Q
stringlengths
4
3.96k
A
stringlengths
1
3k
Result
stringclasses
4 values
Theorem 1. Let \( X \) be an arbitrary set, and \( \mathcal{C} \) a collection of subsets of \( X \), countably many of which cover \( X \) . Let \( \beta \) be a function from \( \mathcal{C} \) to \( {\mathbb{R}}^{ * } \) such that\n\n\[ \inf \{ \beta \left( C\right) : C \in \mathcal{C}\} = 0 \]\n\nThen the equation\n...
Proof. Assume all the hypotheses. There are now three postulates for an outer measure to be verified. Our assumption about \( \beta \) implies that \( \beta \left( C\right) \geq 0 \) for all \( C \in \mathcal{C} \) . Therefore, \( \mu \left( A\right) \geq 0 \) for all \( A \) . Since \( \varnothing \subset C \) for all...
Yes
Lemma 1. If \( \left( {X,\mathcal{A}}\right) \) is a measurable space, then \( X \) and \( \varnothing \) belong to \( \mathcal{A} \) . Furthermore, \( \mathcal{A} \) is closed under countable intersections and set difference.
Proof. This is left to the reader as a problem.
No
Lemma 2. For any subset \( \mathcal{F} \) of \( {2}^{X} \) there is a smallest \( \sigma \) -algebra containing \( \mathcal{F} \) .
Proof. As Example 10 shows, there is certainly one \( \sigma \) -algebra containing \( \mathcal{F} \) . The smallest one will be the intersection of all the \( \sigma \) -algebras \( {\mathcal{A}}_{\nu } \) containing \( \mathcal{F} \) . It is only necessary to verify that \( \bigcap {\mathcal{A}}_{\nu } \) is a \( \si...
Yes
Lemma 1. If \( \left( {X,\mathcal{A},\mu }\right) \) is a measure space, then:\n\n(1) \( \mu \left( A\right) \leq \mu \left( B\right) \) if \( A \in \mathcal{A}, B \in \mathcal{A} \), and \( A \subset B \) .\n\n(2) \( \mu \left( {\mathop{\bigcup }\limits_{{i = 1}}^{\infty }{A}_{i}}\right) \leq \mathop{\sum }\limits_{{i...
Proof. For (1), write\n\n\[ \mu \left( B\right) = \mu \left\lbrack {A \cup \left( {B \smallsetminus A}\right) }\right\rbrack = \mu \left( A\right) + \mu \left( {B \smallsetminus A}\right) \geq \mu \left( A\right) \]\n\nFor (2), we create a disjoint sequence of sets \( {B}_{i} \) by writing \( {B}_{1} = {A}_{1},{B}_{2} ...
Yes
Lemma 1. If \( \left( {X,\mathcal{A},\mu }\right) \) is a measure space, then:\n\n(1) \( \mu \left( A\right) \leq \mu \left( B\right) \) if \( A \in \mathcal{A}, B \in \mathcal{A} \), and \( A \subset B \) .\n\n(2) \( \mu \left( {\mathop{\bigcup }\limits_{{i = 1}}^{\infty }{A}_{i}}\right) \leq \mathop{\sum }\limits_{{i...
Proof. For (1), write\n\n\[ \mu \left( B\right) = \mu \left\lbrack {A \cup \left( {B \smallsetminus A}\right) }\right\rbrack = \mu \left( A\right) + \mu \left( {B \smallsetminus A}\right) \geq \mu \left( A\right) \]\n\nFor (2), we create a disjoint sequence of sets \( {B}_{i} \) by writing \( {B}_{1} = {A}_{1},{B}_{2} ...
Yes
Lemma 1. If \( \left( {X,\mathcal{A},\mu }\right) \) is a measure space, then:\n\n(1) \( \mu \left( A\right) \leq \mu \left( B\right) \) if \( A \in \mathcal{A}, B \in \mathcal{A} \), and \( A \subset B \) .\n\n(2) \( \mu \left( {\mathop{\bigcup }\limits_{{i = 1}}^{\infty }{A}_{i}}\right) \leq \mathop{\sum }\limits_{{i...
Proof. For (1), write\n\n\[ \mu \left( B\right) = \mu \left\lbrack {A \cup \left( {B \smallsetminus A}\right) }\right\rbrack = \mu \left( A\right) + \mu \left( {B \smallsetminus A}\right) \geq \mu \left( A\right) \]\n\nFor (2), we create a disjoint sequence of sets \( {B}_{i} \) by writing \( {B}_{1} = {A}_{1},{B}_{2} ...
Yes
Lemma 1. If \( \left( {X,\mathcal{A},\mu }\right) \) is a measure space, then:\n\n(1) \( \mu \left( A\right) \leq \mu \left( B\right) \) if \( A \in \mathcal{A}, B \in \mathcal{A} \), and \( A \subset B \) .\n\n(2) \( \mu \left( {\mathop{\bigcup }\limits_{{i = 1}}^{\infty }{A}_{i}}\right) \leq \mathop{\sum }\limits_{{i...
Proof. For (1), write\n\n\[ \mu \left( B\right) = \mu \left\lbrack {A \cup \left( {B \smallsetminus A}\right) }\right\rbrack = \mu \left( A\right) + \mu \left( {B \smallsetminus A}\right) \geq \mu \left( A\right) \]\n\nFor (2), we create a disjoint sequence of sets \( {B}_{i} \) by writing \( {B}_{1} = {A}_{1},{B}_{2} ...
Yes
Lemma 1. If \( \left( {X,\mathcal{A},\mu }\right) \) is a measure space, then:\n\n(1) \( \mu \left( A\right) \leq \mu \left( B\right) \) if \( A \in \mathcal{A}, B \in \mathcal{A} \), and \( A \subset B \) .\n\n(2) \( \mu \left( {\mathop{\bigcup }\limits_{{i = 1}}^{\infty }{A}_{i}}\right) \leq \mathop{\sum }\limits_{{i...
Proof. For (1), write\n\n\[ \mu \left( B\right) = \mu \left\lbrack {A \cup \left( {B \smallsetminus A}\right) }\right\rbrack = \mu \left( A\right) + \mu \left( {B \smallsetminus A}\right) \geq \mu \left( A\right) \]\n\nFor (2), we create a disjoint sequence of sets \( {B}_{i} \) by writing \( {B}_{1} = {A}_{1},{B}_{2} ...
Yes
Lemma 1. If \( \\left( {X,\\mathcal{A},\\mu }\\right) \) is a measure space, then:\n\n(1) \( \\mu \\left( A\\right) \\leq \\mu \\left( B\\right) \) if \( A \\in \\mathcal{A}, B \\in \\mathcal{A} \), and \( A \\subset B \) .\n\n(2) \( \\mu \\left( {\\mathop{\\bigcup }\\limits_{{i = 1}}^{\\infty }{A}_{i}}\\right) \\leq \...
Proof. For (1), write\n\n\[ \n\\mu \\left( B\\right) = \\mu \\left\\lbrack {A \\cup \\left( {B \\smallsetminus A}\\right) }\\right\\rbrack = \\mu \\left( A\\right) + \\mu \\left( {B \\smallsetminus A}\\right) \\geq \\mu \\left( A\\right) \n\]\n\nFor (2), we create a disjoint sequence of sets \( {B}_{i} \) by writing \(...
Yes
Lemma 2. Let \( \left( {X,\mathcal{A},\mu }\right) \) be a measure space. If \( {A}_{i} \in \mathcal{A} \) for \( i \in \mathbb{N} \) and \( {A}_{1} \subset {A}_{2} \subset \cdots \), then \( \mu \left( {A}_{n}\right) \uparrow \mu \left( {\mathop{\bigcup }\limits_{{i = 1}}^{\infty }{A}_{i}}\right) \) .
Proof. Let \( {A}_{0} = \varnothing \) and observe that \( {A}_{n} = \mathop{\bigcup }\limits_{{i = 1}}^{n}\left( {{A}_{i} \smallsetminus {A}_{i - 1}}\right) \) . It follows from the disjoint nature of the sets \( {A}_{i} \smallsetminus {A}_{i - 1} \) that \( \mu \left( {A}_{n}\right) = \mathop{\sum }\limits_{{i = 1}}^...
Yes
Theorem 2. Let \( \left( {X,\mathcal{A},\mu }\right) \) be a measure space. For \( S \in {2}^{X} \) define\n\n\[ \n{\mu }^{ * }\left( S\right) = \inf \{ \mu \left( A\right) : S \subset A \in \mathcal{A}\}\n\]\n\nThen \( {\mu }^{ * } \) is an outer measure whose restriction to \( \mathcal{A} \) is \( \mu \) . Furthermor...
