Direct integral
Encyclopedia
In mathematics
and functional analysis
a direct integral is a generalization of the concept of direct sum
. The theory is most developed for direct integrals of Hilbert space
s and direct integrals of von Neumann algebra
s. The concept was introduced in 1949 by John von Neumann
in one of the papers in the series On Rings of Operators. One of von Neumann's goals in this paper was to reduce the classification of (what are now called) von Neumann algebras on separable Hilbert spaces to the classification of so-called factors. Factors are analogous to full matrix algebras over a field, and von Neumann wanted to prove a continuous analogue of the Artin–Wedderburn theorem
classifying semi-simple rings.
Results on direct integrals can be viewed as generalizations of results about finite dimensional C*-algebras of matrices; in this case the results are easy to prove directly. The infinite-dimensional case is complicated by measure-theoretic technicalities.
Direct integral theory was also used by George Mackey
in his analysis of systems of imprimitivity
and his general theory of induced representation
s of locally compact separable groups.
Terminological note: The terminology adopted by the literature on the subject is followed here, according to which a measurable space X is referred to as a Borel space and the elements of the distinguished σ-algebra of X as Borel sets, regardless of whether or not the underlying σ-algebra comes from a topological space (in most examples it does). A Borel space is standard if and only if
it is isomorphic to the underlying Borel space of a Polish space
. Given a countably additive measure μ on X, a measurable set is one that differs from a Borel set by a null set
. The measure μ on X is a standard measure if and only if there is a null set E such that its complement X − E is a standard Borel space. All measures considered here are σ-finite.
Definition. Let X be a Borel space equipped with a countably additive measure μ. A measurable family of Hilbert spaces on (X, μ) is a family {Hx}x∈ X, which is locally equivalent to a trivial family in the following sense: There is a countable partition
by measurable subsets of X such that
where Hn is the canonical n-dimensional Hilbert space, that is
A cross-section of {Hx}x∈ X is a family {sx}x ∈ X such that sx ∈ Hx for all x ∈ X. A cross-section is measurable if and only if
its restriction to each partition element Xn is measurable. We will identify measurable cross-sections s, t that are equal almost everywhere
. Given a measurable family of Hilbert spaces
consists of equivalence classes (with respect to almost everywhere equality) of measurable square integrable cross-sections of {Hx}x∈ X. This is a Hilbert space under the inner product
Given the local nature of our definition, many definitions applicable to single Hilbert spaces apply to measurable families of Hilbert spaces as well.
Remark. This definition is apparently more restrictive than the one given by von Neumann and discussed in Dixmier's classic treatise on von Neumann algebras. In this definition the Hilbert space fibers Hx are allowed to vary from point to point without having a local triviality requirement (local in a measure-theoretic sense). One of the main theorems of the von Neumann theory is to show that in fact the more general definition can be reduced to the simpler one given here.
Note that the direct integral of a measurable family of Hilbert spaces depends only on the measure class of the measure μ; more precisely:
Theorem. Suppose μ, ν are σ-finite countably additive measures on X that have the same sets of measure 0. Then the mapping
is a unitary operator
is given by an infinite matrix
Let us consider operators that are block diagonal, that is all entries off the diagonal are zero. We call these operators decomposable. These operators can be characterized as those that commute with diagonal matrices:
We now proceed to the general definition: A family of bounded operators {Tx}x∈ X with Tx ∈ L(Hx) is said to be strongly measurable if and only if its restriction to each Xn is strongly measurable. This makes sense because Hx is constant on Xn.
Measurable families of operators with an essentially bounded norm, that is
define bounded linear operators
acting in a pointwise fashion, that is
Such operators are said to be decomposable.
Examples of decomposable operators are those defined by scalar-valued (i.e. C-valued) measurable functions λ on X. In fact,
Theorem. The mapping
given by
is an involutive algebraic isomorphism onto its image.
For this reason we will identify L∞μ(X) with the image of φ.
Theorem Decomposable operators are precisely those that are in the operator commutant of the abelian algebra L∞μ(X).
