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In
mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
, particularly in
functional analysis Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure (for example, Inner product space#Definition, inner product, Norm (mathematics ...
, a projection-valued measure, or spectral measure, is a function defined on certain subsets of a fixed set and whose values are
self-adjoint In mathematics, an element of a *-algebra is called self-adjoint if it is the same as its adjoint (i.e. a = a^*). Definition Let \mathcal be a *-algebra. An element a \in \mathcal is called self-adjoint if The set of self-adjoint elements ...
projections on a fixed
Hilbert space In mathematics, a Hilbert space is a real number, real or complex number, complex inner product space that is also a complete metric space with respect to the metric induced by the inner product. It generalizes the notion of Euclidean space. The ...
. A projection-valued measure (PVM) is formally similar to a real-valued measure, except that its values are self-adjoint projections rather than real numbers. As in the case of ordinary measures, it is possible to integrate complex-valued functions with respect to a PVM; the result of such an integration is a
linear operator In mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a mapping V \to W between two vector spaces that pr ...
on the given Hilbert space. Projection-valued measures are used to express results in
spectral theory In mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix to a much broader theory of the structure of operator (mathematics), operators in a variety of mathematical ...
, such as the important
spectral theorem In linear algebra and functional analysis, a spectral theorem is a result about when a linear operator or matrix can be diagonalized (that is, represented as a diagonal matrix in some basis). This is extremely useful because computations involvin ...
for self-adjoint operators, in which case the PVM is sometimes referred to as the spectral measure. The Borel functional calculus for self-adjoint operators is constructed using integrals with respect to PVMs. In
quantum mechanics Quantum mechanics is the fundamental physical Scientific theory, theory that describes the behavior of matter and of light; its unusual characteristics typically occur at and below the scale of atoms. Reprinted, Addison-Wesley, 1989, It is ...
, PVMs are the mathematical description of projective measurements. They are generalized by positive operator valued measures (POVMs) in the same sense that a mixed state or
density matrix In quantum mechanics, a density matrix (or density operator) is a matrix used in calculating the probabilities of the outcomes of measurements performed on physical systems. It is a generalization of the state vectors or wavefunctions: while th ...
generalizes the notion of a pure state.


Definition

Let H denote a separable
complex Complex commonly refers to: * Complexity, the behaviour of a system whose components interact in multiple ways so possible interactions are difficult to describe ** Complex system, a system composed of many components which may interact with each ...
Hilbert space In mathematics, a Hilbert space is a real number, real or complex number, complex inner product space that is also a complete metric space with respect to the metric induced by the inner product. It generalizes the notion of Euclidean space. The ...
and (X, M) a measurable space consisting of a set X and a
Borel σ-algebra In mathematics, a Borel set is any subset of a topological space that can be formed from its open sets (or, equivalently, from closed sets) through the operations of countable union (set theory), union, countable intersection (set theory), intersec ...
M on X. A projection-valued measure \pi is a map from M to the set of bounded self-adjoint operators on H satisfying the following properties: * \pi(E) is an orthogonal projection for all E \in M. * \pi(\emptyset) = 0 and \pi(X) = I, where \emptyset is the
empty set In mathematics, the empty set or void set is the unique Set (mathematics), set having no Element (mathematics), elements; its size or cardinality (count of elements in a set) is 0, zero. Some axiomatic set theories ensure that the empty set exi ...
and I the identity operator. * If E_1, E_2, E_3,\dotsc in M are disjoint, then for all v \in H, ::\pi\left(\bigcup_^ E_j \right)v = \sum_^ \pi(E_j) v. * \pi(E_1 \cap E_2)= \pi(E_1)\pi(E_2) for all E_1, E_2 \in M. The second and fourth property show that if E_1 and E_2 are disjoint, i.e., E_1 \cap E_2 = \emptyset, the images \pi(E_1) and \pi(E_2) are
orthogonal In mathematics, orthogonality (mathematics), orthogonality is the generalization of the geometric notion of ''perpendicularity''. Although many authors use the two terms ''perpendicular'' and ''orthogonal'' interchangeably, the term ''perpendic ...
to each other. Let V_E = \operatorname(\pi(E)) and its orthogonal complement V^\perp_E=\ker(\pi(E)) denote the
image An image or picture is a visual representation. An image can be Two-dimensional space, two-dimensional, such as a drawing, painting, or photograph, or Three-dimensional space, three-dimensional, such as a carving or sculpture. Images may be di ...
and kernel, respectively, of \pi(E). If V_E is a closed subspace of H then H can be wrtitten as the ''orthogonal decomposition'' H=V_E \oplus V^\perp_E and \pi(E)=I_E is the unique identity operator on V_E satisfying all four properties. For every \xi,\eta\in H and E\in M the projection-valued measure forms a complex-valued measure on H defined as : \mu_(E) := \langle \pi(E)\xi \mid \eta \rangle with
total variation In mathematics, the total variation identifies several slightly different concepts, related to the (local property, local or global) structure of the codomain of a Function (mathematics), function or a measure (mathematics), measure. For a real ...
at most \, \xi\, \, \eta\, . It reduces to a real-valued measure when : \mu_(E) := \langle \pi(E)\xi \mid \xi \rangle and a
probability measure In mathematics, a probability measure is a real-valued function defined on a set of events in a σ-algebra that satisfies Measure (mathematics), measure properties such as ''countable additivity''. The difference between a probability measure an ...
when \xi is a
unit vector In mathematics, a unit vector in a normed vector space is a Vector (mathematics and physics), vector (often a vector (geometry), spatial vector) of Norm (mathematics), length 1. A unit vector is often denoted by a lowercase letter with a circumfle ...
. Example Let (X, M, \mu) be a -finite measure space and, for all E \in M, let : \pi(E) : L^2(X) \to L^2 (X) be defined as :\psi \mapsto \pi(E)\psi=1_E \psi, i.e., as multiplication by the
indicator function In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if is a subset of some set , then the indicator functio ...
1_E on ''L''2(''X''). Then \pi(E)=1_E defines a projection-valued measure. For example, if X = \mathbb, E = (0,1), and \varphi,\psi \in L^2(\mathbb) there is then the associated complex measure \mu_ which takes a measurable function f: \mathbb \to \mathbb and gives the integral :\int_E f\,d\mu_ = \int_0^1 f(x)\psi(x)\overline(x)\,dx


