Definition 37.4.2 (Integration Against a Spectral Measure).label Let $X$ be a compact Hausdorff space, $H$ be a complex Hilbert space, and $E: \cb_{X} \to B(H)$ be a spectral measure. Define

\[I_{E}: C(X; \complex)^{**}\to B(H) \quad \phi \mapsto \int_{X} \phi dE\]

where for each $x, y \in H$, $\angles{I_E(\phi) \cdot x, y}_{H}= \dpn{E_{x, y}, \phi}{C(X; \complex)^*}$, then:

  1. (1)

    $I_{E}$ is continuous from the weak*-topology on $C(X; \complex)^{**}$ to the weak operator topology on $B(H)$.

  2. (2)

    $I_{E}$ is a unital *-homomorphism.

For any $\phi \in C(X; \complex)^{**}$, $I_{E}(\phi) = \int_{X} \phi dE$ is the integral of $\phi$ with respect to $E$.

Proof. Firstly, let $x, y \in H$, $\seqf{B_j}\subset \cb_{X}$ be disjoint Borel sets, and $B = \bigsqcup_{j = 1}^{n} B_{j}$, then for each $1 \le i < j \le n$, $E(B_{i})(H) \perp E(B_{j})(H)$, so by the Cauchy-Schwarz inequality and the Pythagorean Theorem,

\begin{align*}\sum_{j = 1}^{n} |\dpn{E(B_j)x, y}{H}|&= \sum_{j = 1}^{n} |\dpn{E(B_j)x, E(B_j)y}{H}| \\&\le \sum_{j = 1}^{n} \norm{E(B_j)x}_{H} \norm{E(B_j)y}_{H} \\&\le \braks{\sum_{j = 1}^n \norm{E(B_j)x}_H^2}^{1/2}\cdot \braks{\sum_{j = 1}^n \norm{E(B_j)y}_H^2}^{1/2}\\&= \norm{E(B)x}_{H} \cdot \norm{E(B)y}_{H} \le \norm{x}_{H} \cdot \norm{y}_{H}\end{align*}

As the above holds for all finite sequences of disjoint Borel sets, $\norm{E_{x, y}}_{C(X; \complex)^*}\le \norm{x}_{H} \norm{y}_{H}$. Thus for any $\phi \in C(X; \complex)^{**}$,

\begin{align*}|\dpn{I_E(\phi) \cdot x, y}{H}|&= |\dpn{E_{x, y}, \phi}{C(X; \complex)^*}| \le \norm{E_{x, y}}_{C(X; \complex)^*}\cdot \norm{\phi}_{C(X; \complex)^{**}}\\&\le \norm{\phi}_{C(X; \complex)^{**}}\cdot \norm{x}_{H} \cdot \norm{y}_{H}\end{align*}

Since the above holds for all $x, y \in H$, $I_{E}(\phi) \in B(H)$ with $\norm{I_E(\phi)}_{B(H)}\le \norm{\phi}_{C(X; \complex)^{**}}$.

(1): For each $x, y \in H$, $E_{x, y}\in C(X; \complex)^{*}$. Since $\angles{\int \phi dE \cdot x, y}_{H}= \dpn{E_{x, y}, \phi}{C(X; \complex)^*}$ for every $\phi \in C(X; \complex)^{**}$, $I_{E}$ is continuous from the weak* topology on $C(X; \complex)^{**}$ to the weak operator topology on $B(H)$.

(2): By Lemma 26.6.4, the simple functions $\Sigma(X; \complex)$ are uniformly dense in the bounded Borel functions $B^{\infty}(X; \complex)$. Since

  1. (i)

    $I_{E}$ restricted to $\Sigma(X; \complex)$ is a *-homomorphism.

  2. (ii)

    Multiplication and conjugation are continuous in the uniform norm on $B^{\infty}(X; \complex)$

  3. (iii)

    Composition and transposition are continuous in the operator norm on $B(H)$

the map $I_{E}$ restricted to $B^{\infty}(X; \complex)$ is a *-homomorphism by continuity. By Goldstine’s Theorem, $C(X; \complex) \subset B^{\infty}(X; \complex)$ is weak*-dense in $C(X; \complex)^{**}$. So as

  1. (i)

    $I_{E}$ restricted to $B^{\infty}(X; \complex)$ is a *-homomorphism.

  2. (ii)

    The involution $\phi \mapsto \ol \phi$ is weak*-continuous on $C(X; \complex)^{**}$.

  3. (iii)

    The transpose $T \mapsto T^{*}$ is weak-operator continuous on $B(H)$.

  4. (iv)

    The product $(\phi, \psi) \mapsto \phi \psi$ is separately weak*-continuous on $C(X; \complex)^{**}$.

  5. (v)

    The composition $(S, T) \mapsto ST$ is separately weak-operator continuous on $B(H)$.

the map $I_{E}$ is a *-homomorphism by (1). Finally, since $E(X) = I_{B(H)}$, $I_{E}$ is a unital *-homomorphism.$\square$

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