Decomposable operators and the diagonal algebra

Written by Claude Opus 5.5 (Anthropic), September 2026. Self-checked by the writing AI. Original text: CC0 1.0.

A direct integral of Hilbert spaces carries two natural algebras of operators. A diagonal operator multiplies each fibre by a scalar that depends measurably on the point. A decomposable operator acts on each fibre by a bounded operator that depends measurably on the point. Every decomposable operator commutes with every diagonal operator. The main result of this lesson is the converse: a bounded operator that commutes with every diagonal operator is decomposable (Theorem 5.1). The standard consequences follow. The diagonal algebra and the decomposable algebra are von Neumann algebras, each is the commutant of the other, and the diagonal algebra is the centre of the decomposable one (Theorem 7.1).

In the simplest case the theorem is elementary. When the base is countable and every point has positive mass, the direct integral is an orthogonal direct sum of the fibres, and the projections onto the summands are diagonal operators. An operator that commutes with these projections maps each summand into itself, so it acts fibre by fibre (Example 9.1). In general, single points may have measure zero, and an operator on the direct integral only gives integrated information. The work is to recover operators on the fibres at almost every point from that information, making only countably many choices. These results are the starting point of reduction theory, which writes a von Neumann algebra as a direct integral over a measure space.

We assume the lesson Measurable fields of Hilbert spaces and their direct integrals and keep its notation; Section 1 recalls what we use from it. We also assume basic measure theory and Hilbert space theory. The few standard facts used without proof are listed at the end. The base is an arbitrary σ\sigma-finite measure space, and the fibres are separable.

A basic reference is [Takesaki I]; [Blackadar] gives a short survey. Direct integrals of Hilbert spaces and decomposable operators were introduced in von Neumann's reduction theory (1949); see [Blackadar, Section III.1.6].

1. Setting and notation

Throughout, (Γ,Σ,μ)(\Gamma,\Sigma,\mu) is a σ\sigma-finite measure space, and measurable means Σ\Sigma-measurable. We assume nothing about completeness of μ\mu, standardness of (Γ,Σ)(\Gamma,\Sigma) or countability properties of Σ\Sigma.

Measurable fields. Over this base, (H(γ)),M(H(\gamma)),\mathfrak M is a measurable field of Hilbert spaces. So M\mathfrak M is a vector space of sections γ↦ξ(γ)∈H(γ)\gamma\mapsto\xi(\gamma)\in H(\gamma), called measurable sections, with three properties. The norm function γ↦∥ξ(γ)∥\gamma\mapsto\|\xi(\gamma)\| of every ξ∈M\xi\in\mathfrak M is measurable. A section η\eta belongs to M\mathfrak M whenever γ↦⟨η(γ),ξ(γ)⟩\gamma\mapsto\langle\eta(\gamma),\xi(\gamma)\rangle is measurable for every ξ∈M\xi\in\mathfrak M. And some sequence in M\mathfrak M is fundamental: at every point, its values span a dense subspace of the fibre. In particular every fibre is separable. Inner products are linear in the first variable. For sections ξ,η\xi,\eta we write ⟨ξ,η⟩\langle\xi,\eta\rangle for the function γ↦⟨ξ(γ),η(γ)⟩\gamma\mapsto\langle\xi(\gamma),\eta(\gamma)\rangle. We use the basic closure properties of M\mathfrak M: inner products of measurable sections are measurable functions; fξ∈Mf\xi\in\mathfrak M whenever ff is a measurable function and ξ∈M\xi\in\mathfrak M; pointwise limits of measurable sections are measurable; and measurable sections can be glued along a countable measurable partition of Γ\Gamma.

We write H=∫Γ⊕H(γ) dμ(γ) \mathcal H=\int_\Gamma^\oplus H(\gamma)\,d\mu(\gamma) for the direct integral. Let L2\mathcal L^2 be the space of measurable sections ξ\xi with ∫Γ∥ξ(γ)∥2 dμ(γ)<∞\int_\Gamma\|\xi(\gamma)\|^2\,d\mu(\gamma)<\infty. Then H\mathcal H is L2\mathcal L^2 modulo equality almost everywhere, with the inner product ∫Γ⟨ξ(γ),η(γ)⟩ dμ(γ)\int_\Gamma\langle\xi(\gamma),\eta(\gamma)\rangle\,d\mu(\gamma).