Theorem. For any Abelian von Neumann algebra A on a separable Hilbert space H, there is a standard Borel space X and a measure μ on X such that it is unitarily equivalent as an operator algebra to L∞μ(X) acting on a direct integral of Hilbert spaces
To assert A is unitarily equivalent to L∞μ(X) as an operator algebra means that there is a unitary
such that U A U* is the algebra of diagonal operators L∞μ(X). Note that this asserts more than just the algebraic equivalence of A with the algebra of diagonal operators.
This version however does not explicitly state how the underlying standard Borel space X is obtained. There is a uniqueness result for the above decomposition.
Theorem. If the Abelian von Neumann algebra A is unitarily equivalent to both L∞μ(X) and L∞ν(Y) acting on the direct integral spaces
and μ, ν are standard measures, then there is a Borel isomorphism
where E, F are null sets such that
φ is a measure class isomorphism, that is φ and its inverse preserve sets of measure 0.
This previous two theorems provide the complete classification of Abelian von Neumann algebras on separable Hilbert spaces. Note that this classification actually takes into account the realization of the von Neumann algebra as an algebra of operators. If we only consider the underlying von Neumann algebra independently of its realization as a von Neumann algebra, then its structure is determined by very simple measure-theoretic invariants.
with
is measurable if and only if
there is a countable set D of measurable operator families that pointwise generate {Ax} x ∈ Xas a von Neumann algebra in the following sense: For almost all x ∈ X,
where W*(S) denotes the von Neumann algebra generated by the set S. If {Ax}x ∈ X is a measurable family of von Neumann algebras, the direct integral of von Neumann algebras
consists of all operators of the form
for Tx ∈ Ax.
One of the main theorems of von Neumann and Murray in their original series of papers is a proof of the decomposition theorem: Any von Neumann algebra is a direct integral of factors. We state this precisely below.
Theorem. If {Ax}x ∈ X is a measurable family of von Neumann algebras and μ is standard, then the family of operator commutants is also measurable and
of A, that is the set of operators in A that commute with all operators A, that is
Z(A) is an Abelian von Neumann algebra.
Example. The center of L(H) is 1-dimensional. In general, if A is a von Neumann algebra, if the center is 1 dimensional we say A is a factor.
Now suppose A is a von Neumann algebra whose center contains a sequence of minimal pairwise orthogonal non-zero projections {Ei}i ∈ N such that
Then A Ei is a von Neumann algebra on the range Hi of Ei. It is easy to see A Ei is a factor. Thus in this special case
represents A as a direct sum of factors. This is a special case of the central decomposition theorem of von Neumann.
In general, we can apply the structure theorem of Abelian von Neumann algebras that represents Z(A) as an algebra of scalar diagonal operators. In any such representation, all the operators in A are decomposable operators. In fact, we can use this to prove the basic result of von Neumann that any von Neumann algebra admits a decomposition into factors.
Theorem. Suppose
is a direct integral decomposition of H and A is a von Neumann algebra on H so that Z(A) is represented by the algebra of scalar diagonal operators L∞μ(X) where X is a standard Borel space. Then
where for almost all x ∈ X, Ax is a von Neumann algebra that is a factor.
Theorem. Let A be a separable C*-algebra and π a non-degenerate involutive representation of A on a separable Hilbert space H. Let W*(π) be the von Neumann algebra generated by the operators π(a) for a ∈ A. Then corresponding to any central decomposition of W*(π) over a standard measure space (X, μ) (which as stated is unique in a measure theoretic sense), there is a measurable family of factor representations
of A such that
Moreover, there is a subset N of X with μ measure zero, such that πx, πy are disjoint whenever x, y ∈ X − N, where representations are said to be disjoint if and only if there are no intertwining operators between them.
One can show that the direct integral can be indexed on the so-called quasi-spectrum Q of A, consisting of quasi-equivalence classes of factor representations of A.
Thus there is a standard measure μ on Q and a measurable family of factor representations indexed on Q such that πx belongs to the class of x. This decomposition is essentially unique. This result is fundamental in the theory of group representations.
