The Spectral Theorem

Here we are interested in extending the spectral theorem from some

bounded linear operators to self-adjoint unbounded linear operators.
We are going to give most of the main details to establish the Spectral
Measure Version of the Spectral Theorem. We will also give some
details of the Multiplication Operator Form of the Spectral Theorem.
We follow the notes by Bernard Helffer [1], the books by Reed and
Simon [3, 4] and class notes.

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 Spectral theory for compact operators
In the case of compact operators the description of the spectrum can
be given precisely.
Theorem 1. Let T ∈ K(E) where E is an infinite dimensional Banach
space. Then
1. 0 ∈ σ(T )
2. σ(T )\{0} = σp (T )\{0}
3. We are in one (and only one) of the following cases
• either σ(T ) = {0},
• either σ(T )\{0} is finite,
• or σ(T )\{0} can be described as a sequence of distinct points
tending to 0.
4. Each λ ∈ σp (T )\{0} is isolated and dimN (T − λI) < ∞.
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Then we recall the spectral theorem for self-adjoint compact opera-
tors.
Theorem 2. Let H be a separable Hilbert space and T a compact
self-adjoint operator. Then H admits a Hilbertian basis consisting of
the eigenfunctions of T .
More precisely, we can obtain a decomposition of H in the form

H = ⊕ Vk
k∈N

such that
T uk = λk uk , if uk ∈ Vk
Thus H has been decomposed into a direct sum of orthogonal sub-
spaces Vk in which the self-adjoint operator T is reduced to multipli-
cation by λk .

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Proof. Let {λn }n≥1 be a sequence of disjoint eigenvalues of T , except
0. Their existence comes from Theorem 1. We also observe that the
eigenvalues are real.
We define λ0 = 0. Then we define E0 = N (T ) and En = N (T − λn I).
From the Riesz’s Theorem we have that

0 < dim En < ∞.

Next we show that H is the Hilbertian sum of the {En }n≥0 .

(i) The spaces {En } are mutually orthogonal. If u ∈ Em and v ∈ En
with m 6= n, we have

hT u, vi = λmhu, vi = hu, T vi = λnhu, vi

which implies that hu, vi = 0.

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(ii) Let F be a linear space spanned by the {En }n≥0 . Let us verify
that F is dense in H. It is clear that T F ⊂ F . Using that T is
self-adjoint we have that T F ⊥ ⊂ F ⊥ . The operator Te, obtained by
restriction of T to F ⊥ , is a compact self-adjoint operator. But one
shows easily that σ(Te) = {0} and consequently Te = 0 (prove it!).
But F ⊥ ⊂ N (T ) ⊂ F and hence F ⊥ = {0}. Thus F is dense in
H.
(iii) To end the proof, one chooses in each En and Hilbertian basis.
Taking the union of these bases, one obtains an Hilbertian basis
of H effectively formed with eigenfunctions of T .

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Remark 1. If T is a compact self-adjoint operator, we can write any
u ∈ H in the form
∞
X
u= un, with un ∈ En.
n=0

This allows to write

∞
X
Tu = λn un.
n=0

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If, for k ∈ N, we define
k
X
Tk u = λn un,
n=0

we can see that Tk is of finite rank and that

kT − Tk k ≤ sup |λn|.
n≥k+1

Hence the operator T appears as the limit in B(H) of the sequence

Tk as k → ∞.

This decomposition is the inspiration to extend the spectral theorem

for self-adjoint unbounded operators as we will see below.

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We recall that an operator P ∈ B(H) is called an orthogonal projec-
tion if P = P ∗ and P 2 = P .