Proof. I. Since \( \mu \) is nonnegative, so is \( {\mu }^{ * } \) . Since \( \varnothing \in \mathcal{A} \), we have \( 0 \leq {\mu }^{ * }\left( \varnothing \right) \leq \) \( \mu \left( \varnothing \right) = 0 \).\n\nII. If \( S \subset T \), then \( \{ A : S \subset A \in \mathcal{A}\} \) contains \( \{ A : T \subs...
Yes
Theorem 3. Under the same hypotheses as in Theorem 2, the outer measure \( {\mu }^{ * } \) is regular.
Proof. Let \( S \) be any subset of \( X \) . For each \( n \in \mathbb{N} \) select \( {A}_{n} \in \mathcal{A} \) so that \( S \subset {A}_{n} \) and \( {\mu }^{ * }\left( S\right) \geq \mu \left( {A}_{n}\right) - 1/n \) . Put \( A = \mathop{\bigcap }\limits_{{n = 1}}^{\infty }{A}_{n} \) . Since \( \mathcal{A} \) is a...
Yes
Theorem 1. The Lebesgue outer measure of an interval is its length.
Proof. Consider first a compact interval \( \left\lbrack {a, b}\right\rbrack \) . Since \( \left\lbrack {a, b}\right\rbrack \subset \left( {a - \varepsilon, b + \varepsilon }\right) \), we conclude from the definition (1) that \( \mu \left( \left\lbrack {a, b}\right\rbrack \right) \leq b - a + {2\varepsilon } \) for ev...
Yes
Theorem 2. Every Borel set in \( \mathbb{R} \) is Lebesgue measurable.
Proof. (S.J. Bernau) The family of Borel sets is the smallest \( \sigma \) -algebra containing all the open sets. The Lebesgue measurable sets form a \( \sigma \) -algebra. Hence it suffices to prove that every open set is Lebesgue measurable.\n\nRecall that every open set in \( \mathbb{R} \) can be expressed as a coun...
Yes
Theorem 3. Lebesgue outer measure is invariant on the group \( \left( {\mathbb{R}, + }\right) \) .
Proof. The statement means that \( \mu \left( S\right) = \mu \left( {v + S}\right) \) for all \( S \in {2}^{\mathbb{R}} \) and all \( v \in \mathbb{R} \) . The translate \( v + S \) is defined to be \( \{ v + x : x \in S\} \) . Notice that the condition \( S \subset \mathop{\bigcup }\limits_{{i = 1}}^{\infty }\left( {{...
Yes
Theorem 4. There exists no translation-invariant measure \( \nu \) defined on \( {2}^{\mathbb{R}} \) such that \( 0 < \nu \left( \left\lbrack {0,1}\right\rbrack \right) < \infty \) . Consequently, there exist subsets of \( \mathbb{R} \) that are not Lebesgue measurable.
Proof. The second assertion follows from the first because if every set of reals were Lebesgue measurable, then Lebesgue measure would contradict the first assertion.\n\nTo prove the first assertion, suppose that a measure \( \nu \) exists as described. By the preceding lemma, the set \( P \) given there has the proper...
Yes
Theorem 1. Let \( \left( {X,\mathcal{A}}\right) \) be a measurable space. A function \( f \) from \( X \) to the extended reals \( {\mathbb{R}}^{ * } \) is measurable if it has any one of the following properties:\na. \( {f}^{-1}(\left( {a,\infty \rbrack }\right) \in \mathcal{A} \) for each \( a \in {\mathbb{R}}^{ * }\...
Proof. We shall prove that each condition implies the one following it, and that \( \mathbf{f} \) implies that \( f \) is measurable. That \( \mathbf{a} \) implies \( \mathbf{b} \) follows from the equation \( {f}^{-1}\left( \left\lbrack {a,\infty }\right\rbrack \right) = \mathop{\bigcap }\limits_{{n = 1}}^{\infty }{f}...
Yes
Theorem 3. Let \( \\left( {X,\\mathcal{A},\\mu }\\right) \) be a complete measure space, as defined in Section 8.2, page 387. If \( f \) is a measurable function and if \( f\\left( x\\right) = g\\left( x\\right) \) almost everywhere, then \( g \) is measurable.
Proof. Define \( A = \\{ x : f\\left( x\\right) \\neq g\\left( x\\right) \\} \) . Then \( A \) is measurable and \( \\mu \\left( A\\right) = 0 \) . Also, \( X \\smallsetminus A \) is measurable. For \( a \\in {\\mathbb{R}}^{ * } \) we write\n\n\[ \n{g}^{-1}(\\left( {a,\\infty \\rbrack }\\right) = \\left\\{ {{g}^{-1}(\\...
Yes
Theorem 4 (Egorov’s Theorem). Let \( \left( {X,\mathcal{A},\mu }\right) \) be a measure space such that \( \mu \left( X\right) < \infty \) . For a sequence of finite-valued measurable functions \( f,{f}_{1},{f}_{2},\ldots \) these properties are equivalent:\n\na. \( {f}_{n} \rightarrow f \) almost everywhere\n\nb. \( {...
Proof. Assume that \( \mathbf{b} \) is true. For each \( m \) in \( \mathbb{N} \) there is a measurable set \( {A}_{m} \) such that \( \mu \left( {A}_{m}\right) < 1/m \), and on \( X \smallsetminus {A}_{m},{f}_{n}\left( x\right) \rightarrow f\left( x\right) \) uniformly. Define \( A = \mathop{\bigcap }\limits_{{m = 1}}...
Yes
Theorem 5. Let \( \\left( {X,\\mathcal{A}}\\right) \) be a measurable space, and \( f \) any nonnegative measurable function. Then there exists a sequence of nonnegative simple functions \( {g}_{n} \) such that \( {g}_{n}\\left( x\\right) \\uparrow f\\left( x\\right) \) for each \( x \) . If \( f \) is bounded, this se...
Proof. ([HewS], page 159.) Define\n\n\[ \n{A}_{i}^{n} = \\left\\{ {x \\in X : \\frac{i}{{2}^{n}} \\leq f\\left( x\\right) < \\frac{i + 1}{{2}^{n}}}\\right\\} \\;\\left( {0 \\leq i < n{2}^{n}}\\right) \n\]\n\n\[ \n{B}^{n} = \\{ x \\in X : f\\left( x\\right) \\geq n\\} \n\]\n\n\[ \n{g}_{n} = \\mathop{\\sum }\\limits_{i}\...
Yes
Lemma 1. Let \( f = \mathop{\sum }\limits_{{i = 1}}^{n}{\alpha }_{i}{x}_{{A}_{i}} \), where we assume only that the sets \( {A}_{i} \) are mutually disjoint measurable sets. Then \( \int f = \) \( \mathop{\sum }\limits_{{i = 1}}^{n}{\alpha }_{i}\mu \left( {A}_{i}\right) . \)
Proof. The function \( f \) is simple, and its range contains at most \( n \) elements. Let \( \left\{ {{\beta }_{1},\ldots ,{\beta }_{k}}\right\} \) be the range of \( f \), and let \( {B}_{i} = {f}^{-1}\left( \left\{ {\beta }_{i}\right\} \right) \) . Then \( f = \mathop{\sum }\limits_{{i = 1}}^{k}{\beta }_{i}{x}_{{B}...
Yes
Lemma 2. If \( g \) and \( f \) are simple functions such that \( g \leq f \), then \( \int g \leq \int f \) .
Proof. Start with canonical representations, as described following Equation (2):\n\n\[ g = \mathop{\sum }\limits_{{i = 1}}^{n}{\alpha }_{i}{x}_{{A}_{i}}\;f = \mathop{\sum }\limits_{{j = 1}}^{k}{\beta }_{j}{x}_{{B}_{j}} \]\n\nThen we have (non-canonical) representations conforming to Lemma 1:\n\n\[ g = \mathop{\sum }\l...
Yes
Lemma 3. If \( f \) is a nonnegative simple function, then its integral as given in Equation (2) equals its integral as given in Equation (3).
Proof. Since \( f \) itself is simple, the expression on the right of Equation (3) is at least \( \int f \) . On the other hand, if \( g \) is simple and if \( g \leq f \), then by Lemma 2, \( \int g \leq \int f \) . By taking a supremum, we see that the right side of Equation (3) is at most \( \int f \) .
Yes
Lemma 4. If \( f \) and \( g \) are nonnegative simple functions, then \( f\left( {f + g}\right) = \int f + \int g \) .
Proof. Proceed exactly as in the proof of Lemma 2. Then\n\n\[ g + f = \mathop{\sum }\limits_{{i = 1}}^{n}\mathop{\sum }\limits_{{j = 1}}^{k}\left( {{\alpha }_{i} + {\beta }_{j}}\right) {X}_{{A}_{i} \cap {B}_{j}} \]\n\nBy the disjoint nature of the family \( \left\{ {{A}_{i} \cap {B}_{j}}\right\} \) we have\n\n\[ \int \...
