Integration of an unbounded function against a projection-valued measure #
Physicslib4/Spectral/OperatorIntegral.lean defines μ.integral f : H →L[ℂ] H for a
bounded measurable f. Here the integrand is allowed to be unbounded, so the resulting
operator pmapIntegral μ f is an unbounded operator — a LinearPMap — with domain
W_f = {ψ | ∫ |f|² dμ_ψ < ∞},
which is integralDomain μ f, spelled with Mathlib's MemLp f 2 (μ.assoc ψ).
Along the way we need quadratic and sesquilinear forms defined on a subspace D ⊆ H
rather than on all of H, since W_f (and, in the proof of prpstn:hall-10.3, a
spectral subspace) is not all of H. These mirror Physicslib4/Spectral/Forms.lean.
Main definitions #
SesquilinearFormOn,polarizationOn,IsQuadraticFormOn,IsBoundedQuadraticFormOn— forms on a subspace.integralDomain,integralForm—W_fandQ_f.pmapIntegral—∫ f dμas an unbounded operator.
Main statements #
assoc_univ_eq,norm_sq_integral_apply— total mass ofμ_ψand the norm identity for the bounded integral.dense_integralDomain,isQuadraticFormOn_integralForm,norm_polarizationOn_integralForm_le,existsUnique_repr_integralForm— the blueprint's Proposition 10.2.inner_pmapIntegral,inner_self_pmapIntegral,norm_sq_pmapIntegral,eq_pmapIntegral_of_inner_self— the blueprint's Proposition 10.1.integralDomain_eq_top_of_bddMeasurable,pmapIntegral_of_bddMeasurable— agreement with the bounded integral.integralDomain_congr_of_null,pmapIntegral_congr_of_null,tendsto_integral_truncation,assoc_integral_apply,mapsTo_pmapIntegral_range— the further facts needed for the Cayley transform.isSelfAdjoint_pmapIntegral_of_real— the integral of a real-valued function is self-adjoint.
Quadratic and sesquilinear forms on a subspace #
The type of sesquilinear forms L(φ, ψ) on a subspace D of H: maps D × D → ℂ that are conjugate-linear in φ and linear in ψ.
The inner product ⟨φ, ψ⟩ and the matrix elements ⟨φ, Aψ⟩ of an operator are the basic
examples. Forms on a subspace, rather than on all of H, are needed because the integral of an
unbounded function is built from a form on its domain W_f (integralDomain), which is in
general smaller than H. For D = H this is the notion of Physicslib4.Spectral.SesquilinearForm.
Implementation note: as in Physicslib4/Spectral/Forms.lean, sesquilinearity is not a
predicate on functions D → D → ℂ but Mathlib's type of bundled semilinear maps
D →ₗ⋆[ℂ] D →ₗ[ℂ] ℂ. A raw function is sesquilinear when it agrees with some element of this
type, which is how IsQuadraticFormOn.isSesquilinear is stated.
Blueprint: def:hall-sesquilinear-form-on-a-subspace
Instances For
The polarization L(φ, ψ) of a function Q on a subspace D: the formula that recovers a sesquilinear form from its values on the diagonal.
Explicitly, L(φ, ψ) = ½[Q(φ + ψ) − Q(φ) − Q(ψ)] − (i/2)[Q(φ + iψ) − Q(φ) − Q(iψ)]. If
Q(ψ) = ⟨ψ, Tψ⟩ for a linear map T on D, then L(φ, ψ) = ⟨φ, Tψ⟩ (polarizationOn_eq_inner): the
expectation values of an operator determine all its matrix elements. For a quadratic form Q
the polarization is the associated sesquilinear form.
Implementation note: defined for every function Q : D → ℂ; only for a quadratic form is it
sesquilinear. The subspace version of Physicslib4.Spectral.polarization.
Blueprint: def:hall-quadratic-form-on-a-subspace (point 2)
Equations
Instances For
A function Q on a subspace D of H is a quadratic form: Q(λψ) = |λ|²Q(ψ), and its polarization is sesquilinear.
A quadratic form is the diagonal ψ ↦ L(ψ, ψ) of a sesquilinear form L, the way an expectation
value ⟨ψ, Aψ⟩ is the diagonal of the matrix elements ⟨φ, Aψ⟩. The integral of an unbounded
function f is first constructed as the quadratic form Q_f(ψ) = ∫ f dμ_ψ on W_f
(isQuadraticFormOn_integralForm), and only then as an operator.
Implementation note: no density or closedness of D is assumed. The subspace version of
Physicslib4.Spectral.IsQuadraticForm.