An orthonormal fundamental sequence. Throughout, (ek)k≥1(e_k)_{k\geq1} is an orthonormal fundamental sequence, and n(γ)=dim⁡H(γ)n(\gamma)=\dim H(\gamma). This means that ek(γ)≠0e_k(\gamma)\neq0 exactly when k≤n(γ)k\leq n(\gamma), and that the nonzero ek(γ)e_k(\gamma) form an orthonormal basis of H(γ)H(\gamma). The dimension function nn is measurable. The sets Γd={n=d}\Gamma_d=\{n=d\}, for d∈{0,1,2,…,∞}d\in\{0,1,2,\ldots,\infty\}, are the dimension strata; they form a countable measurable partition of Γ\Gamma. For a finitely supported complex sequence q=(q1,q2,…)q=(q_1,q_2,\ldots) we put vq=∑lqlelv_q=\sum_lq_le_l. This is a finite sum, so vq∈Mv_q\in\mathfrak M. Since the nonzero el(γ)e_l(\gamma) are orthonormal and the others vanish, ∥vq(γ)∥2=∑l≤n(γ)∣ql∣2\|v_q(\gamma)\|^2=\sum_{l\leq n(\gamma)}|q_l|^2. We write Q\mathcal Q for the countable set of finitely supported sequences with Gaussian-rational entries.

Diagonal operators. For a bounded measurable function ff, the diagonal operator mfm_f is multiplication by ff: (mfξ)(γ)=f(γ)ξ(γ)(m_f\xi)(\gamma)=f(\gamma)\xi(\gamma). It depends only on the class of ff in L∞(Γ,μ)L^\infty(\Gamma,\mu), and ∥mf∥≤∥f∥∞\|m_f\|\leq\|f\|_\infty. The map f↦mff\mapsto m_f is a unital ∗*-homomorphism: mfg=mfmgm_{fg}=m_fm_g, mfˉ=mf∗m_{\bar f}=m_f^* and m1=1m_1=1.

Operator fields. A measurable field of bounded operators on (H(γ))(H(\gamma)) is a family x=(x(γ))x=(x(\gamma)) with x(γ)∈B(H(γ))x(\gamma)\in B(H(\gamma)) such that the section xξ:γ↦x(γ)ξ(γ)x\xi:\gamma\mapsto x(\gamma)\xi(\gamma) is measurable for every ξ∈M\xi\in\mathfrak M. Fields of operators between two measurable fields are defined in the same way. The norm function γ↦∥x(γ)∥\gamma\mapsto\|x(\gamma)\| of a measurable field is measurable. Sums, scalar multiples, composites and adjoints of measurable fields are measurable, and so are their products with measurable functions. Measurability can be tested on one fundamental sequence: xx is measurable as soon as xξj∈Mx\xi_j\in\mathfrak M for every member ξj\xi_j of a fundamental sequence.

Decomposable operators. If the norm function of xx is essentially bounded, then xx acts on H\mathcal H by (xξ)(γ)=x(γ)ξ(γ)(x\xi)(\gamma)=x(\gamma)\xi(\gamma). This bounded operator is written ∫⊕x=∫Γ⊕x(γ) dμ(γ)\int^\oplus x=\int_\Gamma^\oplus x(\gamma)\,d\mu(\gamma), and operators of this form are called decomposable. We use four facts about them.

Commutants. For a set S⊆B(H)\mathcal S\subseteq B(\mathcal H), its commutant S′\mathcal S' is the set of bounded operators that commute with every element of S\mathcal S. A von Neumann algebra on H\mathcal H is a ∗*-subalgebra M⊆B(H)M\subseteq B(\mathcal H) with M′′=MM''=M.

Lemma 1.1. Let S⊆B(H)\mathcal S\subseteq B(\mathcal H) be closed under adjoints. Then S′\mathcal S' is a ∗*-subalgebra of B(H)B(\mathcal H) that contains 11 and is closed in the weak operator topology. In particular, every von Neumann algebra is weakly closed.

Proof. Clearly S′\mathcal S' is a subalgebra that contains 11. Let T∈S′T\in\mathcal S' and y∈Sy\in\mathcal S. Since y∗∈Sy^*\in\mathcal S, we have Ty∗=y∗TTy^*=y^*T, and taking adjoints gives yT∗=T∗yyT^*=T^*y. So T∗∈S′T^*\in\mathcal S'. Next, Ty=yTTy=yT holds exactly when ⟨T(yξ),η⟩=⟨Tξ,y∗η⟩\langle T(y\xi),\eta\rangle=\langle T\xi,y^*\eta\rangle for all ξ,η∈H\xi,\eta\in\mathcal H. Both sides are weakly continuous functions of TT, so S′\mathcal S' is weakly closed. Finally, let MM be a von Neumann algebra. Applying what we proved to S=M\mathcal S=M shows that M′M' is closed under adjoints. Applying it to S=M′\mathcal S=M' shows that M=(M′)′M=(M')' is weakly closed. □\square

We never need the bicommutant theorem.