Yes
Lemma 5. For two measurable functions \( f \) and \( g \), the condition \( 0 \leq f \leq g \) implies \( 0 \leq \int f \leq \int g \) .
Proof. Since 0 is a simple function, the definition of \( \int f \) in Equation (3) gives \( \int f \geq \int 0 = 0 \) . If \( h \) is a simple function such that \( h \leq f \), then \( h \leq g \) and \( \int h \leq \int g \) by the definition of \( \int g \) . In this last inequality, take the supremum in \( h \) to...
Yes
Theorem 1. Monotone Convergence Theorem. is a sequence of measurable functions such that \( 0 \leq {f}_{n} \uparrow f \), then \( 0 \leq \int {f}_{n} \uparrow \int f \)
Proof. (Rudin) Since \( 0 \leq {f}_{n} \leq {f}_{n + 1} \leq f \), we have \( 0 \leq \int {f}_{n} \leq \int {f}_{n + 1} \leq \int f \) by Lemma 5. Hence \( \lim \int {f}_{n} \) exists and is no greater than \( \int f \) . For the reverse inequality, let \( 0 < \theta < 1 \) and let \( g \) be a simple function satisfyi...
Yes
Theorem 2. For nonnegative measurable functions \( f \) and \( g \) we have \( \int \left( {f + g}\right) = \int f + \int g \) .
Proof. By Theorem 5 in Section 8.4, page 397, there exist nonnegative simple functions \( {f}_{n} \uparrow f \) and \( {g}_{n} \uparrow g \) . Then \( {f}_{n} + {g}_{n} \uparrow f + g \) . By Theorem 1 (the Monotone Convergence Theorem) and Lemma 4 above, we have \[ \int \left( {f + g}\right) = \mathop{\lim }\limits_{n...
Yes
Theorem 3. Let \( f \) be nonnegative and measurable. The conditions\n\n\( \int f = 0 \) and \( f\left( x\right) = 0 \) almost everywhere are equivalent.
Proof. Let \( A = \{ x : f\left( x\right) > 0\} \) and \( B = X \smallsetminus A \) . If \( f\left( x\right) = 0 \) almost everywhere, then \( \mu \left( A\right) = 0 \) . Hence\n\n\[ \n\int f = \int \left( {f{x}_{A} + f{x}_{B}}\right) = \int f{x}_{A} + \int f{x}_{B} \n\]\n\n\[ \n\leq \int \infty {x}_{A} + \int 0{x}_{B...
Yes
Theorem 4. Fatou's Lemma. For a sequence of nonnegative measurable functions, \( \int \left( {\liminf {f}_{n}}\right) \leq \liminf \int {f}_{n} \) .
Proof. Recall that the limit infimum of a sequence of real numbers \( \left\lbrack {x}_{n}\right\rbrack \) is defined to be \( \mathop{\lim }\limits_{{n \rightarrow \infty }}\mathop{\inf }\limits_{{i \geq n}}{x}_{i} \) . The limit infimum of a sequence of real-valued functions is defined pointwise: \( \left( {\lim \inf...
Yes
Theorem 5. If \( f \) and \( g \) are nonnegative measurable functions that are equal almost everywhere, then \( \int f = \int g \) .
Proof. Let \( A = \{ x : f\left( x\right) = g\left( x\right) \} \) and \( B = X \smallsetminus A \) . Then\n\n\[ 0 \leq \int f{x}_{B} \leq \int \infty {x}_{B} = \infty \mu \left( B\right) = \infty 0 = 0 \]\n\nSimilarly, \( \int g{\mathbf{X}}_{B} = 0 \) . Hence\n\n\[ \int f = \int (f{X}_{X} + f{X}_{B}) = \int f{X}_{A} =...
Yes
Lemma 1. A function \( f \) is integrable if and only if its positive and negative parts, \( {f}^{ + } \) and \( {f}^{ - } \), are integrable.
Proof. Assume that \( f \) is integrable. Then it is measurable, and the measurability of \( {f}^{ + } \) follows from the fact that \( \left\{ {x : {f}^{ + }\left( x\right) \geq a}\right\} \) is \( X \) when \( a \leq 0 \) and is \( \{ x : f\left( x\right) \geq a\} \) when \( a > 0 \) . The finiteness of the integral ...
No
Theorem 1. The set \( {L}^{1}\left( {X,\mathcal{A},\mu }\right) \) is a linear space, and the integral is a linear functional on it.
Proof. Let \( f \) and \( g \) be members of \( {L}^{1} \). To show that \( f + g \in {L}^{1} \), write \( h = f + g \), and \[ {h}^{ + } - {h}^{ - } = h = {f}^{ + } - {f}^{ - } + {g}^{ + } - {g}^{ - } \] From this it follows that \[ {h}^{ + } + {f}^{ - } + {g}^{ - } = {h}^{ - } + {f}^{ + } + {g}^{ + } \] Since these a...
Yes
Theorem 2. Dominated Convergence Theorem. \( g,{f}_{1},{f}_{2},\ldots \) be functions in \( {L}^{1}\left( {X,\mathcal{A},\mu }\right) \) such that \( \left| {f}_{n}\right| \leq g \) . If the sequence \( \left\lbrack {f}_{n}\right\rbrack \) converges pointwise to a function \( f \), then \( f \in {L}^{1} \) and \( \int ...
Proof. The functions \( {f}_{n} + g \) are nonnegative. By Fatou’s Lemma (Theorem 4 in Section 8.5, page 403) and by the preceding theorem,\n\n\[ \int g + \int f = \int \left( {g + f}\right) = \int \liminf \left( {g + {f}_{n}}\right) \leq \liminf \int \left( {g + {f}_{n}}\right) \]\n\n\[ = \lim \inf \left\lbrack {\int ...
Yes
Theorem 3. Let \( f \) be Lebesgue integrable on the real line. For any positive \( \varepsilon \) there exist a simple function \( g \), a step function \( h \) and a continuous function \( k \) having compact support such that\n\n\[ \int \left| {f - g}\right| < \varepsilon \;\int \left| {f - h}\right| < \varepsilon \...
Proof. By Lemma \( 1,{f}^{ + } \) and \( {f}^{ - } \) are integrable. By the definition of the integral, Equation (3) in Section 8.5, page 400, there exist simple functions \( {g}_{1} \) and \( {g}_{2} \) such that \( {g}_{1} \leq {f}^{ + },{g}_{2} \leq {f}^{ - },\int {f}^{ + } < \int {g}_{1} + \varepsilon \), and \( \...
Yes
Theorem 1. Hölder’s Inequality. Let \( 1 \leq p \leq \infty ,\frac{1}{p} + \frac{1}{q} = 1 \) , \( f \in {L}^{p} \), and \( g \in {L}^{q} \) . Then \( {fg} \in {L}^{1} \) and \[ \int \left| {fg}\right| = \parallel {fg}{\parallel }_{1} \leq \parallel f{\parallel }_{p}\parallel g{\parallel }_{q} \]
Proof. The seminorms involved here are homogeneous: \( \parallel {\lambda f}\parallel = \left| \lambda \right| \parallel f\parallel \) . Consequently, it will suffice to establish Equation (3) in the special case when \( \parallel f{\parallel }_{p} = \) \( \parallel g{\parallel }_{q} = 1 \) . At first, let \( p = 1 \) ...
Yes
Theorem 2. Minkowski’s Inequality Let \( 1 \leq p \leq \infty \) . If \( f \) and \( g \) belong to \( {L}^{p} \), then so does \( f + g \), and \[ \parallel f + g{\parallel }_{p} \leq \parallel f{\parallel }_{p} + \parallel g{\parallel }_{p} \]
Proof. The cases \( p = 1 \) and \( p = \infty \) are special. For the first of these cases, just write \[ \int \left| {f + g}\right| \leq \int \left( {\left| f\right| + \left| g\right| }\right) = \int \left| f\right| + \int \left| g\right| \] For \( p = \infty \), select constants \( M \) and \( N \) for which \( \lef...
Yes
Theorem 3. The Riesz-Fischer Theorem. \( E \)\n\n\( {L}^{p}\left( {X,\mathcal{A},\mu }\right) \), where \( 1 \leq p \leq \infty \), is complete.
Proof. The case \( p = \infty \) is special and is addressed first. Let \( \left\lbrack {f}_{n}\right\rbrack \) be a Cauchy sequence in \( {L}^{\infty } \) . Define\n\n\[ \n{E}_{nm} = \left\{ {x : \left| {{f}_{n}\left( x\right) - {f}_{m}\left( x\right) }\right| > {\begin{Vmatrix}{f}_{n} - {f}_{m}\end{Vmatrix}}_{\infty ...