If Pk denotes the orthogonal projection operator onto Vk , we can write

X
I= Pk (the limit is in the strong convergence sense)
k

and X
Tu = λk Pk u, ∀u ∈ D(T ).
k

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 Spectral family and resolution of the identity
Definition 1. A family of orthogonal projectors E(λ) (or Eλ ), −∞ <
λ < ∞ in a Hilbert space H is called a resolution of the identity (or
spectral family) if it satisfies the following conditions:
(i)
E(λ)E(µ) = E(min(λ, µ)), (0.1)

(ii)
E(−∞) = 0, E(+∞) = I (0.2)
where E(±∞) is defined by

E(±∞)x = lim E(λ)x for all x ∈ H, (0.3)

λ→±∞

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(iii)
E(λ + 0) = E(λ) (0.4)
where E(λ + 0) is defined by

E(λ + 0)x = lim E(µ)x. (0.5)

µ>λ
µ→λ

Remark 2. Observe that (0.1) gives the existence of the limit. The
limit in (0.3) is taken in H. We also notice that λ 7→ hE(λ)x, xi =
kE(λ)xk2 is monotonically increasing.

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Example 1 (Spectral family associated to H0 ). Let
(
0 if λ < 0,
Gλ(|ξ|2) =
χ|ξ|2<λ if λ ≥ 0.

Gλ(H0)f = F −1G(H0)Ff = (Gλ(|ξ|2)fb )∨ = E0(λ)f

• limE0(λ)f = 0, lim E0(λ)f = 0 ∀f ∈ L2(dξ)
λ→0 λ→−∞

• lim E0(λ)f = f ∀f ∈ L2(dξ)

λ→∞

• E0(λ) is an orthonormal projection for any λ.

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• E0(λ)2 = E0(λ)

• E0(λ) = E0∗(λ)
•
kE0(λ)f k2 = (E0(λ)f, E0(λ)f )
= (E02(λ)f, f )
= (E0(λ)f, f ).

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We recall first what is a function of bounded variation.
Let f : [a, b] 7→ R be a function and [c, d] a closed subinterval of [a, b].
If the set
nXn o
S= |f (xi) − f (xi−1)| : xi a partition of [c, d]
i=1

is bounded, then variation of f in [c, d] is defined and denoted by

V (f, [c, d]) = sup S.

A function f is called of bounded variation in [c, d] if V (f, [c, d]) is

finite.

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Proposition 1. Let E(λ) be a resolution of identity; then for all x, y ∈
H, the function
λ 7→ hE(λ)x, yi (0.6)
is a function of bounded variation whose total variation satisfies

V (x, y) ≤ kxk · kyk, ∀x, y ∈ H. (0.7)

where n
X
V (x, y) = sup hE(λj−1,λj ]x, yi . (0.8)
λ1 ,...,λn j=2

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Proof. Let λ1 < λ2 < · · · < λn . From the assumption (0.1) we deduce
that
E(α,β] = Eβ − Eα
is an orthogonal projection. Indeed,

(Eβ − Eα )2 = Eβ Eβ − Eβ Eα − Eα Eβ + Eα Eα
= Eβ − Eα − Eα + Eα
= Eβ − Eα .

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The Cauchy-Schwarz inequality yields

n
X n
X
|hE(λj−1,λj ]x, yi| = |hE(λj−1,λj ]x, E(λj−1,λj ]yi|
j=2 j=2
Xn
≤ kE(λj−1,λj ]xkkE(λj−1,λj ]yk
j=2
n n
2 1/2
X X
1/2
kE(λj−1,λj ]yk2


≤ kE(λj−1,λj ]xk
j=2 j=2
2 1/2

1/2
kE(λ1,λn]yk2


= kE(λ1,λn]xk .

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Then for m > n, we obtain
m−1
X
2 2
kxk ≥ kE(λn,λm]xk = kE(λi,λi+1]xk2. (0.9)
i=n

Thus for any finite sequence λ1 < λ2 < · · · < λn we have

m
X
|hE(λj−1,λj ]x, yi| ≤ kxkkyk.
j=2

Using (0.8), the estimate (0.10) follows.

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We have proved that for all x and y in H, the function λ 7→ hE(λ)x, yi
is with bounded variation and we can then show the existence of
E(λ + 0) and E(λ − 0). Indeed, the following lemma regards this.
Lemma 1. If E(λ) is a family of projectors satisfying (0.1) and (0.2),
then for all λ ∈ R, the operators

Eλ+0 = lim E(µ) and Eλ−0 = lim E(µ) (0.10)

µ→λ, µ>λ µ→λ, µ<λ

are well defined when considering the limit for the strong convergence
topology.

