Integration of bounded Borel symbols against a projection-valued measure #
For a projection-valued measure P on X acting on a complex Hilbert space H, this file
constructs the operator integral P.integral f = ∫ f dP of a bounded Borel symbol
f : BoundedBorelFunction X as a unital star algebra homomorphism
BoundedBorelFunction X →⋆ₐ[ℂ] (H →L[ℂ] H).
On a simple symbol taking the value c on the measurable fibre s ⁻¹' {c}, the integral is
the finite sum ∑ c • P(s ⁻¹' {c}). Because the fibres are disjoint, the projections
P(s ⁻¹' {c}) are mutually orthogonal, and the diagonal matrix element of this sum against ξ
is the integral of s against the diagonal measure P.diag ξ. This gives the contraction
bound ‖∫ s dP‖ ≤ ‖s‖ for the supremum norm. Simple symbols are dense among bounded Borel
symbols, so the integral extends uniquely by continuity; in particular it does not depend on
the choice of partition or of uniformly approximating simple symbols. The algebraic laws pass
to the limit.
The vector measure B ↦ P(B) ξ need not have finite variation, so this integral is not an
instance of integration against a vector measure; the construction instead uses Mathlib's
extension of additive set functions to simple functions, SimpleFunc.setToSimpleFunc, and the
continuous extension LinearMap.extendOfNorm.
Main declarations #
ProjValMeasure.integral: the integral againstP, a unital star algebra homomorphism.ProjValMeasure.integral_ofSimpleFunc: the integral of a simple symbol is the finite sum of its values times the projections of its fibres.ProjValMeasure.eq_integral_of_continuous: a continuous map agreeing with the integral on simple symbols is the integral.ProjValMeasure.integral_indicator: the integral of a measurable indicator is the projection.ProjValMeasure.forall_commute_integral_iff: an operator commutes with every integral iff it commutes with every projection.ProjValMeasure.integral_diag_eq_inner_integral: diagonal matrix elements of the integral are integrals against the diagonal measures.ProjValMeasure.norm_integral_le: a pointwise bound on the symbol bounds the operator norm.ProjValMeasure.norm_sq_integral_apply: the vector norm identity‖(∫ f dP) ξ‖ ^ 2 = ∫ ‖f x‖ ^ 2 d(P.diag ξ)(x).ProjValMeasure.integral_apply_eq_zero_iff:(∫ f dP) ξ = 0ifff = 0almost everywhere forP.diag ξ.
References #
- W. Rudin, Functional Analysis, 2nd ed., McGraw–Hill, 1991, Theorem 12.21.
- K. Schmüdgen, Unbounded Self-adjoint Operators on Hilbert Space, Springer GTM 265, 2012, Section 4.2.
Simple symbols #
The integral of a bounded Borel symbol #
The integral of a bounded Borel symbol against a projection-valued measure P,
P.integral f = ∫ f dP, as a unital star algebra homomorphism. It is characterised by
integral_ofSimpleFunc on simple symbols and its continuity (continuous_integral); see
eq_integral_of_continuous.
Instances For
The integral against P is continuous for the supremum norm on symbols, so uniform limits of
symbols have the limiting integral.
A continuous map on bounded Borel symbols that agrees with P.integral on simple symbols is
P.integral, since simple symbols are dense.
The integral of a simple symbol s is ∑ c • P(s ⁻¹' {c}), the sum running over the values
of s.
The integral of the indicator of a measurable set B is the projection P(B).
An operator commutes with the integral of every bounded Borel symbol iff it commutes with the projection of every measurable set: integrals of simple symbols are linear combinations of projections, and simple symbols are dense.
Diagonal matrix elements of the integral are integrals against the diagonal measures:
∫ f d(P.diag ξ) = ⟪ξ, (∫ f dP) ξ⟫.
A pointwise bound ‖f x‖ ≤ M on a symbol bounds the operator norm of its integral. This
includes an empty space, where every symbol and every operator integral has norm zero.
Vector norm identity for the integral against a projection-valued measure:
‖(∫ f dP) ξ‖ ^ 2 = ∫ ‖f x‖ ^ 2 d(P.diag ξ)(x).
The integral of f vanishes on ξ exactly when f vanishes almost everywhere for the
diagonal measure P.diag ξ.