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Projection-Valued Measure


A projection-valued measure on a measurable space (X,A), in the normalized convention, is a function E from A to the orthogonal projections on a complex Hilbert space H with E(X)=I, E(emptyset)=0, and countable additivity in the strong operator topology (Williams 2018, pp. 15-16). Here I is the identity operator, and each E(A) is a bounded operator satisfying E(A)^2=E(A)=E(A)^*, where the star denotes the adjoint operator. Explicitly, for pairwise disjoint measurable sets A_n,

 E( union _(n=1)^inftyA_n)v=sum_(n=1)^inftyE(A_n)v

for every vector v in H, with convergence in the norm of H. Convergence in operator norm is not required. The defining properties imply E(A intersection B)=E(A)E(B) for all A,B in A. In particular, disjoint sets give orthogonal projections whose product is zero (Williams 2018, p. 16).

For u,v in H, the scalar set function mu_(u,v)(A)=<E(A)u,v> is a complex measure. When u=v, it is a positive measure of total mass ||u||^2. Consequently, a unit vector gives a probability measure (Williams 2018, p. 16).

The spectral theorem associates to each bounded Hermitian operator T:H->H a unique projection-valued measure on the Borel sets of its operator spectrum sigma(T) subset= R such that

 T=int_(sigma(T))lambdadE(lambda).

This is an operator-valued integral, characterized by <Tu,v>=int_(sigma(T))lambdadmu_(u,v)(lambda) for all u,v in H (Williams 2018, pp. 17-20).


See also

Complex Measure, Hilbert Space, Orthogonal Projection, Spectral Theorem

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References

Williams, D. P. Lecture Notes on the Spectral Theorem. Aug. 10, 2018. https://www.math.dartmouth.edu/~dana/bookspapers/ln-spec-thm.pdf.

Cite this as:

Weisstein, Eric W. "Projection-Valued Measure." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Projection-ValuedMeasure.html

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