No
Theorem 1. If \( \\left( {X,\\mathcal{A},\\mu }\\right) \) is a measure space, and if \( f \) is a nonnegative measurable function, then the equation\n\n(1)\n\n\[ \n\\nu \\left( A\\right) = {\\int }_{A}{fd\\mu }\\;\\left( {A \\in \\mathcal{A}}\\right) \n\]\n\ndefines a measure \( \\nu \) that is absolutely continuous w...
Proof. The postulates for a measure are quickly verified.\n\n(a) \( \\nu \\left( \\varnothing \\right) = {\\int }_{\\varnothing }f = \\int f{x}_{\\varnothing } = \\int 0 = 0 \)\n\n(b) \( \\nu \\left( A\\right) \\geq 0 \) because \( f \\geq 0 \)\n\n(c) If \( \\left\\lbrack {A}_{i}\\right\\rbrack \) is a disjoint sequenc...
Yes
Theorem 2. Radon-Nikodym Theorem. Let \( \mu \) and \( \nu \) be \( \sigma \) -finite measures on a measurable space \( \left( {X,\mathcal{A}}\right) \) . If \( \nu \) is absolutely continuous with respect to \( \mu \), then there exists a nonnegative measurable function \( h \), determined uniquely up to a set of \( \...
Proof. We prove the theorem first under the assumption that \( \mu \left( X\right) < \infty \) and \( \nu \left( X\right) < \infty \) . Consider the Hilbert space \( {L}^{2} = {L}^{2}\left( {X,\mathcal{A},\mu + \nu }\right) \) . For any \( f \) in \( {L}^{2} \), define \( \Phi \left( f\right) = \int {fd\mu } \) . It is...
Yes
Jordan Decomposition. The difference of two measures (defined on the same \( \sigma \) -algebra), one of which is finite, is a signed measure. Conversely, every signed measure \( \mu \) is the difference of two measures \( {\mu }^{ + } \) and \( {\mu }^{ - } \), one of which is finite. Furthermore, we may require these...
For the first assertion, let \( {\mu }_{1} \) and \( {\mu }_{2} \) be measures, and suppose that \( {\mu }_{1} \) is finite. Put \( \mu = {\mu }_{1} - {\mu }_{2} \) . To see that \( \mu \) is a signed measure, note first that \( \mu \) does not assume the value \( + \infty \) . Next, we have \( \mu \left( \varnothing \...
Yes
Theorem 2. Radon-Nikodym Theorem for Signed Measures. Let \( \left( {X,\mathcal{A},\mu }\right) \) be a \( \sigma \) -finite measure space. If \( \nu \) is a finite-valued signed measure that is absolutely continuous with respect to \( \mu \), then there is a measurable function \( h \) such that for all \( A \in \math...
Proof. By the preceding theorem, there exist measures \( {\nu }^{ + } \) and \( {\nu }^{ - } \) such that \( \nu = {\nu }^{ + } - {\nu }^{ - } \) and \( {\nu }^{ + } \bot {\nu }^{ - } \) . Consequently, there exists a measurable set \( P \) for which \( {\nu }^{ + }\left( {X \smallsetminus P}\right) = 0 = {\nu }^{ - }\...
Yes
Theorem 3. The Hahn Decomposition. If \( \mu \) is a signed measure on the measurable space \( \left( {X,\mathcal{A}}\right) \), then there is a decomposition of \( X \) into a disjoint pair of measurable sets \( N \) and \( P \) such that \( \mu \left( A\right) \geq 0 \) when \( A \subset P \) and \( \mu \left( A\righ...
Proof. Left as a problem.
No
Lemma 1. Let \( \\left( {X,\\mathcal{A}}\\right) \) and \( \\left( {Y,\\mathcal{B}}\\right) \) be two measurable spaces. If\n\n\( E \\in \\mathcal{A} \\otimes \\mathcal{B} \), then \( {E}_{x} \\in \\mathcal{B} \) for all \( x \\in X \) and \( {E}^{y} \\in \\mathcal{A} \) for all \( y \\in Y \) .
Proof. Define\n\n\\[ \n\\mathcal{M} = \\left\\{ {E : E \\subset X \\times Y\\text{ and }{E}^{y} \\in \\mathcal{A}\\text{ for all }y \\in Y}\\right\\} \n\\]\n\nWe shall prove that \( \\mathcal{M} \) is a \( \\sigma \) -algebra containing all rectangles. From this it will follow that \( \\mathcal{M} \\supset \\mathcal{A}...
Yes
Lemma 2. The collection of all unions of finite disjoint families of rectangles constructed from a pair of \( \sigma \) -algebras is an algebra.
Proof. Let \( \mathcal{C} \) be the collection referred to, and let \( E \) and \( F \) be members of \( \mathcal{C} \). Then \( E \) and \( F \) have expressions \( E = \mathop{\bigcup }\limits_{{i = 1}}^{n}\left( {{A}_{i} \times {B}_{i}}\right) \) and \( F = \mathop{\bigcup }\limits_{{j = 1}}^{m}\left( {{C}_{j} \time...
Yes
Lemma 3. In any measure space \( \left( {X,\mathcal{A},\mu }\right) \) the following are true for measurable sets \( {A}_{i} \) :\n\n(1) If \( {A}_{1} \subset {A}_{2} \subset \cdots \), then \( \mu \left( {\mathop{\bigcup }\limits_{{i = 1}}^{\infty }{A}_{i}}\right) = \mathop{\lim }\limits_{n}\mu \left( {A}_{n}\right) \...
Proof. Assume the hypothesis in (1), and define \( {B}_{n} = {A}_{n} \smallsetminus {A}_{n - 1} \) . The sequence \( \left\{ {B}_{n}\right\} \) is disjoint, and consequently,\n\n\[ \mu \left( {\mathop{\bigcup }\limits_{{i = 1}}^{\infty }{A}_{i}}\right) = \mu \left( {\mathop{\bigcup }\limits_{{i = 1}}^{\infty }{B}_{i}}\...
Yes
Lemma 5. If \( \left( {X,\mathcal{A},\mu }\right) \) and \( \left( {Y,\mathcal{B},\nu }\right) \) are \( \sigma \) -finite measure spaces, then so is \( \left( {X \times Y,\mathcal{A} \otimes \mathcal{B},\mu \otimes \nu }\right) \) .
Proof. It is clear that the set function \( \phi \) has the property \( \phi \left( \varnothing \right) = 0 \) and the property \( \phi \left( E\right) \geq 0 \) . If \( \left\{ {E}_{i}\right\} \) is a disjoint sequence of sets in \( \mathcal{A} \otimes \mathcal{B} \), then \( \left\{ {E}_{i}^{y}\right\} \) is a disjoi...
Yes
Theorem 2. Second Fubini Theorem. Let \( \\left( {X,\\mathcal{A},\\mu }\\right) \) and \( \\left( {Y,\\mathcal{B},\\nu }\\right) \) be two \( \\sigma \) -finite measure spaces. Let \( f \) be a nonnegative function on \( X \\times Y \) that is measurable with respect to \( \\left( {X \\times Y,\\mathcal{A} \\otimes \\m...
Proof. If \( f \) is the characteristic function of a measurable set \( E \), then (1) is true because \( f\\left( {x, y}\\right) = {x}_{{E}_{x}}\\left( y\\right) \) . Part (2) is true by the symmetry in the situation. Since\n\n\\[ \n{\\int }_{X}f\\left( {x, y}\\right) {d\\mu }\\left( x\\right) = {\\int }_{X}{x}_{E}\\l...
Yes
Theorem 3. Fubini's Theorem for Complex Measures. Let \( \left( {X,\mathcal{A}}\right) \) and \( \left( {Y,\mathcal{B}}\right) \) be two measurable spaces, and let \( \mu \) and \( \nu \) be complex measures on \( X \) and \( Y \), respectively. Let \( f \) be a complex-valued measurable function on \( X \times Y \) . ...
This theorem is to be found in [DS].
No
Corollary 1. \( {A}^{-1} \) is an open set in \( A \) and \( x \mapsto {x}^{-1} \) is a continuous map of \( {A}^{-1} \) to itself.
Proof. To see that \( {A}^{-1} \) is open, choose an invertible element \( {x}_{0} \) and an arbitrary element \( h \in A \) . We have \( {x}_{0} + h = {x}_{0}\left( {\mathbf{1} + {x}_{0}^{-1}h}\right) \) . So if \( \begin{Vmatrix}{{x}_{0}^{-1}h}\end{Vmatrix} < 1 \) then by the preceding theorem \( {x}_{0} + h \) is in...