Blueprint: def:hall-quadratic-form-on-a-subspace
Homogeneity of degree two: Q(λψ) = |λ|²Q(ψ) for every complex λ and ψ in D.
- isSesquilinear : ∃ (L : SesquilinearFormOn D), ∀ (φ ψ : ↥D), (L φ) ψ = polarizationOn Q φ ψ
The polarization of Q agrees with some sesquilinear form on D.
Instances For
A function Q on a subspace D of H is a bounded quadratic form: a quadratic form with |Q(ψ)| ≤ C‖ψ‖² for some constant C.
A bounded quadratic form on all of H is the diagonal of a bounded operator
(Physicslib4.Spectral.IsBoundedQuadraticForm.toOperator). For an unbounded f the integral
form Q_f is a quadratic form on W_f that is in general not bounded, which is why the integral
of f is an unbounded operator.
Implementation note: the subspace version of Physicslib4.Spectral.IsBoundedQuadraticForm;
the norm of ψ is that of H.
Blueprint: def:hall-quadratic-form-on-a-subspace (final paragraph)
- isQuadratic : IsQuadraticFormOn Q
Q is a quadratic form on D.
Boundedness: |Q(ψ)| ≤ C‖ψ‖² for some real C and every ψ in D.
Instances For
If a quadratic form on D is induced on the diagonal by a linear map T : D → H, then
its polarization is the off-diagonal form (φ, ψ) ↦ ⟪φ, T ψ⟫.
Blueprint reference: prpstn:quadratic-forms-on-a-subspace-properties (Part 1).
A real-valued quadratic form on D has conjugate-symmetric polarization.
Blueprint reference: prpstn:quadratic-forms-on-a-subspace-properties (Part 2).
The restriction of a quadratic form to a smaller subspace is again a quadratic form.
Blueprint reference: lmm:restriction-of-quadratic-form.
Its associated sesquilinear form is the restriction of the original one.
Blueprint reference: lmm:restriction-of-quadratic-form.
Preliminaries on the associated measures #
The associated measure μ_ψ has total mass ‖ψ‖²; in particular it is finite.
Blueprint reference: lmm:associated-measure-total-mass.
Consequently μ_ψ(E) ≤ ‖ψ‖² for every E.
Blueprint reference: lmm:associated-measure-total-mass.
The norm identity for the bounded integral:
‖(∫ f dμ) ψ‖² = ∫ |f|² dμ_ψ for bounded measurable f.
Blueprint reference: lmm:norm-identity-bounded-integral.
If η lies in the range of the projection μ E, then μ_η is concentrated on E.
Blueprint reference: lmm:range-membership-concentrates-measure.
Hence integrals against μ_η may be computed over E alone.
Blueprint reference: lmm:range-membership-concentrates-measure.
Over a countable measurable partition of X, every vector is the norm-convergent sum of
its pieces.
Blueprint reference: lmm:norm-convergent-decomposition (Part 1).
The N-th partial sum of that series is μ (⋃_{n<N} Fₙ) ψ.
Blueprint reference: lmm:norm-convergent-decomposition (Part 2).
Projections: range, kernel, closedness #
The range of an orthogonal projection is the kernel of 1 - P.
Blueprint reference: lmm:range-of-projection-is-kernel.
A vector lies in the range of an orthogonal projection exactly when it is fixed by it.
Blueprint reference: lmm:range-of-projection-is-kernel.
The range of an orthogonal projection is closed.
Blueprint reference: lmm:range-of-projection-is-kernel.
A closed subspace of a separable Hilbert space is again a separable Hilbert space: it is
complete, and separable. The separability hypothesis on H is the blueprint's standing
assumption; the rest of this file does not need it.
Blueprint reference: lmm:closed-subspace-is-hilbert.
Measure-theoretic facts not already in Mathlib #
Two measures agreeing on all measurable subsets of E give the same integral over E.
Blueprint reference: prpstn:integrals-agree-when-measures-agree.
The unbounded integral #
On a measurable set E, the associated measure is μ_ψ(E) = ‖μ(E) ψ‖².
The associated measure of a sum: μ_{φ+ψ} ≤ 2 (μ_φ + μ_ψ).
The associated measure of a multiple: μ_{cψ} = |c|² μ_ψ.
The associated measure of the zero vector is zero.
The domain W_f = {ψ ∈ H : ∫ |f|² dμ_ψ < ∞} of the integral of a function f against a projection-valued measure μ.
Here μ_ψ(E) = ⟨ψ, μ(E)ψ⟩ is the measure of ψ, a probability distribution when ‖ψ‖ = 1. If μ is
the spectral measure of an observable A, the integral of f plays the role of f(A), and W_f is
the set of ψ on which it is defined; there ‖(∫ f dμ)ψ‖² = ∫ |f|² dμ_ψ (norm_sq_pmapIntegral).
