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If $x\in J$, part (ii) makes $1-x/\lambda$ invertible for every nonzero scalar $\lambda$. Thus $\sigma (x)\subseteq \{0\}$ and $r(x)=0$: it is a quasinilpotent element. Conversely, let $I$ be a two-sided ideal consisting of quasinilpotent elements. For $x\in I$ and $y\in A$, $yx\in I$ has spectrum $\{0\}$, so $1+yx$ is invertible. Part (ii) implies $x\in J$. This proves $J$ is the greatest ideal contained in the quasinilpotent set, the Jacobson radical as greatest quasinilpotent ideal characterization.

A semisimple Banach algebra is one with $J=\{0\}$. For $B=\mathcal{B}(X)$, its natural action on $X$ is faithful and algebraically irreducible. Indeed, given $v\ne 0$ and any $w\in X$, the Hahn-Banach theorem gives a bounded functional $g$ with $g(v)=1$. The rank-one operator $z\mapsto g(z)w$ then maps $v$ to $w$. Any invariant subspace containing $v$ consequently contains every $w$. The faithful representation has kernel zero, so zero is primitive and $B$ is semisimple.

Nevertheless, choose a nonzero bounded functional $g$ and $0\ne x_0\in \ker g$, possible when $\dim X>1$. The nonzero rank-one operator $Tz=g(z)x_0$ satisfies $T^{2}z=g(z)g(x_0)x_0=0$. Hence $\sigma (T)=\{0\}$ and $r(T)=0$, although $T\ne 0$. This proves the quasinilpotent set of $B$ is not $\{0\}$; it is not the same as the radical.

For infinite-dimensional $X$, the finite-rank operators form a nonzero proper two-sided ideal: products with bounded operators are finite-rank, and the identity has infinite rank. Thus zero is not maximal. Even if maximal ideals are required to be closed, the compact operators give a nonzero proper closed ideal containing the finite-rank operators. The identity is not compact on an infinite-dimensional Banach space, since the Riesz lemma supplies a bounded sequence with pairwise distances bounded below. Therefore zero is primitive but not maximal in infinite dimension.

For a finite-rank operator $T$, define $|T|=(T^{\ast }T{)}^{1/2}$ and its trace norm bywhere $s_j>0$ are its nonzero singular values, counted with multiplicity. The finite-rank spectral theorem gives orthonormal systems $(u_j),(v_j)$ with $T={\sum }_j{s}_j{R}_{u_j,v_j}$, where $R_{x,y}z=⟨z,y⟩x$.

For every bounded operator $B$,Choose the contraction $B$ taking $u_j$ to $v_j$ and vanishing on their orthogonal complement. It attains equality, soThis formula proves the triangle inequality and absolute homogeneity. Also $\Vert T\Vert \le \Vert T{\Vert }_1$, so vanishing of the trace norm forces $T=0$. Thus it is a norm on the vector space of finite-rank operators.

The map $B\mapsto F_B$, where $F_B(T)=\mathrm{Tr}(BT)$, is a bounded linear map into the dual of this normed space. Its norm is at most $\Vert B\Vert$. Rank-one tests give the reverse inequality: $\Vert R_{x,y}{\Vert }_1=\Vert x\Vert \Vert y\Vert$ and $F_B(R_{x,y})=⟨Bx,y⟩$, so taking unit vectors $x,y$ gives $\Vert F_B\Vert =\Vert B\Vert$.

Conversely, let $F$ be a bounded linear functional for the trace norm. The sesquilinear form $\beta (x,y)=F(R_{x,y})$ satisfiesThe Riesz representation theorem gives a unique bounded operator $B$ with $\beta (x,y)=⟨Bx,y⟩$, and $\Vert B\Vert \le \Vert F\Vert$. Since every finite-rank operator is a finite sum of rank-one operators, linearity implies $F(T)=\mathrm{Tr}(BT)$ for every $T$. HenceThe same identification extends to the completion, the trace-class operators. This is trace-class duality; completeness of the original finite-rank space is not required to identify its bounded dual.

For an orthonormal basis $(e_i)$, define the Hilbert-Schmidt norm by $\Vert T{\Vert }_2^2={\sum }_i\Vert T{e}_i{\Vert }^2$. For a possibly uncountable basis, the nonnegative sum means the supremum over finite subsets. Parseval's identity gives, for any other orthonormal basis $(f_j)$,Changing the domain basis in the last expression proves basis independence. Polarization gives a basis-independent inner productwith the same first-argument linear convention. The sums converge by the Cauchy-Schwarz inequality. The operator-norm bound $\Vert T\Vert \le \Vert T{\Vert }_2$ follows by applying Cauchy-Schwarz to the coordinates of a unit vector.