Yes
Proposition 1.6.2. For every \( x \in A,\sigma \left( x\right) \) is a closed subset of the disk \( \{ z \in \mathbb{C} : \left| z\right| \leq \parallel x\parallel \} \)
Proof. The complement of the spectrum is given by\n\n\[ \mathbb{C} \smallsetminus \sigma \left( x\right) = \left\{ {\lambda \in \mathbb{C} : x - \lambda \in {A}^{-1}}\right\} .\n\]\n\nSince \( {A}^{-1} \) is open and the map \( \lambda \in \mathbb{C} \mapsto x - \lambda \in A \) is continuous, the complement of \( \sig...
Yes
Corollary 1. An element \( x \) of a unital Banach algebra \( A \) is quasinilpotent iff \( \sigma \left( x\right) = \{ 0\} \) .
Proof. \( x \) is quasinilpotent \( \Leftrightarrow r\left( x\right) = 0 \Leftrightarrow \sigma \left( x\right) = \{ 0\} \) .
Yes
Proposition 1.8.2. Let \( A \) be a Banach algebra with normalized unit \( \mathbf{1} \) and let \( I \) be a proper ideal in \( A \) . Then for every \( z \in I \) we have \( \parallel \mathbf{1} + z\parallel \geq 1 \) . In particular, the closure of a proper ideal is a proper ideal.
Proof. If there is an element \( z \in I \) with \( \parallel \mathbf{1} + z\parallel < 1 \), then by Theorem 1.5.2 \( z \) must be invertible in \( A \) ; hence \( \mathbf{1} = {z}^{-1}z \in I \), which implies that \( I \) cannot be a proper ideal. The second assertion follows from the continuity of the norm; if \( \...
Yes
Proposition 1.8.4. Every bounded homomorphism of Banach algebras \( \omega : A \rightarrow B \) has a unique factorization \( \omega = \dot{\omega } \circ \pi \), where \( \dot{\omega } \) is an injective homomorphism of \( A/\ker \omega \) to \( B \) and \( \pi : A \rightarrow A/\ker \omega \) is the natural projectio...
Proof. The assertions in the first sentence are straightforward, and we prove \( \parallel \dot{\omega }\parallel = \parallel \omega \parallel \) . From the factorization \( \omega = \dot{\omega } \circ \pi \) and the fact that \( \parallel \pi \parallel \leq 1 \) we have \( \parallel \omega \parallel \leq \parallel \d...
Yes
Proposition 1.9.3. In its relative weak*-topology, \( \operatorname{sp}\left( A\right) \) is a compact Hausdorff space.
Proof. It suffices to show that \( \operatorname{sp}\left( A\right) \) is a weak*-closed subset of the unit ball of the dual of \( A \) . Notice that a linear functional \( f : A \rightarrow \mathbb{C} \) belongs to \( \operatorname{sp}\left( A\right) \) iff \( \parallel f\parallel \leq 1, f\left( \mathbf{1}\right) = 1...
Yes
Proposition 1.11.1. Let \( B \) be a Banach subalgebra of \( A \) that contains the unit of \( A \) . For every element \( x \in B \) we have \( {\sigma }_{A}\left( x\right) \subseteq {\sigma }_{B}\left( x\right) \) .
Proof. This is an immediate consequence of the fact that invertible elements of \( B \) are invertible elements of \( A \) .
No
Corollary 1. Let \( {\mathbf{1}}_{A} \in B \subseteq A \) be as above, let \( x \in A \), and let \( \Omega \) be a bounded component of \( \mathbf{C} \smallsetminus {\sigma }_{A}\left( x\right) \) . Then either \( \Omega \cap {\sigma }_{B}\left( x\right) = \varnothing \) or \( \Omega \subseteq {\sigma }_{B}\left( x\ri...
Proof. Let \( \Omega \) be a hole of \( {\sigma }_{A}\left( x\right) \) . Consider \( X = \Omega \cap {\sigma }_{B}\left( x\right) \) as a closed subspace of the topological space \( \Omega \) . Since \( \Omega \) is an open set in \( \mathbb{C} \), the boundary \( {\partial }_{\Omega }X \) of \( X \) relative to \( \O...
Yes
For every bounded complex-valued sesquilinear form \( \left\lbrack {\cdot , \cdot }\right\rbrack \) on \( H \) there is a unique bounded operator \( A \) on \( H \) such that\n\n\[ \left\lbrack {\xi ,\eta }\right\rbrack = \langle {A\xi },\eta \rangle ,\;\xi ,\eta \in H. \]
Proof. Fix a vector \( \xi \in H \) and consider the linear functional \( f \) defined on \( H \) by \( f\left( \eta \right) = \overline{\left\lbrack \xi ,\eta \right\rbrack } \), the bar denoting complex conjugation. Since \( f \) is a bounded linear functional, the Riesz lemma in its above form implies that there is ...
Yes
Corollary 1. Let \( H, K \) be Hilbert spaces and let \( A \in \mathcal{B}\left( {H, K}\right) \) be a bounded operator from \( H \) to \( K \) . There is a unique operator \( {A}^{ * } \in \mathcal{B}\left( {K, H}\right) \) satisfying\n\n\[ \langle {A\xi },\eta {\rangle }_{K} = {\left\langle \xi ,{A}^{ * }\eta \right\...
Proof. One simply applies the above results to the bounded sesquilin-ear form \( \left\lbrack {\cdot , \cdot }\right\rbrack \) defined on \( K \times H \) by \( \left\lbrack {\eta ,\xi }\right\rbrack = \langle \eta ,{A\xi }\rangle \) to deduce the existence of a unique operator \( {A}^{ * } \in \mathcal{B}\left( {K, H}...
Yes
Proposition 2.2.3. Let \( x, y \) be elements of a unital Banach algebra \( A \) satisfying \( {xy} = {yx} \). Then \( {e}^{x + y} = {e}^{x}{e}^{y} \).
Proof. Using formula (2.3), we have\n\n\[ \n{e}^{x}{e}^{y} = \mathop{\sum }\limits_{{p, q = 0}}^{\infty }\frac{1}{p!}{x}^{p}\frac{1}{q!}{y}^{q} = \mathop{\sum }\limits_{{n = 0}}^{\infty }\left( {\mathop{\sum }\limits_{{p + q = n}}\frac{1}{p!q!}{x}^{p}{y}^{q}}\right) .\n\]\n\nSince \( {xy} = {yx} \), the proof of the bi...
Yes
Corollary 1. Let \( A \) be a (perhaps noncommutative) unital \( {C}^{ * } \) -algebra. Then the spectrum of any self-adjoint element \( x \) of \( A \) is real.
Proof. Choose an element \( x = {x}^{ * } \) of \( A \), and let \( B \) be the norm-closure of the set of all polynomials in \( x \) . Then \( B \) is a commutative \( {C}^{ * } \) -subalgebra of \( A \) that contains the unit of \( A \), hence \( {\sigma }_{A}\left( x\right) \subseteq {\sigma }_{B}\left( x\right) \) ...
Yes
Corollary 2. Let \( A \) be a unital \( {C}^{ * } \) -algebra and let \( B \subseteq A \) be a \( {C}^{ * } \) - subalgebra of \( A \) that contains the unit of \( A \) . Then for every \( x \in B \) we have \( {\sigma }_{B}\left( x\right) = {\sigma }_{A}\left( x\right) \) . In particular, for every self-adjoint \( x \...
Proof. We know that \( {\sigma }_{A}\left( x\right) \subseteq {\sigma }_{B}\left( x\right) \) in general, and to prove the opposite inclusion it suffices to show that for any element \( x \in B \) which is invertible in \( A \) one has \( {x}^{-1} \in B \) . Fix such an \( x \) . Then \( {x}^{ * }x \) is a self-adjoint...
Yes
Proposition 2.5.4. Every nonunital Banach \( * \) -algebra can be embedded as a maximal ideal of codimension 1 in a unital Banach \( * \) -algebra for which \( \parallel \mathbf{1}\parallel = 1 \) .
Proof. Let \( A \) be a nonunital Banach \( * \) -algebra. The vector space \( A \oplus \mathbb{C} \) can be made into a \( * \) -algebra \( \widetilde{A} \) by introducing the operations\n\n\[ \left( {a,\lambda }\right) \cdot \left( {b,\mu }\right) = \left( {{ab} + {\lambda b} + {\mu a},{\lambda \mu }}\right) ,\;{\lef...
Yes
Proposition 2.7.1. A spectral measure \( P \) has the following properties:\n\n(1) \( {E}_{1} \subseteq {E}_{2} \Rightarrow P\left( {E}_{1}\right) \leq P\left( {E}_{2}\right) \) .\n\n(2) \( E \cap F = \varnothing \Rightarrow P\left( E\right) \bot P\left( F\right) \) .\n\n(3) For every \( E, F \in \mathcal{B}, P\left( {...