Extensions of projection-valued measures

If is a projection-valued measure on a measurable space (''X'', ''M''), then the map : \chi_E \mapsto \pi(E) extends to a linear map on the vector space of step functions on ''X''. In fact, it is easy to check that this map is a
ring homomorphism In mathematics, a ring homomorphism is a structure-preserving function between two rings. More explicitly, if ''R'' and ''S'' are rings, then a ring homomorphism is a function that preserves addition, multiplication and multiplicative identity ...
. This map extends in a canonical way to all bounded complex-valued
measurable function In mathematics, and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is in ...
s on ''X'', and we have the following. The theorem is also correct for unbounded measurable functions f but then T will be an unbounded linear operator on the Hilbert space H. This allows to define the Borel functional calculus for such operators and then pass to measurable functions via the Riesz–Markov–Kakutani representation theorem. That is, if g:\mathbb\to\mathbb is a measurable function, then a unique measure exists such that :g(T) :=\int_\mathbb g(x) \, d\pi(x).


Spectral theorem

Let H be a separable
complex Complex commonly refers to: * Complexity, the behaviour of a system whose components interact in multiple ways so possible interactions are difficult to describe ** Complex system, a system composed of many components which may interact with each ...
Hilbert space In mathematics, a Hilbert space is a real number, real or complex number, complex inner product space that is also a complete metric space with respect to the metric induced by the inner product. It generalizes the notion of Euclidean space. The ...
, A:H\to H be a bounded self-adjoint operator and \sigma(A) the
spectrum A spectrum (: spectra or spectrums) is a set of related ideas, objects, or properties whose features overlap such that they blend to form a continuum. The word ''spectrum'' was first used scientifically in optics to describe the rainbow of co ...
of A. Then the
spectral theorem In linear algebra and functional analysis, a spectral theorem is a result about when a linear operator or matrix can be diagonalized (that is, represented as a diagonal matrix in some basis). This is extremely useful because computations involvin ...
says that there exists a unique projection-valued measure \pi^A, defined on a Borel subset E \subset \sigma(A), such that :A =\int_ \lambda \, d\pi^A(\lambda), where the integral extends to an unbounded function \lambda when the spectrum of A is unbounded.


