Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 6 / 3 / Solution

Work in a nonzero complex unital Banach algebra $B$, with identity $1$. Write $R(x)=\{\lambda \in \mathbb{C}:\lambda 1-x\text{ is invertible}\}$ for the resolvent set, $\sigma (x)=\mathbb{C}\setminus R(x)$ for the spectrum of an element, and $Q(\lambda )=(\lambda 1-x{)}^{-1}$ for its Banach algebra resolvent. Distinguishing the set from the inverse-valued function avoids a notational ambiguity.

The printed formula omits an essential modulus. Complex spectral values cannot be ordered to take the indicated supremum. Even for $x=-1$ in $B=\mathbb{C}$, the spectrum is $\{-1\}$ while the spectral radius is one. The correctly interpreted assertion, proved below, isAll required analytic facts about the Banach algebra resolvent will be derived from norm-convergent series and scalar complex analysis.

For $\Vert a\Vert <1$, the Neumann series ${\sum }_{n\ge 0}{a}^n$ converges in $B$ and is a two-sided inverse of $1-a$: multiplying its finite sums gives $1-a^{N+1}$ and passing to the limit gives $1$. Therefore for $|\lambda |>\Vert x\Vert$,The series converges locally uniformly on that exterior region and tends to zero in norm as $|\lambda |\to \infty$. This statement does not require the optional normalization $\Vert 1\Vert =1$; the zeroth term is $1/\lambda$, and the other terms have the usual geometric bound.

At any ${\lambda }_0\in R(x)$, factor ${\lambda }_{0}1-x+h1=({\lambda }_{0}1-x)(1+hQ({\lambda }_0))$. If $|h|\Vert Q({\lambda }_0)\Vert <1$, the Neumann series givesThus the resolvent set is open, $Q$ is norm-continuous there, and the series proves norm differentiability with $Q^{\prime }(\lambda )=-Q(\lambda {)}^2$. Repeated differentiation gives $Q^{(j)}(\lambda )=(-1{)}^{j}j!Q(\lambda {)}^{j+1}$. Direct subtraction of the inverse equations also yields the resolvent identityIn particular, every continuous linear functional $\varphi$ makes $\varphi (Q(\lambda ))$ a scalar holomorphic function; this has been proved, not assumed as an algebra-valued analytic theorem.

The spectrum of an element is closed, and is contained in $\{\lambda :|\lambda |\le \Vert x\Vert \}$ by the exterior series, so it is compact. It is nonempty. Otherwise $Q$ would be defined and norm-continuous on the entire plane, bounded on every fixed closed disk and tending to zero at infinity. Each $\varphi (Q)$ would be a bounded entire scalar function, hence identically zero by Liouville's theorem. Continuous complex linear functionals separate points of $B$, so $Q(\lambda )=0$, impossible for an inverse. This separation follows from the real Hahn-Banach theorem: a continuous real functional $h$ not vanishing on a given vector gives the complex linear functional $\varphi (v)=h(v)-ih(iv)$, which also does not vanish there. We have therefore proved thatis well-defined and finite.

Next establish the existence of the power-norm limit. If $x^m=0$ for some $m$, the limit is zero. Otherwise fix $m$ and write $n=qm+r$, $0\le r<m$. Submultiplicativity givesThe finitely many remainder factors have bounded size, and $q/n\to 1/m$. Hence ${\mathrm{limsup}}_n\Vert x^n{\Vert }^{1/n}\le \Vert x^m{\Vert }^{1/m}$ for every $m$. The opposite lower bound by the infimum is automatic, soFor $|\lambda |>r_0$, the root test proves convergence of $\sum x^n/{\lambda }^{n+1}$ even if $|\lambda |\le \Vert x\Vert$. Its finite sums telescope against $\lambda 1-x$, and their remainder tends to zero, so this sum is an inverse. Thus $s\le r_0$.

For the reverse inequality, fix $R>s$ and first choose $T>\max (R,\Vert x\Vert )$. The exterior Neumann series converges uniformly on $|\lambda |=T$, so termwise vector integration givesOnly its $x^n{\lambda }^{-n-1}$ term contributes. The annulus between radii $R$ and $T$ is in the resolvent set. For every continuous complex linear $\varphi$, the scalar Cauchy integral theorem applied to ${\lambda }^n\varphi (Q(\lambda ))$ makes the two contour integrals equal. Continuous linear functionals commute with vector integration and separate points, so the vector integrals themselves agree. This proves the resolvent Cauchy coefficient formula without presupposing any Banach-algebra-valued analytic-function theorem:Let $M_R={\max }_{|\lambda |=R}\Vert Q(\lambda )\Vert$, finite by continuity. The contour-length estimate gives $\Vert x^n\Vert \le M_R{R}^{n+1}$. Taking $n$th roots gives $r_0\le R$, and letting $R\downarrow s$ gives $r_0\le s$, including $s=0$. Combined with the earlier inequality, this proves the spectral radius formula and the corrected printed identity.