Proof. The first assertion follows from finite additivity of \( P \), together with the decomposition \( F = E \cup \left( {F \smallsetminus E}\right) \) and the fact that \( P\left( {F \smallsetminus E}\right) \geq 0 \) .\n\nFor (2), we can write\n\n\[ \mathbf{1} = P\left( {E \cup \left( {\mathbb{C} \smallsetminus E}\...
Yes
Proposition 2.8.1. Let \( N \) be a normal operator acting on an infinite-dimensional Hilbert space \( H \) . For every accumulation point \( \lambda \in \sigma \left( N\right) \) there is an orthonormal sequence \( {\xi }_{1},{\xi }_{2},\ldots \) in \( H \) such that\n\n\[ \mathop{\lim }\limits_{{n \rightarrow \infty ...
Proof. By the Spectral Theorem we may assume that \( H = {L}^{2}\left( {X,\mu }\right) \) has been coordinatized by a \( \sigma \) -finite measure space and that \( N = {M}_{f} \) is multiplication by an \( {L}^{\infty } \) function. By Theorem 2.1.4 the spectrum of \( N \) is the essential range \( \Lambda \) of \( f ...
Yes
Proposition 2.8.3. The trace has the following properties:\n\n(1) \( \operatorname{trace}{A}^{ * }A = \operatorname{trace}A{A}^{ * } \), for any \( A \in \mathcal{B}\left( H\right) \) .
Proof. For (1), consider the double sequence of nonnegative terms \( {\left| \left\langle A{e}_{p},{e}_{q}\right\rangle \right| }^{2} = {\left| \left\langle {e}_{p},{A}^{ * }{e}_{q}\right\rangle \right| }^{2}, p, q = 1,2,\ldots \) Summing first on \( q \) and then on \( p \), we obtain\n\n\[ \mathop{\sum }\limits_{{p =...
Yes
Proposition 2.8.4. Every Hilbert-Schmidt operator \( A \) is compact, and satisfies \( \parallel A{\parallel }^{2} \leq \operatorname{trace}{A}^{ * }A \) .
Proof. We first prove the inequality \( \parallel A{\parallel }^{2} \leq \operatorname{trace}{A}^{ * }A \) . Indeed, for every unit vector \( e \) we can find an orthonormal basis \( {e}_{1},{e}_{2},\ldots \) starting with \( {e}_{1} = e \) . Hence \( \parallel {Ae}{\parallel }^{2} \leq \mathop{\sum }\limits_{n}{\begin...
Yes
Proposition 2.8.6. Let \( \\left( {X,\\mu }\\right) \) be a separable \( \\sigma \) -finite measure space. For every function \( k \\in {L}^{2}\\left( {X \\times X,\\mu \\times \\mu }\\right) \) there is a unique bounded operator \( {A}_{k} \) on \( {L}^{2}\\left( {X,\\mu }\\right) \) satisfying
\[ {A}_{k}\\xi \\left( x\\right) = {\\int }_{X}k\\left( {x, y}\\right) \\xi \\left( y\\right) {d\\mu }\\left( y\\right) ,\\;\\xi \\in {L}^{2}\\left( {X,\\mu }\\right) . \] The map \( k \\mapsto {A}_{k} \) is an isometric isomorphism of the Hilbert space \( {L}^{2}(X \\times \) \( X,\\mu \\times \\mu \) ) onto the Hilbe...
Yes
The involution in \( {A}^{e} \) satisfies \( \begin{Vmatrix}{{X}^{ * }X}\end{Vmatrix} = \parallel X{\parallel }^{2} \) for every \( X \in {A}^{e} \), and \( {A}^{e} \) is closed in the operator norm of \( \mathcal{B}\left( A\right) \) ; hence it is a unital \( {C}^{ * } \) -algebra. Moreover, the regular representation...
Notice first that \( \begin{Vmatrix}{L}_{a}\end{Vmatrix} = \parallel a\parallel \) for every \( a \in A \) . Indeed, \( \leq \) is true for any Banach algebra, and the opposite inequality follows for an element \( a \) of norm 1 because\n\n\[ \begin{Vmatrix}{L}_{a}\end{Vmatrix} \geq \begin{Vmatrix}{{L}_{a}\left( {a}^{ ...
Yes
Proposition 2.9.3. Every \( * \) -homomorphism \( \pi : A \rightarrow B \) of \( {C}^{ * } \) -algebras has norm at most \( 1 \) . If \( \pi \) has trivial kernel, then it is an isometry.
Proof. Suppose first that \( A \) has a unit \( {\mathbf{1}}_{A} \) . By passing from \( B \) to the closure of the \( * \) -subalgebra \( \pi \left( A\right) \) if necessary, we may assume that \( \pi \left( A\right) \) is dense in \( B \) . In this case, \( \pi \left( {\mathbf{1}}_{A}\right) \) is the unit \( {\mathb...
Yes
Corollary 1. Let \( A \) be a complex algebra with involution. If there is a norm on \( A \) that makes it into a \( {C}^{ * } \) -algebra, then that norm is unique.
Proof. Let \( \parallel \cdot {\parallel }_{1} \) and \( \parallel \cdot {\parallel }_{2} \) be two (complete) Banach algebra norms on \( A \) satisfying \( {\begin{Vmatrix}{x}^{ * }x\end{Vmatrix}}_{k} = \parallel x{\parallel }_{k}^{2} \) for \( x \in A \), and let \( {A}_{k} \) be the algebra \( A \) considered as a \...
Yes
Corollary 1. A bounded operator \( T \) belongs to \( \mathcal{F}\left( E\right) \) iff there is an operator \( S \in \mathcal{B}\left( E\right) \) such that \( \mathbf{1} - {ST} \) and \( \mathbf{1} - {TS} \) are both compact.
Proof of Corollary 1. If \( \dot{T} \) is invertible in \( \mathcal{B}\left( E\right) /\mathcal{K}\left( E\right) \), then its inverse is an element of the form \( \dot{S} \) for some \( S \in \mathcal{B}\left( E\right) \), and the operators \( 1 - {ST} \) and \( 1 - {TS} \) must be compact because they map to 0 in the...
No
Corollary 2. The set \( \mathcal{F}\left( E\right) \) of Fredholm operators is open in the norm topology of \( \mathcal{B}\left( E\right) \), it is stable under compact perturbations, it contains all invertible operators of \( \mathcal{B}\left( E\right) \), and it is closed under operator multiplication.
Proof of Corollary 2. Atkinson’s theorem implies that \( \mathcal{F}\left( E\right) \) is the inverse image of the general linear group of \( \mathcal{B}\left( E\right) /\mathcal{K}\left( E\right) \) under the continuous homomorphism \( T \mapsto T \) ; hence these assertions all follow from the fact that the set of in...
Yes
Corollary 2 (Stability of index). For every Fredholm operator \( A \in \) \( \mathcal{B}\left( E\right) \) and compact operator \( K \) ,\n\n\[ \text{ind}\left( {A + K}\right) = \text{ind}A\text{.} \]
Proof. By Atkinson’s theorem there is a Fredholm operator \( B \in \mathcal{B}\left( E\right) \) such that \( {AB} = 1 + L \) with \( L \in \mathcal{K}\left( E\right) \) . We have \( \left( {A + K}\right) B = 1 + {L}^{\prime } \) where \( {L}^{\prime } = L - {KB} \in \mathcal{K}\left( E\right) \) . As we have already p...
Yes
Corollary 3 (Continuity of index). Given a Fredholm operator \( A \) , let \( {A}_{1},{A}_{2},\ldots \) be a sequence of bounded operators that converges to \( A \) , \( \mathop{\lim }\limits_{{n \rightarrow \infty }}\begin{Vmatrix}{{A}_{n} - A}\end{Vmatrix} = 0 \) . There is an \( {n}_{0} \) such that for \( n \geq {n...
Proof. By Atkinson’s theorem, \( \mathcal{F}\left( E\right) \) is open, so that \( {A}_{n} \in \mathcal{F}\left( E\right) \) for sufficiently large \( n \) . We can also find a Fredholm operator \( B \) such that \( {AB} = \mathbf{1} + K \) with \( K \) compact. Writing \( {A}_{n} = A + {T}_{n} \) with \( \begin{Vmatri...
Yes
Corollary 2. Let \( \left\{ {{e}_{n} : n \in \mathbb{Z}}\right\} \) be a bilateral orthonormal basis for a Hilbert space \( H \), and let \( U \) be the bilateral shift defined on \( H \) by \( U{e}_{n} = {e}_{n + 1} \) , \( n \in \mathbb{Z} \) . Then the von Neumann algebra \( {W}^{ * }\left( U\right) \) generated by ...
