Direct integral

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 functions

${\displaystyle L_{\mu }^{2}(X,H).}$

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; all Polish spaces of a given cardinality are isomorphic to each other (as Borel spaces). 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 {H_x}_{x∈ X}, which is locally equivalent to a trivial family in the following sense: There is a countable partition

${\displaystyle \{X_{n}\}_{1\leq n\leq \omega }}$

by measurable subsets of X such that

${\displaystyle H_{x}=\mathbf {H} _{n}\quad x\in X_{n}}$

where H_n is the canonical n-dimensional Hilbert space, that is

${\displaystyle \mathbf {H} _{n}=\left\{{\begin{matrix}\mathbb {C} ^{n}&{\mbox{ if }}n<\omega \\\ell ^{2}&{\mbox{ if }}n=\omega \end{matrix}}\right.}$

A cross-section of {H_x}_{x∈ X} is a family {s_x}_{x ∈ X} such that s_x ∈ H_x for all x ∈ X. A cross-section is measurable if and only if its restriction to each partition element X_n is measurable. We will identify measurable cross-sections s, t that are equal almost everywhere. Given a measurable family of Hilbert spaces, the direct integral

${\displaystyle \int _{X}^{\oplus }H_{x}\,\mathrm {d} \mu (x)}$

consists of equivalence classes (with respect to almost everywhere equality) of measurable square integrable cross-sections of {H_x}_{x∈ X}. This is a Hilbert space under the inner product

${\displaystyle \langle s|t\rangle =\int _{X}\langle s(x)|t(x)\rangle \,\mathrm {d} \mu (x)}$

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 the more general definition, the Hilbert space fibers H_x 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

${\displaystyle s\mapsto \left({\frac {\mathrm {d} \mu }{\mathrm {d} \nu }}\right)^{1/2}s}$

is a unitary operator

${\displaystyle \int _{X}^{\oplus }H_{x}\,\mathrm {d} \mu (x)\rightarrow \int _{X}^{\oplus }H_{x}\,\mathrm {d} \nu (x).}$

In our running example, any bounded linear operator T on

${\displaystyle H=\bigoplus _{k\in \mathbb {N} }H_{k}}$

is given by an infinite matrix

${\displaystyle {\begin{bmatrix}T_{11}&T_{12}&\cdots &T_{1n}&\cdots \\T_{21}&T_{22}&\cdots &T_{2n}&\cdots \\\vdots &\vdots &\ddots &\vdots &\cdots \\T_{n1}&T_{n2}&\cdots &T_{nn}&\cdots \\\vdots &\vdots &\cdots &\vdots &\ddots \end{bmatrix}}.}$

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:

${\displaystyle {\begin{bmatrix}\lambda _{1}&0&\cdots &0&\cdots \\0&\lambda _{2}&\cdots &0&\cdots \\\vdots &\vdots &\ddots &\vdots &\cdots \\0&0&\cdots &\lambda _{n}&\cdots \\\vdots &\vdots &\cdots &\vdots &\ddots \end{bmatrix}}.}$

We now proceed to the general definition: A family of bounded operators {T_x}_{x∈ X} with T_x ∈ L(H_x) is said to be strongly measurable if and only if its restriction to each X_n is strongly measurable. This makes sense because H_x is constant on X_n.

Measurable families of operators with an essentially bounded norm, that is

${\displaystyle \operatorname {ess-sup} _{x\in X}\|T_{x}\|<\infty }$

define bounded linear operators

${\displaystyle \int _{X}^{\oplus }\ T_{x}d\mu (x)\in \operatorname {L} {\bigg (}\int _{X}^{\oplus }H_{x}\ d\mu (x){\bigg )}}$

acting in a pointwise fashion, that is

${\displaystyle {\bigg [}\int _{X}^{\oplus }\ T_{x}d\mu (x){\bigg ]}{\bigg (}\int _{X}^{\oplus }\ s_{x}d\mu (x){\bigg )}=\int _{X}^{\oplus }\ T_{x}(s_{x})d\mu (x).}$

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

${\displaystyle \phi :L_{\mu }^{\infty }(X)\rightarrow \operatorname {L} {\bigg (}\int _{X}^{\oplus }H_{x}\ d\mu (x){\bigg )}}$

given by

${\displaystyle \lambda \mapsto \int _{X}^{\oplus }\ \lambda _{x}d\mu (x)}$

is an involutive algebraic isomorphism onto its image.