2. The diagonal algebra and the decomposable algebra

Definition 2.1. The diagonal algebra is A={mf: f∈L∞(Γ,μ)}\mathcal A=\{m_f:\ f\in L^\infty(\Gamma,\mu)\}. The decomposable algebra D\mathcal D is the set of decomposable operators ∫⊕x\int^\oplus x on H\mathcal H. Here xx runs over the measurable fields of bounded operators on (H(γ))(H(\gamma)) whose norm function γ↦∥x(γ)∥\gamma\mapsto\|x(\gamma)\| is essentially bounded.

Proposition 2.2.

  1. A\mathcal A is a commutative ∗*-subalgebra of B(H)B(\mathcal H), and D\mathcal D is a ∗*-subalgebra. Both contain 11.
  2. mf=∫⊕f(γ)1H(γ) dμ(γ)m_f=\int^\oplus f(\gamma)1_{H(\gamma)}\,d\mu(\gamma). Hence A⊆D\mathcal A\subseteq\mathcal D and A⊆D′\mathcal A\subseteq\mathcal D'.
  3. (Scalar fields) Let xx be a measurable field with essentially bounded norm, and suppose that x(γ)x(\gamma) is a multiple of 1H(γ)1_{H(\gamma)} for almost every γ\gamma. Then ∫⊕x=mc\int^\oplus x=m_c with c=⟨xe1,e1⟩c=\langle xe_1,e_1\rangle. So the decomposable operators with scalar fibres are exactly the diagonal operators mfm_f.
  4. ∥mf∥=ess sup⁡{n≥1}∣f∣\|m_f\|=\operatorname*{ess\,sup}_{\{n\geq1\}}|f|. In particular mf=0m_f=0 if and only if f=0f=0 almost everywhere on {n≥1}\{n\geq1\}. Extend each g∈L∞({n≥1},μ)g\in L^\infty(\{n\geq1\},\mu) by 00 to a function g~\tilde g on Γ\Gamma. Then g↦mg~g\mapsto m_{\tilde g} is an isometric ∗*-isomorphism of L∞({n≥1},μ)L^\infty(\{n\geq1\},\mu) onto A\mathcal A.
  5. (Matrix units) For k,l≥1k,l\geq1, put ekl(γ)v=⟨v,el(γ)⟩ek(γ)e_{kl}(\gamma)v=\langle v,e_l(\gamma)\rangle e_k(\gamma). This is a measurable field with ∥ekl(γ)∥≤1\|e_{kl}(\gamma)\|\leq1 and ekl(γ)∗=elk(γ)e_{kl}(\gamma)^*=e_{lk}(\gamma). We write Ekl=∫⊕ekl∈DE_{kl}=\int^\oplus e_{kl}\in\mathcal D.

Proof. (1) The map f↦mff\mapsto m_f is a unital ∗*-homomorphism defined on the commutative algebra L∞(Γ,μ)L^\infty(\Gamma,\mu). So its image A\mathcal A is a commutative ∗*-subalgebra of B(H)B(\mathcal H) that contains m1=1m_1=1. Sums, scalar multiples, composites and adjoints of measurable fields are measurable, and their norm functions stay essentially bounded. Since x↦∫⊕xx\mapsto\int^\oplus x is linear and multiplicative and (∫⊕x)∗=∫⊕x∗(\int^\oplus x)^*=\int^\oplus x^*, the set D\mathcal D is a ∗*-subalgebra. It contains 11, the operator of the identity field.

(2) The field f1=(f(γ)1H(γ))f1=(f(\gamma)1_{H(\gamma)}) is measurable: for ξ∈M\xi\in\mathfrak M, the section (f1)ξ=fξ(f1)\xi=f\xi is measurable, because measurable sections are closed under multiplication by measurable functions (measurable fields). Its norm function is ∣f∣ 1{n≥1}|f|\,1_{\{n\geq1\}}, which is essentially bounded. The two operators mfm_f and ∫⊕f1\int^\oplus f1 agree on every vector by definition. So A⊆D\mathcal A\subseteq\mathcal D. Since decomposable operators commute with diagonal operators, every mfm_f commutes with D\mathcal D, that is, A⊆D′\mathcal A\subseteq\mathcal D'.

