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Measure Theory and Functional Analysis




                    Notes          (a)  The M ’s are pairwise orthogonal and span H:
                                             i
                                   (b)  The P ’s are pairwise orthogonal and P  + P  + … + P  = I and T =  P  +  P  + … +   P .
                                            i                         1   2      m           1  1  2  2    m  m
                                   (c)  T is normal operator on H.
                                   Proof: We shall show that

                                   (i)   (ii)   (iii)   (i)
                                   (i)   (ii)
                                   Assume that M ’s are pairwise orthogonal and span H. Hence every x   H can be represented
                                               i
                                   uniquely as
                                                              x = x  + x  + … + x                          … (1)
                                                                  1  2      m
                                   where x   M  for i = 1, 2, …, m
                                         i   i
                                   by hypothesis M ’s are pairwise orthogonal. Since P ’s are projections in M ’s   P ’s are pairwise
                                                i                           i                 i    i
                                   orthogonal, i.e. i  j   P P = 0.
                                                      i  j
                                   If x is any vector in H, then from (1) for each i,
                                                           P (x) = P  (x  + x  + … + x )
                                                            i     i  1  2      m
                                                               = P x  + P x  + … + Px                      … (2)
                                                                  i 1  i 2     i m
                                   Since P  is the range of M , P  x  = x .
                                        i              i  i  i  i
                                   For i   j M   M  since x   M for each j we have
                                           j   i     j   j
                                          x   M  for j   i.
                                           j   i
                                   Hence x   M (null space of P )
                                         j    i            i
                                          x   M    P x = x
                                           j   i    i j  i
                                          from (2) we get
                                                            Px = x                                         … (3)
                                                             i    i
                                   Since I is the identity mapping on H, we get
                                                             Ix = x  + x  + … + x                      … (by (1))
                                                                  1  2      m
                                                               = P x + P x + … + P x                   … (by (3))
                                                                  1   2        m
                                                               = (P  + P  + … + P ) x   x  H.
                                                                   1  2       m
                                   This show that I = P  + P  + …… + P .
                                                   1  2        m
                                   For every x   H, we have from (1)
                                                           T (x) = T (x  + x  + … + x )
                                                                    1  2       m
                                                               =  Tx  + Tx  + … + Tx
                                                                   1    2       m
                                   Since x    M    Tx  =  x
                                        i   i    i   i
                                                             T =  x  +  x  + …… +   x                      … (4)
                                                              x   1 1  2 2        m m
                                                               =  P x +  P x + …… +   P x                  … (5)
                                                                  1  1  2  2        m  m
                                                              T =  P  +  P  + …… +   P
                                                                  1  1  2  2      m  m
                                   (ii)   (iii)




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