To prove completeness, let $(T_n)$ be Cauchy in this norm. The operator-norm bound gives a bounded-operator limit $T$. For a finite subset $F$ of the basis,For large $n$, the right side is uniformly small by the Cauchy property. Taking the supremum over $F$ shows $T_n-T$ is Hilbert-Schmidt and $\Vert T_n-T{\Vert }_2\to 0$; it also shows $T$ is Hilbert-Schmidt. Thus the Hilbert-Schmidt operators form a Hilbert space. Finite-rank operators are dense there: keeping finitely many basis columns makes the sum of omitted squared column norms tend to zero. The operator-norm bound then shows that every Hilbert-Schmidt operator is compact.

Now let $U$ be a strongly continuous unitary representation of the compact metric group $G$, as is standard for a representation of a topological group. Fix $\xi \ne 0$ and average the positive rank-one operator $R_{\xi ,\xi }$:The integrand is continuous in the Hilbert-Schmidt norm, so this Bochner integral exists in the complete space just proved. Normalized Haar measure and invariance show that $K$ is positive, compact and commutes with every $U_g$. Moreover,the integrand is positive near the identity and every nonempty open set has positive Haar measure. Thus $K\ne 0$. A nonzero eigenspace is finite-dimensional and invariant under $U$, by (a). Within it choose a nonzero invariant subspace of smallest dimension; it is irreducible. Its orthogonal complement is invariant because the representation is unitary, so the finite-dimensional space splits into irreducibles.

Take a maximal orthogonal family of such finite-dimensional irreducible invariant subspaces. If their closed span had a nonzero orthogonal complement, the same averaging argument on that complement would produce another member, contradicting maximality. ThereforeThis compact averaging of a rank-one operator argument does not require $H$ itself to be separable. Strong continuity is the topological representation hypothesis used in the averaging step.

Write $x\otimes y$ for the rank-one operator $h\mapsto ⟨h,y⟩x$. The estimator is the kernel representation of the empirical covariance operatorSince $\mathbb{E}X=0$,Thus the estimator has the fixed bias of an estimator ${\mu }_0\otimes {\mu }_0$ for $C_X$.

The fourth-moment assumption makes $(X_i-{\mu }_0)\otimes (X_i-{\mu }_0)$ square-integrable in the Hilbert space of Hilbert-Schmidt operators. The weak law of large numbers therefore givesConsequently consistency for $C_X$ holds exactly when ${\mu }_0=0$. More precisely, if $Y=(X-{\mu }_0)\otimes (X-{\mu }_0)$, thenThe Hilbert-space central limit theorem also yieldswhere $G$ is a centered Gaussian random element in the Hilbert-Schmidt operator space with covariance determined by $Y$. Relative to $C_X$, the same fluctuation is displaced by $\sqrt{n}({\mu }_0\otimes {\mu }_0)$ and hence does not have a finite centered limit when ${\mu }_0\ne 0$.

Factor $T=AB$ as in part b(v). Then Parseval identity for a Hilbertian basis and Cauchy-Schwarz inequality giveThe defining series for the operator trace is therefore absolutely convergent and satisfies $|\mathrm{tr}T|\le \Vert T{\Vert }_1$.

For unit vectors $x,y$, the adjoint operator of $R=x\otimes y$ is $R^{\ast }=y\otimes x$, andHence $|R|=P_{\mathbb{C}y}$ and part b(iii), followed by Parseval, givesScaling proves $\Vert x\otimes y{\Vert }_1=\Vert x\Vert \Vert y\Vert$. A second use of Parseval yieldswhich proves the asserted rank-one operator formulas.

The dual of the trace-class operators, and also of the normed space of finite-rank operators with the trace norm, is isometrically the space of bounded operators. The pairing is $F_B(T)=\mathrm{Tr}(BT)$. For $R_{x,y}z=⟨z,y⟩x$, one has $\Vert R_{x,y}{\Vert }_1=\Vert x\Vert \Vert y\Vert$ and $F_B(R_{x,y})=⟨Bx,y⟩$, using an inner product linear in its first argument. A bounded functional on these rank-one operators gives a bounded sesquilinear form and hence a unique $B$ by the Riesz representation theorem. The singular value decomposition proves $\Vert F_B\Vert =\Vert B\Vert$ and the triangle inequality for the trace norm.