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Proof. We prove the existence of the left limit. Using (0.9), we deduce
that for any  > 0, there exists λ0 < λ such that, ∀λ0 , ∀λ00 ∈ [λ0 , λ)
with λ0 < λ00
kE(λ0,λ00]xk2 ≤ .
It is not difficult to prove that Eλ− n1 x is a Cauchy sequence converging
to a limit and that limit does not depend on the sequence going to λ.
A similar argument shows the existence of the limit from the right.

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It is then classical (Stieltjes integrals) that one can define for
any continuous complex valued function λ 7→ f (λ) the integrals
Z b
f (λ) dhE(λ)x, yi as a limit of Riemann sums.
a
Proposition 2. Let f be a continuous function on R with complex
values and let x ∈ H. Then it is possible to define for α < β , the
integral Z β
f (λ) dEλx
α
as the strong limit in H of the Riemann sum:
X
f (λ0j ) (Eλj+1 − Eλj )x, (0.11)
j

where α = λ1 < λ2 < · · · < λn = β , and λ0j ∈ (λj , λj+1 ], when

max |λj+1 − λj | → 0.
j

Proof. The proof uses the uniform continuity of f . Give a sketch!

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Definition 2. For any given x ∈ H and any continuous function f on
R, the integral Z ∞
f (λ) dEλx
−∞
Rβ
is defined as the strong limit in H, if it exists of α f (λ) dE(λ)x when
α → −∞ and β → ∞.

Remark 3. The theory works more generally for any Borelian function
see [3]. This is important, because we are in particular interested in
the case when f (t) = χ(−∞,λ] .
One possibility for the reader who wants to understand how this can
be made is to look at [5] which gives the following theorem:

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Theorem 3 ([5], Theorem 8.14, p. 173).
1. If µ is a complex Borel measure on R and if

f (x) = µ((−∞, x]), ∀x ∈ R, (0.12)

then f is a normalized function with bounded variation (NBV), i.e.

a function with bounded variation, which is continuous from the
right and such that lim f (x) = 0.
x→−∞

2. Conversely, to every f ∈ N BV , there corresponds a unique com-

plex Borel measure µ such that (0.12) is satisfied.

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Theorem 4. For x given in H and if f is a complex valued function on
R, the following conditions are equivalent
(i) Z ∞
f (λ) dEλ x exists; (0.13)
−∞

(ii) Z ∞
|f (λ)|2 dkEλk2 < ∞; (0.14)
−∞

(iii) Z ∞
y 7→ f (λ) d(hEλy, xiH ) (0.15)
−∞
is a continuous linear form.

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Sketch of the Proof.
(i) =⇒ (iii) It follows by using repeatedly the Banach-Steinhaus The-
orem and the definition of the integral.
(iii) =⇒ (ii) Let F be a linear form defined in (0.15). Introducing
Z β
y= f (λ) dEλx,
α

we notice that
y = E(α,β]y
by using the Riemann integrals.

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It is not difficult to show that
Z ∞
F (y) = f (λ) dhEλx, yi
Z−∞
∞
= f (λ) dhEλx, E(α,β]yi
Z−∞
∞
= f (λ) dhE(α,β]Eλx, yi
−∞
Z β
= f (λ) dhEλx, yi
α
= kyk2.

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From (0.15) it follows that

kyk2 ≤ kF kkyk.

Thus
kyk ≤ kF k.
Observe that the right hand side is independent of α and β .
On the other hand, using once more the Riemann sums, we obtain
Z β
kyk2 = |f (λ)|2 dkEλxk2.
α

Therefore Z β
|f (λ)|2 dkEλxk ≤ kF k2.
α
Thus, making α → −∞ and β → ∞ yield (0.14).

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(ii) =⇒ (i) Notice that for α0 < α < β < β 0 , we
Z β0 Z β
k f (λ) dEλx − f (λ) dEλxk2
α0 α
Z α Z β0
2 2
= |f (λ)| dkEλxk + |f (λ)|2 dkEλxk2.
α0 β

This implies (0.12).