(3) Since xe1∈Mxe_1\in\mathfrak M, the function cc is measurable, because inner products of measurable sections are measurable. As ∥e1(γ)∥≤1\|e_1(\gamma)\|\leq1, we have ∣c(γ)∣≤∥x(γ)∥|c(\gamma)|\leq\|x(\gamma)\|, so cc is essentially bounded. If x(γ)=a1x(\gamma)=a1 and n(γ)≥1n(\gamma)\geq1, then c(γ)=a⟨e1(γ),e1(γ)⟩=ac(\gamma)=a\langle e_1(\gamma),e_1(\gamma)\rangle=a. If n(γ)=0n(\gamma)=0, then x(γ)x(\gamma) and c(γ)1c(\gamma)1 are both the zero operator on the zero space. So x(γ)=c(γ)1H(γ)x(\gamma)=c(\gamma)1_{H(\gamma)} for almost every γ\gamma. Fields that agree almost everywhere define the same operator, so (2) gives ∫⊕x=∫⊕c1=mc\int^\oplus x=\int^\oplus c1=m_c. Conversely, every mfm_f is decomposable with scalar fibres, by (2).

(4) Apply the norm formula to the field f1f1 of (2). Its norm function is ∣f∣ 1{n≥1}|f|\,1_{\{n\geq1\}}, so ∥mf∥=ess sup⁡{n≥1}∣f∣\|m_f\|=\operatorname*{ess\,sup}_{\{n\geq1\}}|f|, and mf=0m_f=0 exactly when f=0f=0 almost everywhere on {n≥1}\{n\geq1\}. Every section vanishes on {n=0}\{n=0\}, where the fibres are zero, so mf=mf1{n≥1}m_f=m_{f1_{\{n\geq1\}}}. Moreover f1{n≥1}=g~f1_{\{n\geq1\}}=\tilde g for the restriction gg of ff to {n≥1}\{n\geq1\}. So the map g↦mg~g\mapsto m_{\tilde g} is onto A\mathcal A. It is a ∗*-homomorphism, because f↦mff\mapsto m_f is one and extension by 00 respects products and complex conjugation. It is unital, because m1{n≥1}=m1=1m_{1_{\{n\geq1\}}}=m_1=1. It is isometric by the norm formula, since ∥mg~∥=ess sup⁡{n≥1}∣g∣=∥g∥∞\|m_{\tilde g}\|=\operatorname*{ess\,sup}_{\{n\geq1\}}|g|=\|g\|_\infty.

(5) For ξ∈M\xi\in\mathfrak M, the section eklξ=⟨ξ,el⟩eke_{kl}\xi=\langle\xi,e_l\rangle e_k is measurable: the function ⟨ξ,el⟩\langle\xi,e_l\rangle is measurable, and multiplying the measurable section eke_k by a measurable function gives a measurable section (measurable fields). A rank-one operator v↦⟨v,b⟩av\mapsto\langle v,b\rangle a has norm ∥a∥ ∥b∥\|a\|\,\|b\|, so ∥ekl(γ)∥=∥ek(γ)∥ ∥el(γ)∥≤1\|e_{kl}(\gamma)\|=\|e_k(\gamma)\|\,\|e_l(\gamma)\|\leq1. Finally ⟨eklv,v′⟩=⟨v,el⟩⟨ek,v′⟩=⟨v,elkv′⟩\langle e_{kl}v,v'\rangle=\langle v,e_l\rangle\langle e_k,v'\rangle=\langle v,e_{lk}v'\rangle, so ekl(γ)∗=elk(γ)e_{kl}(\gamma)^*=e_{lk}(\gamma). □\square

3. Test vectors and coefficient densities

This section and the next prepare the proof of Theorem 5.1. Let TT commute with the diagonal algebra. Its matrix coefficients ⟨Tmf ⋅,⋅⟩\langle Tm_f\,\cdot,\cdot\rangle, as functions of ff, are integrals against ff. Their densities will be the matrix entries of the fibre operators.

Lemma 3.1. Let T∈A′T\in\mathcal A'.