For f(λ) = λ the condition says that the distribution of measured values of A in the state ψ
has a finite second moment ∫ λ² dμ_ψ. For bounded measurable f, W_f = H
(integralDomain_eq_top_of_bddMeasurable); for measurable f, W_f is dense
(dense_integralDomain).
Implementation note: membership is Mathlib's MemLp f 2 (μ.assoc ψ) (mem_integralDomain),
which also asks f to be almost everywhere strongly measurable for μ_ψ; for measurable f this
holds automatically and the condition is ∫ |f|² dμ_ψ < ∞. The domain is a submodule because
μ_(φ+ψ) ≤ 2(μ_φ + μ_ψ) (assoc_add_le) and μ_(cψ) = |c|²μ_ψ (assoc_smul).
Blueprint: prpstn:hall-10.2
Equations
- Physicslib4.Spectral.Unbounded.integralDomain μ f = { carrier := {ψ : H | MeasureTheory.MemLp f 2 (μ.assoc ψ)}, add_mem' := ⋯, zero_mem' := ⋯, smul_mem' := ⋯ }
Instances For
The function Q_f(ψ) = ∫ f dμ_ψ on the domain W_f: the would-be expectation value ⟨ψ, (∫ f dμ)ψ⟩.
In the spectral picture, Q_f(ψ) is the expectation value of f(A) in the state ψ, the average of
f over the distribution μ_ψ of measured values. For measurable f it is a quadratic form on W_f
(isQuadraticFormOn_integralForm), and its polarization L_f defines the operator: (∫ f dμ)ψ is
the vector χ with L_f(φ, ψ) = ⟨φ, χ⟩ for all φ in W_f (existsUnique_repr_integralForm). For
ψ in W_f the function f is μ_ψ-integrable, being square-integrable for a finite measure.
Implementation note: the integral is Mathlib's Bochner integral against the measure
μ.assoc ψ, which is 0 when f is not integrable.
Blueprint: prpstn:hall-10.2 (Part 1)
Instances For
W_f is dense in H.
Blueprint reference: prpstn:hall-10.2 (Part 1).
The truncation f · 1_{|f| < n} of a measurable f is bounded and measurable.
For ψ ∈ W_f, ∫ f · 1_{|f| < n} dμ_ψ → ∫ f dμ_ψ (dominated convergence).
For ψ ∈ W_f, the vectors (∫ f · 1_{|f| < n} dμ) ψ converge in H: their differences
are controlled by the tails ∫_{|f| ≥ N} |f|² dμ_ψ → 0.
Blueprint reference: prpstn:hall-10.2 (Part 3).
There is a linear map T : W_f → H, the pointwise limit of the truncated integrals, which
induces Q_f on the diagonal: Q_f(ψ) = ⟪ψ, T ψ⟫.
Blueprint reference: prpstn:hall-10.2 (Parts 1 and 3).
Q_f is a quadratic form on W_f.
Blueprint reference: prpstn:hall-10.2 (Part 1).
The associated sesquilinear form L_f obeys |L_f(φ, ψ)| ≤ ‖φ‖ ‖f‖_{L²(μ_ψ)}.
Blueprint reference: prpstn:hall-10.2 (Part 2).
For each ψ ∈ W_f there is a unique χ ∈ H representing φ ↦ L_f(φ, ψ).
Blueprint reference: prpstn:hall-10.2 (Part 3).
The action ψ ↦ (∫ f dμ)ψ of the integral on W_f: the unique vector χ with L_f(φ, ψ) = ⟨φ, χ⟩ for every φ in W_f.
Here L_f is the polarization of Q_f, so χ is fixed by its matrix elements against the dense
subspace W_f. For measurable f such a χ exists and is unique (existsUnique_repr_integralForm):
it is the limit of the bounded integrals of the truncations f·1_(|f| < n)
(tendsto_integral_truncation).
Implementation note: the value is 0 when f is not measurable or no unique χ exists. The
measurability guard makes pmapIntegral linear by a direct argument, without a hypothesis;
every result about the values of pmapIntegral assumes f measurable.
Blueprint: prpstn:hall-10.1
Equations
- One or more equations did not get rendered due to their size.
Instances For
The integral ∫ f dμ of a possibly unbounded function f against a projection-valued measure μ, as an unbounded operator with domain W_f.