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Theorem 5. Let λ 7→ f (λ) be a real-valued continuous function. Let
Z ∞
Df = {x ∈ H : |f (λ)|2dhE(λ)x, xi < ∞}.
−∞

Then Df is dense in H and we define Tf whose domain is defined by

D(Tf ) = Df ,

and Z ∞
hTf x, yi = f (λ) dhE(λ)x, yi
−∞

for all x in D(Tf ) and y ∈ H.

The operator Tf is self-adjoint. In addition, Tf Eλ is an extension of
E λ Tf .

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Proof of Theorem. Property (0.2) gives us, that for any y ∈ H, there
exists a sequence (αn , βn ) such that E(αn ,βn ] y → y as n → ∞.
Observe that E(α,β] y ∈ Df , for any α, β , this yields the density of Df
in H.
Since f is real-valued and Eλ is symmetric, it follows that Tf is sym-
metric.
That Tf is self-adjoint is deduced by using Theorem 4.

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We notice that, for f0 = 1, we get Tf0 = I and for f1 (λ) = λ, we have
a self-adjoint Tf1 = T .
In this case, it is said that
Z ∞
T = λ dE(λ)
−∞

is a spectral decomposition of T and we observe that

Z ∞ Z ∞
kT xk2 = λ2 dhE(λ)x, xi = λ2 dkE(λ)xk2
−∞ −∞

for x ∈ D(T ) More generally,

Z ∞ Z ∞
2 2
kT xk = λ d((E(λ)x, x)) = λ2 d(kE(λ)xk2)
−∞ −∞

for x ∈ D(Tf )

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We have seen so far how one can associate to a spectral family of
projectors a self-adjoint operator.
The Spectral Decomposition Theorem makes explicit that the preced-
ing situation is actually the general one.
Theorem 6. Any self-adjoint operator T is a Hilbert space H admits a
spectral decomposition such that
Z
hT x, yi = λd(hEλx, yiH ), (0.16)
R

and Z
Tx = λ d(Eλx). (0.17)
R

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Sketch of the Proof.
Step 1. It is rather natural to imagine that it is essentially enough to
treat the case when T is a bounded selfadjoint operator (or at least a
normal bounded operator, that is satisfying T ∗ T = T T ∗ . If A is indeed
a general semibounded self-adjoint operator, one can come back to
the bounded case by considering (A + λ0 )−1 , with λ0 real, which is
bounded and self-adjoint. In the general case, one can consider (A +
i)−1.
Step 2. We analize first the spectrum of P (T ) where P is a polyno-
mial.
Lemma 2. If P is a polynomial, then

σ(P (T )) = {P (λ) : λ ∈ σ(T )}.

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Proof of Lemma 2. From the identity P (x) − P (λ) = (x − λ) Qλ (x) we
obtain for bounded operators the identity

P (T ) − P (λ) = (T − λ) Qλ(T ).

This allows us to construct the inverse of (T − λ) if one knows the

inverse of P (T ) − P (λ).
Reciprocally, notice that if z ∈ C and if λj (z) are the roots of λ 7→
(P (λ) − z), then
Y
(P (T ) − z) = c (T − λj (z)).
j

This allows to construct the inverse of (P (T )−z) if one has the inverse
of (T − λj (z)) for all j .

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Lemma 3. Let T be a bounded self-adjoint operator. Then using Ex-
ercise 9 we have
kP (T )k = sup |P (λ)|. (0.18)
λ∈σ(T )

Proof. We first notice that

kP (T )k2 = kP (T )∗P (T )k.

From Exercise 10 and Lemma 2 we deduce that

kP (T )k = k(P P )(T )k
= sup |µ|
µ∈σ((P P )(T ))

= sup |(P P )(λ)|

λ∈σ(T )

= sup |P (λ)|2
λ∈σ(T )

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Step 3. We have defined a map Φ from the set of polynomials into
B(H) by
P 7→ Φ(P ) = P (T ) (0.19)
which is continuous since

kΦ(P )kB(H) = sup |P (λ)|. (0.20)

λ∈σ(T )

The set σ(T ) is a compact in R and using the Stone-Weierstrass the-

orem (which guarantees the density of the polynomials in C(σ(T ))),
the map Φ can be uniquely extended to C(σ(T )). We will denote this
extension again using Φ.