Proof. We have seen that \( U \) is unitarily equivalent to the multiplication operator \( {M}_{\zeta } \) acting on \( {L}^{2}\left( \mathbb{T}\right) \) by \( {M}_{\zeta }\xi \left( z\right) = \zeta \left( z\right) \xi \left( z\right) ,\zeta \) being the current variable \( \zeta \left( z\right) = z, z \in \mathbb{T}...
Yes
Proposition 4.2.1. \( {H}^{\infty } = \left\{ {\phi \in {L}^{\infty } : {M}_{\phi }{H}^{2} \subseteq {H}^{2}}\right\} \) .
Proof. Let \( \phi \in {L}^{\infty } \) . If \( \phi \in {H}^{\infty } \), then for \( n \geq 0 \) ,\n\n\[ \n{M}_{\phi }{\zeta }^{n} = {\zeta }^{n} \cdot \phi \in {\zeta }^{n} \cdot {H}^{2} \subseteq {H}^{2} \n\] \n\nhence \( {M}_{\phi } \) leaves \( {H}^{2} = \left\lbrack {1,\zeta ,{\zeta }^{2},\ldots }\right\rbrack \...
Yes
Proposition 4.2.3. Let \( A \) be a bounded operator on \( {H}^{2} \) . The matrix of A relative to the natural basis \( \left\{ {{\zeta }^{n} : n = 0,1,2,\ldots }\right\} \) is a Toeplitz matrix iff \( {S}^{ * }{AS} = A \) .
Proof. The hypothesis on the matrix entries \( {a}_{ij} = \left\langle {A{\zeta }^{j},{\zeta }^{i}}\right\rangle \) of \( A \) is equivalent to requiring\n\n\[ \n{a}_{i + 1, j + 1} = {a}_{ij},\;i, j = 0,1,2,\ldots \n\] \n\nNoting that \( S{\zeta }^{n} = {\zeta }^{n + 1} \) for \( n \geq 0 \) we find that this is equiva...
Yes
Every Toeplitz operator \( {T}_{\phi },\phi \in {L}^{\infty } \), satisfies\n\n\[ \inf \left\{ {\begin{Vmatrix}{{T}_{\phi } + K}\end{Vmatrix} : K \in \mathcal{K}}\right\} = \begin{Vmatrix}{T}_{\phi }\end{Vmatrix} = \parallel \phi {\parallel }_{\infty }.\n\]\n\nIn particular, the only compact Toeplitz operator is 0.
Proof. Let \( S \) be the unilateral shift acting on \( {H}^{2} \) by \( S{\zeta }^{n} = {\zeta }^{n + 1}, n \geq 0 \) . It suffices to show that for any operator \( A \in \mathcal{B}\left( {H}^{2}\right) \) satisfying \( {S}^{ * }{AS} = A \) and for any compact operator \( K \) we have\n\n\[ \parallel A + K\parallel \...
Yes
Proposition 4.3.1. Let \( f, g \in {L}^{\infty } \) . If one of the functions \( f, g \) is continuous, then \( {T}_{fg} - {T}_{f}{T}_{g} \in \mathcal{K} \) .
Proof. Since \( {T}_{fg}^{ * } = {T}_{\bar{f}\bar{g}} \) and \( {\left( {T}_{f}{T}_{g}\right) }^{ * } = {T}_{\bar{g}}{T}_{\bar{f}} \), it suffices to prove the following assertion: If \( f \in C\left( \mathbb{T}\right) \) and \( g \in {L}^{\infty } \), then \( {T}_{fg} - {T}_{f}{T}_{g} \in \mathcal{K} \) . Moreover, si...
Yes
Corollary 1. The Fredholm operators in \( \mathcal{T} \) are precisely the operators of the form \( {T}_{f} + K \) where \( f \) is an invertible symbol in \( C{\left( \mathbb{T}\right) }^{-1} \) and \( K \in \mathcal{K} \) .
Consider a Fredholm operator in \( \mathcal{T} \), say \( {T}_{f} + K \) where \( f \in C\left( \mathbb{T}\right) \) has no zeros on the circle and \( K \) is a compact operator. By the stability results of Chapter 3 we see that \( {T}_{f} \) is also a Fredholm operator and\n\n\[ \text{ind}\left( {{T}_{f} + K}\right) =...
No
Proposition 4.4.1. For every function \( F \in C\left\lbrack {0,1}\right\rbrack \) such that \( F\left( t\right) \neq 0 \) for every \( t \in \left\lbrack {0,1}\right\rbrack \), there is a function \( G \in C\left\lbrack {0,1}\right\rbrack \) such that\n\n\[ F\left( t\right) = {e}^{G\left( t\right) },\;0 \leq t \leq 1....
Proof. On the domain \( \{ z \in \mathbb{C} : \left| {z - 1}\right| < 1\} \), let \( \log z \) be the principal branch of the logarithm,\n\n\[ \log z = - \mathop{\sum }\limits_{{n = 1}}^{\infty }\frac{{\left( 1 - z\right) }^{n}}{n} \]\n\nThe log function is holomorphic, satisfies \( \log 1 = 0 \), and of course \( {e}^...
Yes
Proposition 4.4.2. For \( f, g \in G = C{\left( \mathbb{T}\right) }^{-1} \) ,\n\n(1) \( \# \left( {fg}\right) = \# \left( f\right) + \# \left( g\right) \) .\n\n(2) \( \# \left( f\right) = n \in \mathbb{Z} \) iff there is a function \( h \in C\left( \mathbb{T}\right) \) such that \( f = {\zeta }^{n}{e}^{h} \) .
Proof. For (1), pick continuous functions \( F, G : \left\lbrack {0,1}\right\rbrack \rightarrow \mathbb{C} \) such that\n\n\[ f\left( {e}^{2\pi it}\right) = {e}^{{2\pi iF}\left( t\right) },\;g\left( {e}^{2\pi it}\right) = {e}^{{2\pi iG}\left( t\right) },\;t \in \left\lbrack {0,1}\right\rbrack .\n\]\n\nThen\n\n\[ f\left...
Yes
Proposition 4.7.1. Every positive linear functional \( \rho \) on \( A \) satisfies the Schwarz inequality\n\n(4.19)\n\n\[{\left| \rho \left( {y}^{ * }x\right) \right| }^{2} \leq \rho \left( {{x}^{ * }x}\right) \rho \left( {{y}^{ * }y}\right)\]\n\nand moreover, \( \parallel \rho \parallel = \rho \left( \mathbf{1}\right...
Proof. Considering \( A \) as a complex vector space,\n\n\[x, y \in A \mapsto \left\lbrack {x, y}\right\rbrack = \rho \left( {{y}^{ * }x}\right)\]\n\ndefines a sesquilinear form which is positive semidefinite in the sense that \( \left\lbrack {x, x}\right\rbrack \geq 0 \) for every \( x \) . The argument that establish...
No
Corollary 1. Let \( \rho \) be a linear functional on a unital \( {C}^{ * } \) -algebra \( A \) satisfying \( \parallel \rho \parallel = \rho \left( \mathbf{1}\right) = 1 \) . Then \( \rho \) is a state.
Proof. We have to show that \( \rho \left( {{a}^{ * }a}\right) \geq 0 \) for every \( a \in A \) . By Theorem 4.8.3 it is enough to show that for every self-adjoint element \( x \in A \) having nonnegative spectrum, we have \( \rho \left( x\right) \geq 0 \) . More generally, we claim that for every normal element \( z ...
Yes
For every element \( x \) in a unital \( {C}^{ * } \) -algebra \( A \) there is a state \( \rho \) such that \( \rho \left( {{x}^{ * }x}\right) = \parallel x{\parallel }^{2} \) .
Proof. Consider the self-adjoint element \( y = {x}^{ * }x \), and let \( B \) be the sub \( {C}^{ * } \) -algebra generated by \( y \) and the identity. Again, since \( B \cong C\left( X\right) \) there is a complex homomorphism \( \omega \in \operatorname{sp}\left( B\right) \) such that \( \omega \left( y\right) = \p...
Yes
Theorem. A connected algebraic group \( G \) is semisimple if and only if \( \mathfrak{g} \) is semisimple.
Proof. Let \( \mathfrak{g} \) be semisimple. If \( N \) is a closed connected commutative normal subgroup of \( G \), then \( n \) is a commutative ideal of \( \mathfrak{g} \) (use the easy half of Theorem 13.3 and the remarks above). So \( \mathfrak{n} = 0 \), forcing \( N = e \). Conversely, let \( G \) be semisimple...
Yes
The extension of \( {\varphi }_{T} : T \rightarrow H \) to an isomorphism \( \varphi : G \rightarrow H \) was carried out under several assumptions involving the canonical rank 1 or 2 subsystems \( {\Phi }_{\alpha \beta } \) of \( \Phi \left( {\alpha ,\beta \in \Delta }\right) \) . These assumptions were formulated as ...