The unbounded spectral theorem writes a self-adjoint A as A = ∫ λ dμ(λ) for a unique μ
(existsUnique_spectralMeasure_unbounded), and the functional calculus f(A) is ∫ f dμ for that
μ (functionalCalculus). For measurable f the integral is characterised by
⟨ψ, (∫ f dμ)ψ⟩ = ∫ f dμ_ψ on W_f (inner_self_pmapIntegral), and any operator with domain W_f
satisfying this identity equals it (eq_pmapIntegral_of_inner_self). It obeys
‖(∫ f dμ)ψ‖² = ∫ |f|² dμ_ψ (norm_sq_pmapIntegral), agrees with the bounded integral
ProjectionValuedMeasure.integral for bounded measurable f (pmapIntegral_of_bddMeasurable),
and is self-adjoint for real-valued measurable f (isSelfAdjoint_pmapIntegral_of_real).
Implementation note: a LinearPMap with domain integralDomain μ f and action
integralApply μ f, which is 0 for non-measurable f.
Blueprint: prpstn:hall-10.1
Equations
- One or more equations did not get rendered due to their size.
Instances For
The defining off-diagonal identity ⟪φ, (∫ f dμ) ψ⟫ = L_f(φ, ψ).
Blueprint reference: prpstn:hall-10.1.
The diagonal identity ⟪ψ, (∫ f dμ) ψ⟫ = ∫ f dμ_ψ.
Blueprint reference: prpstn:hall-10.1.
The bounded truncations f · 1_{|f| < n} converge to ∫ f dμ pointwise in H.
Blueprint reference: lmm:truncations-converge.
The norm formula ‖(∫ f dμ) ψ‖² = ∫ |f|² dμ_ψ.
Blueprint reference: prpstn:hall-10.1.
Strengthened uniqueness: any unbounded operator with domain W_f satisfying merely the
diagonal identity equals ∫ f dμ.
Blueprint reference: prpstn:hall-10.1.
For bounded measurable f, W_f = H.
Blueprint reference: prpstn:coincidence-with-the-bounded-integral.
For bounded measurable f, the unbounded integral is the bounded one.
Blueprint reference: prpstn:coincidence-with-the-bounded-integral.
If f and g agree off a set annihilated by μ, they have the same domain.
Blueprint reference: lmm:integral-ignores-null-sets.
If f and g agree off a set annihilated by μ, they have the same integral.
Blueprint reference: lmm:integral-ignores-null-sets.
If |f| ≤ c on E, then the range of μ E lies in W_f.
Blueprint reference: lmm:bounded-on-set-range-in-domain.
The quantitative half of lmm:bounded-on-set-range-in-domain.
Blueprint reference: lmm:bounded-on-set-range-in-domain.
For bounded measurable h and T = ∫ h dμ, the associated measure of T ψ has density
|h|² with respect to μ_ψ.
Blueprint reference: lmm:associated-measure-of-image.
Consequently integrals against μ_{Tψ} are integrals against μ_ψ weighted by |h|².
Blueprint reference: lmm:associated-measure-of-image.
If f is bounded on E, then ∫ f dμ preserves the spectral subspace
V_E = Range(μ E) (which lies in W_f by range_subset_integralDomain).
Blueprint reference: lmm:integral-preserves-spectral-subspaces.
For real-valued measurable f, the integral ∫ f dμ is symmetric on W_f.
Blueprint reference: prpstn:hall-10.3.
For real measurable f and non-real c, the bounded operator ∫ (f - c)⁻¹ dμ is a right
inverse of ∫ f dμ - c 1: it maps into W_f and (∫ f dμ - c)(∫ (f - c)⁻¹ dμ) η = η.
Blueprint reference: prpstn:hall-10.3; also Step 1 of the uniqueness proof of thrm:hall-10.4.
For real-valued measurable f and non-real c, the operator ∫ f dμ - c 1 maps W_f
onto H: a preimage of η is (∫ (f - c)⁻¹ dμ) η.
Blueprint reference: prpstn:hall-10.3.
The integral ∫ f dμ of a real-valued measurable function f is a self-adjoint operator on W_f.
This is the unbounded counterpart of the fact that a real function of an observable is again
an observable. It is what makes ∫ λ dμ(λ) self-adjoint in the unbounded spectral theorem. The
proof shows that ∫ f dμ is symmetric (isSymmetric_pmapIntegral_of_real) and that
∫ f dμ − c𝟙 maps W_f onto H for non-real c (range_subSmul_pmapIntegral_eq_top), with the
bounded integral of 1/(f − c) as a right inverse.
Implementation note: real-valuedness is the hypothesis that f has imaginary part 0 everywhere.
Blueprint: prpstn:hall-10.3