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Theorem 7 (Properties of Φ). Let T be a bounded self-adjoint oper-
ator on H. Then there exists a unique map Φ,

Φ : C(σ(T )) → B(H)

satisfying the following properties:

(i)

Φ(f + g) = Φ(f ) + Φ(g);

Φ(λ f ) = λΦ(f );
Φ(1) = Id;
Φ(f¯ ) = Φ(f )∗;
Φ(f g) = Φ(f ) ◦ Φ(g).

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(ii)
kΦ(f )kB(H) = sup |f (λ)|.
λ∈σ(T )

(iii) If f is defined by f (λ) = λ, then Φ(f ) = T .

(iv)
σ(Φ(f )) = {f (λ) : λ ∈ σ(T )}.
(v) If ϕ satisfies T ϕ = λ ϕ, then Φ(f )ϕ = f (λ) ϕ.
(vi) If f ≥ 0, then Φ(f ) ≥ 0.

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Proof. The proof of the properties above follows by showing first the
properties for the polynomials P and then extending the properties by
continuity to continuous functions.
To establish the last item we observe that
p p p p
Φ(f ) = Φ( f ) · Φ( f ) = Φ( f )∗ · Φ( f ).

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Step 4. Now we introduce the measures.
Let ψ ∈ H. Define the functional

f 7→ hψ, f (T )ψiH = hψ, Φ(f )ψiH . (0.21)

We observe that this is a positive linear functional on C(σ(T )). From

the Riesz Theorem (Theorem 15 below), there exists a unique mea-
sure µψ on σ(T ), such that
Z
hψ, Φ(f )ψiH = f (λ) dµψ . (0.22)
σ(T )

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This measure is called the spectral measure associated with the vec-
tor ψ ∈ H. This measure is a Borel measure. This means that we
can extend the map Φ and (0.22) to Borelian functions.
Using the standard Hilbert calculus (that is the link between sesquilin-
ear form and the quadratic forms) we can also construct for any x and
y in H a complex measure dµx,y such that
Z
hx, Φ(f )yiH = f (λ) dµx,y (λ). (0.23)
σ(T )

Using the Riesz representation Theorem (Theorem 16 below), this

gives as, when f is bounded, an operator f (T ). If f = χ(−∞,µ] , we
recover the operator Eµ = f (T ) which permits to construct indeed
the spectral family announced in Theorem 6.

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Remarks 8. For any measurable (real or complex valued) function f
on R, the unique
R ∞operator f (T ) satisfying (0.22) is defined. Its domain
is the set {h : −∞ |f |2 dµh < ∞}, dense in H.
For any h ∈ D(f (T ))
Z ∞
kf (T )hk2 = |f (λ)|2 dµh(λ). (0.24)
−∞

The equation (0.24) can be easily verified for the case when f is a
nonnegative measurable function.

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We have
kf (T )hk2 = lim kf ∧ n · χ[−n,n](T )hk2
n→∞
 2
= lim ( f ∧ n · χ[−n,n](T ) h, h)
n→∞
Z ∞  2
= lim f ∧ n · χ[−n,n](λ) dµh(λ)
n→∞ −∞
Z ∞
= f 2 dµh(λ)
−∞

where f ∧ n · χ[−n,n] = inf{f, n · χ[−n,n] }.

In case f is any measurable function, f = f1 − f2 + i(g3 − g4 ) and
|f |2 = f12 + f22 + g32 + g42. In this situation equation (0.24) can be seen
to hold.

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Exercise 9. Let A be a bounded linear operator in a Hilbert space H.
Show that
kA∗Ak = kAk2.
Exercise 10. Let A ∈ B(H) be a self-adjoint operator. Show that the
hAu, ui
spectrum of A is contained in [n, M ] with m = inf . Moreover
kuk2
m and M belong to the spectrum of T .