Direct integrals

First we provide a general example of projection-valued measure based on direct integrals. Suppose (''X'', ''M'', μ) is a measure space and let ''x'' ∈ ''X'' be a μ-measurable family of separable Hilbert spaces. For every ''E'' ∈ ''M'', let (''E'') be the operator of multiplication by 1''E'' on the Hilbert space : \int_X^\oplus H_x \ d \mu(x). Then is a projection-valued measure on (''X'', ''M''). Suppose , ρ are projection-valued measures on (''X'', ''M'') with values in the projections of ''H'', ''K''. , ρ are unitarily equivalent
if and only if In logic and related fields such as mathematics and philosophy, "if and only if" (often shortened as "iff") is paraphrased by the biconditional, a logical connective between statements. The biconditional is true in two cases, where either bo ...
there is a unitary operator ''U'':''H'' → ''K'' such that : \pi(E) = U^* \rho(E) U \quad for every ''E'' ∈ ''M''. Theorem. If (''X'', ''M'') is a standard Borel space, then for every projection-valued measure on (''X'', ''M'') taking values in the projections of a ''separable'' Hilbert space, there is a Borel measure μ and a μ-measurable family of Hilbert spaces ''x'' ∈ ''X'' , such that is unitarily equivalent to multiplication by 1''E'' on the Hilbert space : \int_X^\oplus H_x \ d \mu(x). The measure class of μ and the measure equivalence class of the multiplicity function ''x'' → dim ''H''''x'' completely characterize the projection-valued measure up to unitary equivalence. A projection-valued measure is ''homogeneous of multiplicity'' ''n'' if and only if the multiplicity function has constant value ''n''. Clearly, Theorem. Any projection-valued measure taking values in the projections of a separable Hilbert space is an orthogonal direct sum of homogeneous projection-valued measures: : \pi = \bigoplus_ (\pi \mid H_n) where : H_n = \int_^\oplus H_x \ d (\mu \mid X_n) (x) and : X_n = \.


Application in quantum mechanics

In quantum mechanics, given a projection-valued measure of a measurable space X to the space of continuous endomorphisms upon a Hilbert space H, * the projective space \mathbf(H) of the Hilbert space H is interpreted as the set of possible ( normalizable) states \varphi of a quantum system, * the measurable space X is the value space for some quantum property of the system (an "observable"), * the projection-valued measure \pi expresses the probability that the
observable In physics, an observable is a physical property or physical quantity that can be measured. In classical mechanics, an observable is a real-valued "function" on the set of all possible system states, e.g., position and momentum. In quantum ...
takes on various values. A common choice for X is the real line, but it may also be * \mathbb^3 (for position or momentum in three dimensions ), * a discrete set (for angular momentum, energy of a bound state, etc.), * the 2-point set "true" and "false" for the truth-value of an arbitrary proposition about \varphi. Let E be a measurable subset of X and \varphi a normalized vector quantum state in H, so that its Hilbert norm is unitary, \, \varphi\, =1. The probability that the observable takes its value in E, given the system in state \varphi, is : P_\pi(\varphi)(E) = \langle \varphi\mid\pi(E)(\varphi)\rangle = \langle \varphi\mid\pi(E)\mid\varphi\rangle. We can parse this in two ways. First, for each fixed E, the projection \pi(E) is a self-adjoint operator on H whose 1-eigenspace are the states \varphi for which the value of the observable always lies in E, and whose 0-eigenspace are the states \varphi for which the value of the observable never lies in E. Second, for each fixed normalized vector state \varphi, the association : P_\pi(\varphi) : E \mapsto \langle\varphi\mid\pi(E)\varphi\rangle is a probability measure on X making the values of the observable into a random variable. A measurement that can be performed by a projection-valued measure \pi is called a projective measurement. If X is the real number line, there exists, associated to \pi, a self-adjoint operator A defined on H by :A(\varphi) = \int_ \lambda \,d\pi(\lambda)(\varphi), which reduces to :A(\varphi) = \sum_i \lambda_i \pi()(\varphi) if the support of \pi is a discrete subset of X. The above operator A is called the observable associated with the spectral measure.


Generalizations

The idea of a projection-valued measure is generalized by the positive operator-valued measure (POVM), where the need for the orthogonality implied by projection operators is replaced by the idea of a set of operators that are a non-orthogonal "partition of unity", i.e. a set of positive semi-definite Hermitian operators that sum to the identity. This generalization is motivated by applications to quantum information theory.


See also

*
Spectral theorem In linear algebra and functional analysis, a spectral theorem is a result about when a linear operator or matrix can be diagonalized (that is, represented as a diagonal matrix in some basis). This is extremely useful because computations involvin ...
* Spectral theory of compact operators * Spectral theory of normal C*-algebras


Notes


References

* * * * Mackey, G. W., ''The Theory of Unitary Group Representations'', The University of Chicago Press, 1976 * * * * * * G. Teschl, ''Mathematical Methods in Quantum Mechanics with Applications to Schrödinger Operators'', https://www.mat.univie.ac.at/~gerald/ftp/book-schroe/, American Mathematical Society, 2009. * * Varadarajan, V. S., ''Geometry of Quantum Theory'' V2, Springer Verlag, 1970. {{Analysis in topological vector spaces Linear algebra Measures (measure theory) Spectral theory