Ostensibly these three statements involve the pair of groups \( G, H \) . But to verify them it is actually sufficient to work inside \( G \) alone. All we have to show is that the choices made \( \left( {{\varepsilon }_{\alpha },{\varepsilon }_{-\alpha }}\right. \), hence \( \left. {{n}_{\alpha }\text{, for}\alpha \in...
Yes
Proposition 1.1. Let \( f, g \in A \) with \( g \neq 0 \) . Then there exist elements \( q, r \in A \) such that \( f = {qg} + r \) and \( r \) is either 0 or \( \deg \left( r\right) < \deg \left( g\right) \) . Moreover, \( q \) and \( r \) are uniquely determined by these conditions.
Proof. Let \( n = \deg \left( f\right), m = \deg \left( g\right) ,\alpha = \operatorname{sgn}\left( f\right) ,\beta = \operatorname{sgn}\left( g\right) \) . We give the proof by induction on \( n = \deg \left( f\right) \) . If \( n < m \), set \( q = 0 \) and \( r = f \) . If \( n \geq m \), we note that \( {f}_{1} = f...
Yes
Proposition 1.2. Suppose \( g \in A \) and \( g \neq 0 \) . Then \( A/{gA} \) is a finite ring with \( {q}^{\deg \left( g\right) } \) elements.
Proof. Let \( m = \deg \left( g\right) \) . By Proposition 1.1 one easily verifies that \( \{ r \in \) \( A \mid \deg \left( r\right) < m\} \) is a complete set of representatives for \( A/{gA} \) . Such elements look like\n\n\[ r = {\alpha }_{0}{T}^{m - 1} + {\alpha }_{1}{T}^{m - 2} + \cdots + {\alpha }_{m - 1}\;\text...
Yes
Proposition 1.3. The group of units in \( A \) is \( {\mathbb{F}}^{ * } \) . In particular, it is a finite cyclic group with \( q - 1 \) elements.
Proof. The only thing left to prove is the cyclicity of \( {\mathbb{F}}^{ * } \) . This follows from the very general fact that a finite subgroup of the multiplicative group of a field is cyclic.
No
Proposition 1.4. Let \( {m}_{1},{m}_{2},\ldots ,{m}_{t} \) be elements of \( A \) which are pairwise relatively prime. Let \( m = {m}_{1}{m}_{2}\ldots {m}_{t} \) and \( {\phi }_{i} \) be the natural homomorphism from \( A/{mA} \) to \( A/{m}_{i}A \) . Then, the map \( \phi : A/{mA} \rightarrow A/{m}_{1}A \oplus A/{m}_{...
Proof. This is a standard result which holds in any principal ideal domain (properly formulated it holds in much greater generality).
No
Proposition 1.5. Let \( P \in A \) be an irreducible polynomial. Then, \( {\left( A/PA\right) }^{ * } \) is a cyclic group with \( \left| P\right| - 1 \) elements.
Proof. Since \( A \) is a principal ideal domain, \( {PA} \) is a maximal ideal and so \( A/{PA} \) is a field. A finite subgroup of the multiplicative group of a field is cyclic. Thus \( {\left( A/PA\right) }^{ * } \) is cyclic. That the order of this group is \( \left| P\right| - 1 \) is immediate.
Yes
Let \( P \in A \) be an irreducible polynomial and \( e \) a positive integer. The order of \( {\left( A/{P}^{e}A\right) }^{ * } \) is \( {\left| P\right| }^{e - 1}\left( {\left| P\right| - 1}\right) \) . Let \( {\left( A/{P}^{e}A\right) }^{\left( 1\right) } \) be the kernel of the natural map from \( {\left( A/{P}^{e}...
The ring \( A/{P}^{e}A \) has only one maximal ideal \( {PA}/{P}^{e}A \) which has \( {\left| P\right| }^{e - 1} \) elements. Thus, \( {\left( A/{P}^{e}A\right) }^{ * } = A/{P}^{e}A - {PA}/{P}^{e}A \) has \( {\left| P\right| }^{e} - {\left| P\right| }^{e - 1} = \) \( {\left| P\right| }^{e - 1}\left( {\left| P\right| - ...
Yes
Proposition 1.7.\n\n\[ \Phi \left( f\right) = \left| f\right| \mathop{\prod }\limits_{{P \mid f}}\left( {1 - \frac{1}{\left| P\right| }}\right) \]
Proof. Let \( f = \alpha {P}_{1}^{{e}_{1}}{P}_{2}^{{e}_{2}}\ldots {P}_{t}^{{e}_{t}} \) be the prime decomposition of \( f \) . By the corollary to Propositions 1.4 and by Proposition 1.6, we see that\n\n\[ \Phi \left( f\right) = \mathop{\prod }\limits_{{i = 1}}^{t}\Phi \left( {P}_{i}^{{e}_{i}}\right) = \mathop{\prod }\...
Yes
Proposition 1.8. If \( f \in A, f \neq 0 \), and \( a \in A \) is relatively prime to \( f \), i.e., \( \left( {a, f}\right) = 1 \), then\n\n\[ \n{a}^{\Phi \left( f\right) } \equiv 1\;\left( {\;\operatorname{mod}\;f}\right) \n\]
Proof. The group \( {\left( A/fA\right) }^{ * } \) has \( \Phi \left( f\right) \) elements. The coset of \( a \) modulo \( f,\bar{a} \) , lies in this group. Thus, \( {\bar{a}}^{\Phi \left( f\right) } = \overline{1} \) and this is equivalent to the congruence in the proposition.
Yes
Proposition 1.9. Let \( P \in A \) be irreducible of degree \( d \) . Suppose \( X \) is an indeterminate. Then,\n\n\[ \n{X}^{\left| P\right| - 1} - 1 \equiv \mathop{\prod }\limits_{{0 \leq \deg \left( f\right) < d}}\left( {X - f}\right) \;\left( {\;\operatorname{mod}\;P}\right) .\n\]
Proof. Recall that \( \{ f \in A \mid \deg \left( f\right) < d\} \) is a set of representatives for the cosets of \( A/{PA} \) . If we throw out \( f = 0 \) we get a set of representatives for \( {\left( A/PA\right) }^{ * } \) . We find\n\n\[ \n{X}^{\left| P\right| - 1} - \overline{1} = \mathop{\prod }\limits_{{0 \leq ...
Yes
Corollary 1. Let \( d \) divide \( \left| P\right| - 1 \) . The congruence \( {X}^{d} \equiv 1\left( {\;\operatorname{mod}\;P}\right) \) has exactly \( d \) solutions. Equivalently, the equation \( {X}^{d} = \overline{1} \) has exactly \( d \) solutions in \( {\left( A/PA\right) }^{ * } \) .
Proof. We prove the second assertion. Since \( d\left| \right| P \mid - 1 \) it follows that \( {X}^{d} - 1 \) divides \( {X}^{\left| P\right| - 1} - 1 \) . By the proposition, the latter polynomial splits as a product of distinct linear factors. Thus so does the former polynomial. This establishes the result.
No
Corollary 2. With the same notation,\n\n\[ \mathop{\prod }\limits_{{0 \leq \deg \left( f\right) < \deg P}}f \equiv - 1\;\left( {\;\operatorname{mod}\;P}\right) \]
Proof. Just set \( X = 0 \) in the proposition. If the characteristic of \( \mathbb{F} \) is odd \( \left| P\right| - 1 \) is even and the result follows. If the characteristic is 2 then the result also follows since in characteristic 2 we have \( - 1 = 1 \) .
Yes
Proposition 1.10. Let \( P \) be irreducible and \( a \in A \) not divisible by \( P \) . Assume \( d \) divides \( \left| P\right| - 1 \) . The congruence \( {X}^{d} \equiv a\left( {\;\operatorname{mod}\;{P}^{e}}\right) \) is solvable if and only if\n\n\[ \n{a}^{\frac{\left| P\right| - 1}{d}} \equiv 1\;\left( {\;\oper...
Proof. Assume to begin with that \( e \doteq 1 \) .\n\nIf \( {b}^{d} \equiv a\left( {\;\operatorname{mod}\;P}\right) \), then \( {a}^{\frac{\left| P\right| - 1}{d}} \equiv {b}^{\left| P\right| - 1} \equiv 1\left( {\;\operatorname{mod}\;P}\right) \) by the corollary to Proposition 1.8. This shows the condition is necess...
Yes
Proposition 2.1.\n\n\[ \mathop{\sum }\limits_{{d \mid n}}d{a}_{d} = {q}^{n} \]
This formula is often attributed to Richard Dedekind. It is interesting to note that it appears, with essentially the above proof, in a manuscript of C.F. Gauss (unpublished in his lifetime), \
No