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 Another version of the Spectral Theorem
In this section our goal is to present a multiplication form of the Spec-
tral Theorem. Our plan is to sketch the main points of the proof of the
theorem. We will ask the reader to complete some details by proving
some proposed exercises.
The Spectral Theorem reads as follows.
Theorem 11 (Multiplication Operator Form of the Spectral Theorem).
Let T be a self-adjoint operator in a Hilbert space H. There exists then
a measure space (X, A, µ), a unitary operator U : H → L2 (X, µ),
and a measurable function F on X which is real a.e. such that
(i) h ∈ D(T ) if and only if F (·)U h(·) is in L2 (X, µ).
and
(ii) if f ∈ U (D(T )), then (U T U −1 f )(·) = F (·)f (·).

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To prove this theorem we need of some preparation.
Definition 3. Let T : H → H be a continuous linear operator with
adjoint T ∗ .
T is called normal if and only if T ∗T = T T ∗.
T Is called unitary if and only if T ∗T = T T ∗ = I.
The proof of Theorem 11 uses the following Spectral Theorem for
bounded normal linear operators. The proof can be found for instance
in the appendix of [2].

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Theorem 12. Let T = T1 + iT2 be a bounded normal operator on H.
Then there exists a family of finite measures (µj )j∈I on σ(T1 ) × σ(T2 )
and a unitary operator

U : H → ⊕ L2(σ(T1) × σ(T2), µi)

j∈I

such that
(U T U −1f )j (x, y) = (x + iy)fj (x, y) a.e.
where f = (fj )j∈I is in ⊕ L2 (σ(T ), µj ) and σ(·) stands for the spec-
j∈I
trum of the operator ·.
Proof. See Theorem A.6 in [2].

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A readily consequence of this theorem we have.
Corollary 1. Let T be a bounded normal operator on a Hilbert space
H.Then there exists a measure space (X, A, µ), a bounded complex
function G on X , and a unitary map U : H → L2 (X, µ) so that

(U T U −1f )(λ) = G(λ)f (λ) a.e.

Exercise 13. Show that if T is a closed linear operator in H densely

defined and λ ∈ ρ(T ), then (T − λI)−1 is a bounded linear operator
on H.

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Exercise 14. Let T be a self-adjoint operator in H. Prove that ρ(T )
contains all complex number with nonzero imaginary part. Moreover,
if Imλ 6= 0, then
1
k(T − λI)−1k ≤ (0.25)
|Imλk
and

Im((T − λI)h, h) = Im(−λ)khk2 for all h ∈ D(T ). (0.26)

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Proof. We will need the results in Corollary 1 for bounded normal op-
erators applying to the operator (T + i)−1 .
We first show that (T + i)−1 is a bounded normal operator. From the
Exercises (13) and (14) we conclude that (T ± i)−1 exist as bounded
linear operator in H. In particular, R(T ± i) = H and T ± i are one-
to-one operators. Since T is self-adjoint, for any φ and ψ in D(T ), we
have

((T − i)φ, (T + i)−1(T + i)ψ) = ((T − i)−1(T − i)φ, (T + i)ψ).

This implies that ((T +i)−1 )∗ = (T −i)−1 . Since (T +i)−1 and (T −i)−1
commute by the resolvent formula, we have

(T + i)−1((T + i)−1)∗ = (T + i)−1(T − i)−1 = ((T + i)−1)∗(T + i)−1,

which tells us that (T + i)−1 is a normal operator.

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Using Corollary 1, there is measure space (X, A, µ), a unitary opera-
tor U : H → L2 (X, µ), and a bounded, measurable complex function
G on X such that

(U (T + i)−1U −1f )(x) = G(x)f (x) a.e (0.27)

for all f ∈ L2 (X, µ).