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...
and functional analysis
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 and the linear operators acting upon these spaces and respecting these structures in a suitable sense...
a direct integral is a generalization of the concept of direct sum
Direct sum
In mathematics, one can often define a direct sum of objectsalready known, giving a new one. This is generally the Cartesian product of the underlying sets , together with a suitably defined structure. More abstractly, the direct sum is often, but not always, the coproduct in the category in question...
. The theory is most developed for direct integrals of Hilbert space
Hilbert space
The mathematical concept of a Hilbert space, named after David Hilbert, generalizes the notion of Euclidean space. It extends the methods of vector algebra and calculus from the two-dimensional Euclidean plane and three-dimensional space to spaces with any finite or infinite number of dimensions...
s and direct integrals of von Neumann algebra
Von Neumann algebra
In mathematics, a von Neumann algebra or W*-algebra is a *-algebra of bounded operators on a Hilbert space that is closed in the weak operator topology and contains the identity operator. They were originally introduced by John von Neumann, motivated by his study of single operators, group...
s. The concept was introduced in 1949 by John von Neumann
John von Neumann
John von Neumann was a Hungarian-American mathematician and polymath who made major contributions to a vast number of fields, including set theory, functional analysis, quantum mechanics, ergodic theory, geometry, fluid dynamics, economics and game theory, computer science, numerical analysis,...
in one of the papers in the series On Rings of Operators. One of von Neumann's goals in this paper was to reduce the classification of (what are now called) von Neumann algebras on separable Hilbert spaces to the classification of so-called factors. Factors are analogous to full matrix algebras over a field, and von Neumann wanted to prove a continuous analogue of the Artin–Wedderburn theorem
Artin–Wedderburn theorem
In abstract algebra, the Artin–Wedderburn theorem is a classification theorem for semisimple rings. The theorem states that an Artinian semisimple ring R is isomorphic to a product of finitely many ni-by-ni matrix rings over division rings Di, for some integers ni, both of which are uniquely...
classifying semi-simple rings.
Results on direct integrals can be viewed as generalizations of results about finite dimensional C*-algebras of matrices; in this case the results are easy to prove directly. The infinite-dimensional case is complicated by measure-theoretic technicalities.
Direct integral theory was also used by George Mackey
George Mackey
George Whitelaw Mackey was an American mathematician. Mackey earned his bachelor of arts at Rice University in 1938 and obtained his Ph.D. at Harvard University in 1942 under the direction of Marshall H. Stone...
in his analysis of systems of imprimitivity
System of imprimitivity
The concept of system of imprimitivity is used in mathematics, particularly in algebra and analysis, both within the context of the theory of group representations...
and his general theory of induced representation
Induced representation
In mathematics, and in particular group representation theory, the induced representation is one of the major general operations for passing from a representation of a subgroup H to a representation of the group G itself. It was initially defined as a construction by Frobenius, for linear...
s of locally compact separable groups.
Direct integrals of Hilbert spaces
The simplest example of a direct integral are the L2 spaces associated to a (σ-finite) countably additive measure μ on a measurable space X. Somewhat more generally one can consider a separable Hilbert space H and the space of square-integrable H-valued functionsTerminological note: The terminology adopted by the literature on the subject is followed here, according to which a measurable space X is referred to as a Borel space and the elements of the distinguished σ-algebra of X as Borel sets, regardless of whether or not the underlying σ-algebra comes from a topological space (in most examples it does). A Borel space is standard if and only if
If and only if
In logic and related fields such as mathematics and philosophy, if and only if is a biconditional logical connective between statements....
it is isomorphic to the underlying Borel space of a Polish space
Polish space
In the mathematical discipline of general topology, a Polish space is a separable completely metrizable topological space; that is, a space homeomorphic to a complete metric space that has a countable dense subset. Polish spaces are so named because they were first extensively studied by Polish...
. Given a countably additive measure μ on X, a measurable set is one that differs from a Borel set by a null set
Null set
In mathematics, a null set is a set that is negligible in some sense. For different applications, the meaning of "negligible" varies. In measure theory, any set of measure 0 is called a null set...
. The measure μ on X is a standard measure if and only if there is a null set E such that its complement X − E is a standard Borel space. All measures considered here are σ-finite.
