The spectral theorem for normal operators on a separable Hilbert space states that a normal operator has a unique projection-valued measure on its spectrum such thatFor bounded this integral acts on all of . For an unbounded normal operator,Equivalently, is unitarily equivalent to multiplication by a measurable function on a direct sum of spaces.
By the spectral theorem, the operator in parentheses acts at spectral value byThe Poisson kernel converges to for , to at , and to outside . It is uniformly bounded, so dominated convergence in the spectral measure of a normal operator gives the strong limitApplying this operator to proves the claimed Stone formula.
Let . Since is multiplication by , its spectral projection is multiplication by . HenceSplit at the two critical points . On each resulting interval, is monotone, so one-dimensional change of variables shows that the measure is absolutely continuous. For almost every ,The density vanishes outsideIts inverse-square-root singularities at the two critical values are locally integrable, so they do not create singular spectral measure.
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