Since Ker(T + i)−1 = {0}, G(x) 6= 0 a.e. Therefore if we define F (x)
as G(x)−1 −i for each x ∈ X , |F (x)| is finite a.e. Now if f ∈ U (D(T )),
then there exists a function g ∈ L2 (X, µ) such that f (·) = G(·)g(·) in
L2. This is true because of

U (D(T )) ⊂ U (T + i)−1(H) ⊂ U (T + i)−1U −1(L2(X, µ)). (0.28)

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Noticing that U (T + i)−1 U −1 is an injection, for any g in the range of
U (T + i)−1U −1 we have from (0.27) that
1
[U (T + i)−1U −1]−1g(x) = · g(x) ∈ L2(X, µ).
G(x)
In particular for f in the set U (D(T )),
1
[U (T + i)−1U −1]−1f (x) = · f (x) ∈ L2(X, µ).
G(x)
or
1
U (T + i)U −1f (x) = · f (x) ∈ L2(X, µ).
G(x)
or
1
U T U −1f (x) = · f (x) − if (x) = F (x)f (x) ∈ L2(X, µ).
G(x)
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This proves (ii) and the necessity of (i) provided F is real-valued,
which we show below. For the converse of (i), if F (x)U h(x) is in
L2(X, µ), then there exists k ∈ H so that U k = [F (x) + i]uh(x).
Thus
G(x)U k(x) = G(x) [F (x) + i]U h(x) = U h(x),
so h = (T + i)−1 , whereby h ∈ D(T ).

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To finish the proof it must be established that F is real-valued a.e.

Observe that the operator in L2 (X, µ) defined by multiplication by F

is self-adjoint since by (ii) it is unitarily equivalent to T . Hence for all
χM , M a measurable subset of X , (χM , F χM ) is real. However, if
Im F > 0 on a set of positive measure, then there exists a bounded
set B in the plane so that M = f −1 (B) has nonzero measure. Clearly
F χM is in L2(X, µ) since B is bounded and Im (χM , F χM ) > 0. This
contradiction shows that Im F = 0 a.e.

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Example 2 (Examples of functions of a self-adjoint operator).
The following are common examples in spectral theory.

1. f is the characteristic function of (−∞, λ], χ(−∞,λ] ; Φ(f ) = f (T ) is

then Φ(f ) = E(λ).
2. f is the characteristic function of (−∞, λ), χ(−∞,λ) ; f (T ) is then
Φ(f ) = E(λ − 0).
3. f is a compactly supported continuous function. f (T ) will be an
operator whose spectrum is localized in the support of f .

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1. ft (λ) = exp(itλ) with t real. ft (T ) is then a solution of the func-
tional equation (
(∂t − iT )(f (t, T )) = 0,
f (0, T ) = I.
We notice that , for all real t, ft (T ) = exp(itT ) is a bounded unitary
operator.
2. gt (λ) = exp(−tλ) with t real positive. gt (T ) is the a solution of the
functional equation
(
(∂t + T )(g(t, T )) = 0, for t ≥ 0,
g(0, T ) = I.

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 Application of the Spectral Theorem in solving the Schrödinger
equation
The time-dependent Schrödinger equation arises in quantum me-
chanics. It is given by
du
i = A u(t),
dt
where u(t) is an element of a Hilbert space H, A is a self-adjoint
operator in H, antd t is a time variable with u(t) ∈ D(A). An initial
condition is u(0) = u0 ∈ D(A). The derivative of u is given as

u(t + ∆) − u(t)
lim
∆→0 ∆
in the strong topology of H.

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The Spectral Theorem allows us to solve the Schrödinger equation.
Let e−itA be the bounded operator on H given by
Z ∞
e−itA = e−itλ dP (λ),
−∞
Z
where A = λdP . We would like to prove that

d −itA
(e h) = i A(e−itAh) (0.29)
dt
for every h ∈ D(A).

