\infty .

Prove that:

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(a)

the operator B=f(A)B=f(A) is closed and densely defined;

(b)

the operators BB∗BB^* and B∗BB^*B have a common dense domain and coincide on this domain.

Here λξη(E)=⟨λ(E)ξ,η⟩\lambda_{\xi \eta }\left(E\right)= \left\langle \lambda \left(E\right)\xi , \eta \right\rangle and λξ=λξξ\lambda_\xi =\lambda_{\xi \xi }.

Problem 716

Find the operator AA in the representation V(t)=eitAV(t)=e^{itA} for the one-parameter group in L2(R,dx)L^{2}\left({\mathbb {R},dx}\right) defined by V(t)f(τ)=f(t+τ)V(t)f(\tau )=f(t+\tau ).

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Problem 717

Suppose that the one-parameter group U(t)U(t) of unitary operators in HH has the property U(1)=1U(1)=1. Prove that U(t)=e2πitAU(t)=e^{2\pi itA}, where σ(A)⊂Z\sigma (A)\subset \mathbb {Z}.

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Problem 718

Does there exist a one-parameter group V(t)V(t) such that V(1)=UV(1)=U for any given unitary operator UU?

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Problem 719

Find the spectral decomposition of the selfadjoint extension of the operator A=−(d2/dx2)+x2A=-(d^2/dx^2)+x^2 with initial domain D(A)=S(R)D(A)=S(\mathbb {R}).

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