Definition. Let X be a Borel space equipped with a countably additive measure μ. A measurable family of Hilbert spaces on (X, μ) is a family {Hx}x∈ X, which is locally equivalent to a trivial family in the following sense: There is a countable partition
by measurable subsets of X such that
where Hn is the canonical n-dimensional Hilbert space, that is
A cross-section of {Hx}x∈ X is a family {sx}x ∈ X such that sx ∈ Hx for all x ∈ X. A cross-section is measurable if and only if
If and only if
In logic and related fields such as mathematics and philosophy, if and only if is a biconditional logical connective between statements....
its restriction to each partition element Xn is measurable. We will identify measurable cross-sections s, t that are equal almost everywhere
Almost everywhere
In measure theory , a property holds almost everywhere if the set of elements for which the property does not hold is a null set, that is, a set of measure zero . In cases where the measure is not complete, it is sufficient that the set is contained within a set of measure zero...
. Given a measurable family of Hilbert spaces
consists of equivalence classes (with respect to almost everywhere equality) of measurable square integrable cross-sections of {Hx}x∈ X. This is a Hilbert space under the inner product
Given the local nature of our definition, many definitions applicable to single Hilbert spaces apply to measurable families of Hilbert spaces as well.
Remark. This definition is apparently more restrictive than the one given by von Neumann and discussed in Dixmier's classic treatise on von Neumann algebras. In this definition the Hilbert space fibers Hx are allowed to vary from point to point without having a local triviality requirement (local in a measure-theoretic sense). One of the main theorems of the von Neumann theory is to show that in fact the more general definition can be reduced to the simpler one given here.
Note that the direct integral of a measurable family of Hilbert spaces depends only on the measure class of the measure μ; more precisely:
Theorem. Suppose μ, ν are σ-finite countably additive measures on X that have the same sets of measure 0. Then the mapping
is a unitary operator
Example
Technically the simplest examples are when X is a countable set and μ is a discrete measure. Throughout the article, we will consider the following running example in which X = N and μ is counting measure on N. In this case any sequence {Hk} of separable Hilbert spaces can be considered as a measurable family. MoreoverDecomposable operators
In our running example, any bounded linear operator T on
is given by an infinite matrix
Let us consider operators that are block diagonal, that is all entries off the diagonal are zero. We call these operators decomposable. These operators can be characterized as those that commute with diagonal matrices:
We now proceed to the general definition: A family of bounded operators {Tx}x∈ X with Tx ∈ L(Hx) is said to be strongly measurable if and only if its restriction to each Xn is strongly measurable. This makes sense because Hx is constant on Xn.
Measurable families of operators with an essentially bounded norm, that is
define bounded linear operators
acting in a pointwise fashion, that is
Such operators are said to be decomposable.
Examples of decomposable operators are those defined by scalar-valued (i.e. C-valued) measurable functions λ on X. In fact,
Theorem. The mapping
given by
is an involutive algebraic isomorphism onto its image.
For this reason we will identify L∞μ(X) with the image of φ.
Theorem Decomposable operators are precisely those that are in the operator commutant of the abelian algebra L∞μ(X).
Decomposition of Abelian von Neumann algebras
The spectral theorem has many variants. A particularly powerful version is as follows:Theorem. For any Abelian von Neumann algebra A on a separable Hilbert space H, there is a standard Borel space X and a measure μ on X such that it is unitarily equivalent as an operator algebra to L∞μ(X) acting on a direct integral of Hilbert spaces
To assert A is unitarily equivalent to L∞μ(X) as an operator algebra means that there is a unitary
such that U A U* is the algebra of diagonal operators L∞μ(X). Note that this asserts more than just the algebraic equivalence of A with the algebra of diagonal operators.
This version however does not explicitly state how the underlying standard Borel space X is obtained. There is a uniqueness result for the above decomposition.
Theorem. If the Abelian von Neumann algebra A is unitarily equivalent to both L∞μ(X) and L∞ν(Y) acting on the direct integral spaces
and μ, ν are standard measures, then there is a Borel isomorphism
where E, F are null sets such that
φ is a measure class isomorphism, that is φ and its inverse preserve sets of measure 0.