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To show this, we compute the following limit:
 e−(t+∆t)A − e−itA  2
−itA
lim + ie A h
∆t→0 ∆t
∞
e−(t+∆t)λ − e−itλ 2
Z
−itλ
= lim + ie λ d(E(λ)h, h)
∆t→0 −∞ ∆t
∞
e−i∆tλ − 1 2
Z
= lim + iλ d(E(λ)h, h).
∆t→0 −∞ ∆t

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 2
e−i∆t −1
Letting M = max ∆t
+ i , the integrand above is bounded by
∆t
M λ2, which is integrable since h ∈ D(A). It follows then by using
the Lebesgue Dominated Convergence theorem that the limit is zero.
Hence
d −itA
(e h) = −i (e−itAAh) (0.30)
dt
for every h ∈ D(A).
The identity (0.29) follows from (0.30) since for h ∈ D(A)

e−itAAh = Ae−itAh. (exercise) (0.31)

This follows from the fact that if h ∈ D(A), then e−itA h is in D(A)
since by the equation (0.24) we have
Z Z
kE(M )e−itAhk2 = χM |e−itλ|2 dEh(λ) = χM dEh(λ) = kE(M )hk2.

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The solution u(t) = e−itA u0 of the Schrödinger equation is unique. To
show this, suppose that v(t) in D(A) is a solution. Then for any φ ∈ H

d −i(t−s)A (e−i(t−(s+∆s))A v(s + ∆s), φ) − (e−i(t−s)Av(s), φ)

(e v(s), φ) = lim
ds ∆s→0 ∆s
 e−i(t−(s+∆t))A − e−i(t−s)A 
= lim v(s + ∆s), φ
∆s→0 ∆s
−i(t−s)A v(s + ∆s) − v(s)
 
+ lim e ,φ
∆s→0 ∆s
 d −i(t−s)A  
−i(t−s)A dv

= − e v(s), φ + e ,φ
dt ds
= (ie−i(t−s)A v(s), φ) + (e−i(t−s)A[−iAv(s)], φ) = 0.

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Therefore for all φ ∈ H
Z t
d −i(t−s)A
v(s), φ ds = (e−i0Av(t), φ) − (e−itAv(0), φ),


0= e
0 ds
and since v(0) = u0 and e−i0A = I we have

v(t) = e−itAu0.

This yields the uniqueness.

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 Riesz representation Theorem
We start by introducing some notations and definitions.
• Given a locally compact Hausdorff space X we denote C0(X) as
the set of continuous functions on X which vanish at infinity.
• We say that ν is a regular measure if every Borel set in X is both
outer regular and inner regular.
• We denote by |ν| the total variation of ν or the total variation mea-
sure.
• A complex Borel measure µ on X is called regular if |µ| is regular.

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If µ is a complex Borel measure on X , it is not difficult to see that the
mapping Z
f→ f dµ
X
is a bounded linear functional on C0 (X), whose norm is not longer
than |µ|(X).

The Riesz theorem guarantees that all bounded linear functionals on

C0(X) are obtained in this way.

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Theorem 15. If X is a locally compact Hausdorff space, then every
bounded linear functional Φ on C0 (X) is represented by a unique
regular complex Borel measure µ, in the sense that
Z
Φf = f dµ for every f ∈ C0(X).
X

Moreover, the norm of Φ is the total variation of µ:

kΦk = |µ|(X).

Proof. See Theorem 6.19 in [5].

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In Hilbert spaces we have the well known Riesz theorem.

Theorem 16. Let u 7→ F (u) a linear continuous form on H. Then

there exists a unique w ∈ H such that

F (u) = hu, wiH , ∀u ∈ H. (0.32)

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References
[1] B. Helffer, Spectral theory and applications. An elementary intro-
ductory course. https://www.imo.universite-paris-saclay.fr/ helf-
fer/m2bucarest2010.pdf
[2] A. Mukherjea and K. Pothoven, Real and Functional Analysis,
Mathematical Concepts and Methods in Science and Engineer-
ing, Vol 10, Springer Science+ Business Media New York (1978).
[3] M. Reed and B. Simon, Methods of modern mathematical
Physics. I. Functional analysis. Academic Press, (1972).
[4] M. Reed and B. Simon, Methods of modern mathematical
Physics. II. Fourier analysis, selfadjointness. Academic Press,
(1975).
[5] W. Rudin, Real and Complex Analysis. Mc Graw Hill, New York
(1974).
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