For this reason we will identify L^∞_μ(X) with the image of φ.

Theorem[1] Decomposable operators are precisely those that are in the operator commutant of the abelian algebra L^∞_μ(X).

Let {H_x}_{x ∈ X} be a measurable family of Hilbert spaces. A family of von Neumann algebras {A_x}_{x ∈ X} with

${\displaystyle A_{x}\subseteq \operatorname {L} (H_{x})}$

is measurable if and only if there is a countable set D of measurable operator families that pointwise generate {A_x} _{x ∈ X} as a von Neumann algebra in the following sense: For almost all x ∈ X,

${\displaystyle \operatorname {W^{*}} (\{S_{x}:S\in D\})=A_{x}}$

where W*(S) denotes the von Neumann algebra generated by the set S. If {A_x}_{x ∈ X} is a measurable family of von Neumann algebras, the direct integral of von Neumann algebras

${\displaystyle \int _{X}^{\oplus }A_{x}d\mu (x)}$

consists of all operators of the form

${\displaystyle \int _{X}^{\oplus }T_{x}d\mu (x)}$

for T_x ∈ A_x.

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 {A_x}_{x ∈ X} is a measurable family of von Neumann algebras and μ is standard, then the family of operator commutants is also measurable and

${\displaystyle {\bigg [}\int _{X}^{\oplus }A_{x}d\mu (x){\bigg ]}'=\int _{X}^{\oplus }A'_{x}d\mu (x).}$

Suppose A is a von Neumann algebra. let Z(A) be the center of A, that is the set of operators in A that commute with all operators A, that is

${\displaystyle \mathbf {Z} (A)=A\cap A'}$

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 {E_i}_{i ∈ N} such that

${\displaystyle 1=\sum _{i\in \mathbb {N} }E_{i}}$

Then A E_i is a von Neumann algebra on the range H_i of E_i. It is easy to see A E_i is a factor. Thus in this special case

${\displaystyle A=\bigoplus _{i\in \mathbb {N} }AE_{i}}$

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

${\displaystyle H=\int _{X}^{\oplus }H_{x}d\mu (x)}$

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

${\displaystyle \mathbf {A} =\int _{X}^{\oplus }A_{x}d\mu (x)}$

where for almost all x ∈ X, A_x is a von Neumann algebra that is a factor.

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

${\displaystyle \{\pi _{x}\}_{x\in X}}$

of A such that

${\displaystyle \pi (a)=\int _{X}^{\oplus }\pi _{x}(a)d\mu (x),\quad \forall a\in A.}$

Moreover, there is a subset N of X with μ measure zero, such that π_x, π_y 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 π_x belongs to the class of x. This decomposition is essentially unique. This result is fundamental in the theory of group representations.

• J. Dixmier, Von Neumann algebras, ISBN 0-444-86308-7
• J. Dixmier, C* algebras ISBN 0-7204-0762-1
• G. W. Mackey, The Theory of Unitary Group Representations, The University of Chicago Press, 1976.
• J. von Neumann, On Rings of Operators. Reduction Theory The Annals of Mathematics 2nd Ser., Vol. 50, No. 2 (Apr., 1949), pp. 401–485.
• Masamichi Takesaki Theory of Operator Algebras I,II,III", encyclopedia of mathematical sciences, Springer-Verlag, 2001–2003 (the first volume was published 1979 in 1. Edition) ISBN 3-540-42248-X