This previous two theorems provide the complete classification of Abelian von Neumann algebras on separable Hilbert spaces. Note that this classification actually takes into account the realization of the von Neumann algebra as an algebra of operators. If we only consider the underlying von Neumann algebra independently of its realization as a von Neumann algebra, then its structure is determined by very simple measure-theoretic invariants.
Direct integrals of von Neumann algebras
Let {Hx}x ∈ X be a measurable family of Hilbert spaces. A family of von Neumann algebras {Ax}x ∈ Xwith
is measurable if and only if
If and only if
In logic and related fields such as mathematics and philosophy, if and only if is a biconditional logical connective between statements....
there is a countable set D of measurable operator families that pointwise generate {Ax} x ∈ Xas a von Neumann algebra in the following sense: For almost all x ∈ X,
where W*(S) denotes the von Neumann algebra generated by the set S. If {Ax}x ∈ X is a measurable family of von Neumann algebras, the direct integral of von Neumann algebras
consists of all operators of the form
for Tx ∈ Ax.
One of the main theorems of von Neumann and Murray in their original series of papers is a proof of the decomposition theorem: Any von Neumann algebra is a direct integral of factors. We state this precisely below.
Theorem. If {Ax}x ∈ X is a measurable family of von Neumann algebras and μ is standard, then the family of operator commutants is also measurable and
Central decomposition
Suppose A is a von Neumann algebra. let Z(A) be the centerCenter (algebra)
The term center or centre is used in various contexts in abstract algebra to denote the set of all those elements that commute with all other elements. It is often denoted Z, from German Zentrum, meaning "center". More specifically:...
of A, that is the set of operators in A that commute with all operators A, that is
Z(A) is an Abelian von Neumann algebra.
Example. The center of L(H) is 1-dimensional. In general, if A is a von Neumann algebra, if the center is 1 dimensional we say A is a factor.
Now suppose A is a von Neumann algebra whose center contains a sequence of minimal pairwise orthogonal non-zero projections {Ei}i ∈ N such that
Then A Ei is a von Neumann algebra on the range Hi of Ei. It is easy to see A Ei is a factor. Thus in this special case
represents A as a direct sum of factors. This is a special case of the central decomposition theorem of von Neumann.
In general, we can apply the structure theorem of Abelian von Neumann algebras that represents Z(A) as an algebra of scalar diagonal operators. In any such representation, all the operators in A are decomposable operators. In fact, we can use this to prove the basic result of von Neumann that any von Neumann algebra admits a decomposition into factors.
Theorem. Suppose
is a direct integral decomposition of H and A is a von Neumann algebra on H so that Z(A) is represented by the algebra of scalar diagonal operators L∞μ(X) where X is a standard Borel space. Then
where for almost all x ∈ X, Ax is a von Neumann algebra that is a factor.
Measurable families of representations
If A is a separable C*-algebra, we can consider measurable families of non-degenerate *-representations of A; recall that in case A has a unit, non-degeneracy is equivalent to unit-preserving. By the general correspondence that exists between strongly continuous unitary representations of a locally compact group G and non-degenerate *-representations of the groups C*-algebra C*(G), the theory for C*-algebras immediately provides a decomposition theory for representations of separable locally compact groups.Theorem. Let A be a separable C*-algebra and π a non-degenerate involutive representation of A on a separable Hilbert space H. Let W*(π) be the von Neumann algebra generated by the operators π(a) for a ∈ A. Then corresponding to any central decomposition of W*(π) over a standard measure space (X, μ) (which as stated is unique in a measure theoretic sense), there is a measurable family of factor representations
of A such that
Moreover, there is a subset N of X with μ measure zero, such that πx, πy are disjoint whenever x, y ∈ X − N, where representations are said to be disjoint if and only if there are no intertwining operators between them.
One can show that the direct integral can be indexed on the so-called quasi-spectrum Q of A, consisting of quasi-equivalence classes of factor representations of A.
Thus there is a standard measure μ on Q and a measurable family of factor representations indexed on Q such that πx belongs to the class of x. This decomposition is essentially unique. This result is fundamental in the theory of group representations.