Spectral theorem for normal operators on a separable Hilbert space

A normal operator on a separable Hilbert space has a unique projection-valued spectral measure $E$ such that $A=\int zdE(z)$, with the natural square-integrability domain in the unbounded case.

Every self-adjoint operator on a separable complex Hilbert space is diagonal modulo a compact operator. For a bounded operator the compact self-adjoint error can have arbitrarily small Hilbert-Schmidt norm. In a cyclic spectral representation, partition a bounded real interval into $N$ intervals of width at most $\delta$ and successively bisect. Orthogonal step-function differences give basis vectors supported in the parent intervals. A diagonal value chosen in each support interval gives total squared column error at most $3N{\delta }^2$. Since $N=O({\delta }^{-1})$, this tends to zero. Apply the construction to countably many cyclic summands with summable squared error bounds. For an unbounded operator first split into bounded spectral intervals, obtaining a bounded compact error on the same domain.

Bounded self-adjoint operators on separable infinite-dimensional complex Hilbert spaces are unitarily equivalent modulo compact operators exactly when they have the same essential spectrum in the Calkin algebra. The Weyl-von Neumann theorem diagonalizes each modulo a compact error. Their diagonal cluster sets are the essential spectra; cluster-set matching of bounded sequences pairs the two diagonal lists with differences tending to zero, giving a compact diagonal difference. The separability assumption is essential: projections with countable and uncountable range dimensions can have the same essential spectrum but cannot differ by a compact operator after unitary conjugation.

A projection-valued measure $E$ assigns an orthogonal projection $E(B)$ to each measurable set, with $E(\varnothing )=0$, $E(X)=I$, $E(B\cap C)=E(B)E(C)$, and countable additivity in the strong operator topology on pairwise disjoint sets.

The continuous functional calculus of a bounded normal operator $T$ is a representation of $C(K)$, with $K=\sigma (T)$. The Riesz-Markov-Kakutani representation theorem represents $f\mapsto ⟨f(T)v,v⟩$ by a positive regular measure ${\mu }_v$. The assignment $f\mapsto f(T)v$ is isometric for the $L^2({\mu }_v)$ norm, and extends to a unitary map onto the closed cyclic subspace it generates. Multiplication by $z$ and $\overline{z}$ represent $T$ and $T^{\ast }$. Orthogonal decomposition into cyclic reducing subspaces, allowing an uncountable family, constructs the Borel functional calculus for a normal operator without requiring separability.

For a unital star-representation $\pi :C(K)\to \mathcal{B}(H)$, the Riesz-Markov-Kakutani representation theorem gives regular measures ${\mu }_{x,y}$ representing $f\mapsto ⟨\pi (f)x,y⟩$. Define $P(E)$ by $⟨P(E)x,y⟩={\mu }_{x,y}(E)$. Positivity and ${\mu }_{x,x}(K)=\Vert x{\Vert }^2$ make these positive contractions. The identities ${\mu }_{\pi (f)x,y}=f{\mu }_{x,y}$ imply commutation with $\pi (f)$ and ${\mu }_{P(E)x,y}=1_E{\mu }_{x,y}$; hence $P(F)P(E)=P(F\cap E)$. Thus each $P(E)$ is an orthogonal projection. Scalar countable additivity and orthogonality give countable additivity in the strong operator topology, constructing the normalized regular projection-valued measure.

If $A$ is a commutative C-star algebra of bounded operators on a Hilbert space containing its identity, there is a unique regular projection-valued measure $E$ on the character space ${\Phi }_A$ such that $E({\Phi }_A)=I$ and $a={\int }_{{\Phi }_A}\hat{a}dE$ for every $a\in A$, where $\hat{a}$ is the Gelfand transform.

For a faithful representation of $C(K)$ by integration against a regular projection-valued measure $P$, every nonempty open subset $U$ satisfies $P(U)\ne 0$. Choose a nonzero continuous function supported inside $U$, using compact Hausdorff normality. If $P(U)=0$, its spectral integral vanishes, contradicting faithfulness. Regularity is understood through the scalar spectral measures.

A spectral projector is the value $E(B)$ of the projection-valued measure of a normal operator on a measurable part $B$ of its spectrum. In finite dimension, the spectral projector onto an eigenspace extracts the corresponding eigenvector component.

For vectors $f,g$, the scalar spectral measure is ${\mu }_{f,g}(S)=⟨E(S)f,g⟩$. Functional calculus satisfies $⟨h(A)f,g⟩=\int hd{\mu }_{f,g}$.

For a bounded normal operator $T$ with spectral measure of a normal operator $P$, any projection $P(E)$ commutes with $T$ and $T^{\ast }$ by the Borel functional calculus for a normal operator. Its range is a closed reducing subspace. If the spectrum has two points, choose disjoint nonempty relative open sets around them. Full support of a faithful spectral measure makes both projections nonzero and their product zero, so either range is nonzero and proper, in particular an invariant subspace.

For a projection-valued measure $E$ and vectors $v,w$, the scalar spectral measure is the complex measure ${\mu }_{v,w}(B)=⟨E(B)v,w⟩$. The positive measure ${\mu }_v={\mu }_{v,v}$ has total mass $\Vert v{\Vert }^2$.

Scalar spectral measures ${\mu }_{v,w}^{(n)}$ converge weakly to ${\mu }_{v,w}$ when $\int fd{\mu }_{v,w}^{(n)}\to \int fd{\mu }_{v,w}$ for every bounded continuous function $f$. Uniform second-moment bounds supply the tightness needed to pass from polynomial tests to all such $f$.

Stone's formula recovers spectral projections of a self-adjoint operator from the jump of its resolvent across the real axis, with half weight at interval endpoints.