  1. (Weight) There is a measurable w:Γ→(0,1]w:\Gamma\to(0,1] with ∫Γw dμ<∞\int_\Gamma w\,d\mu<\infty. Fix one, and put λ(B)=∫Bw dμ\lambda(B)=\int_Bw\,d\mu for B∈ΣB\in\Sigma. Then λ\lambda is a finite measure with the same null sets as μ\mu.
  2. (Test vectors) The sections e~k=w1/2ek\tilde e_k=w^{1/2}e_k lie in L2\mathcal L^2. The vectors mfe~km_f\tilde e_k, for bounded measurable ff and k≥1k\geq1, span a dense subspace of H\mathcal H.
  3. (Densities) For all k,l≥1k,l\geq1 there is a measurable, λ\lambda-integrable function tklt_{kl} that vanishes at every point of {n<max⁡(k,l)}\{n<\max(k,l)\} and satisfies ⟨Tmfe~l,e~k⟩=∫Γf tkl dλfor every bounded measurable f.(3.1) \langle Tm_f\tilde e_l,\tilde e_k\rangle=\int_\Gamma f\,t_{kl}\,d\lambda \qquad\text{for every bounded measurable }f. \tag{3.1}

Proof. (1) Since μ\mu is σ\sigma-finite, Γ\Gamma is a disjoint union of measurable sets F1,F2,…F_1,F_2,\ldots of finite measure. Put w=∑j2−j(1+μ(Fj))−11Fjw=\sum_j2^{-j}(1+\mu(F_j))^{-1}1_{F_j}. Each point lies in exactly one FjF_j, so 0<w≤120<w\leq\tfrac12. Also ∫w dμ=∑j2−jμ(Fj)(1+μ(Fj))−1≤∑j2−j=1\int w\,d\mu=\sum_j2^{-j}\mu(F_j)(1+\mu(F_j))^{-1}\leq\sum_j2^{-j}=1. Since w>0w>0 everywhere, λ(B)=0\lambda(B)=0 exactly when μ(B)=0\mu(B)=0.

(2) The section e~k\tilde e_k is measurable, since w1/2w^{1/2} is a measurable function. Moreover ∥e~k(γ)∥2≤w(γ)\|\tilde e_k(\gamma)\|^2\leq w(\gamma), which is integrable, so e~k∈L2\tilde e_k\in\mathcal L^2. Now let η∈H\eta\in\mathcal H be orthogonal to every mfe~km_f\tilde e_k. Put gk=w1/2⟨ek,η⟩g_k=w^{1/2}\langle e_k,\eta\rangle. It is measurable, and ∣gk∣≤w1/2∥η(⋅)∥|g_k|\leq w^{1/2}\|\eta(\cdot)\|. The right side is integrable by the Cauchy–Schwarz inequality in L2(Γ,μ)L^2(\Gamma,\mu), since w1/2w^{1/2} and ∥η(⋅)∥\|\eta(\cdot)\| are square integrable. The hypothesis says that ∫fgk dμ=⟨mfe~k,η⟩=0\int fg_k\,d\mu=\langle m_f\tilde e_k,\eta\rangle=0 for every bounded measurable ff. Take f=gk‾/∣gk∣f=\overline{g_k}/|g_k| on {gk≠0}\{g_k\neq0\} and f=0f=0 elsewhere. Then ∫∣gk∣ dμ=0\int|g_k|\,d\mu=0, so gk=0g_k=0 almost everywhere. As w>0w>0, ⟨ek(γ),η(γ)⟩=0\langle e_k(\gamma),\eta(\gamma)\rangle=0 for almost every γ\gamma. Discarding one null set for each kk, we find that at almost every γ\gamma the vector η(γ)\eta(\gamma) is orthogonal to all ek(γ)e_k(\gamma). These vectors contain an orthonormal basis of H(γ)H(\gamma), so η(γ)=0\eta(\gamma)=0 almost everywhere, and η=0\eta=0. Hence the vectors mfe~km_f\tilde e_k span a dense subspace.

(3) Fix k,lk,l. For B∈ΣB\in\Sigma put νkl(B)=⟨Tm1Be~l,e~k⟩\nu_{kl}(B)=\langle Tm_{1_B}\tilde e_l,\tilde e_k\rangle.

The vanishing clause is where the dimension strata enter. The coefficient tklt_{kl} lives only where both eke_k and ele_l are nonzero.

4. A pointwise bound

Lemma 4.1. Let T∈A′T\in\mathcal A', with tklt_{kl} as in Lemma 3.1(3). For finitely supported complex sequences p,qp,q, put τq,p=∑k,lpk‾ ql tkl, \tau_{q,p}=\sum_{k,l}\overline{p_k}\,q_l\,t_{kl}, a finite sum of measurable functions. Then ∣τq,p(γ)∣≤∥T∥ ∥vq(γ)∥ ∥vp(γ)∥for almost every γ.(4.1) |\tau_{q,p}(\gamma)|\leq\|T\|\,\|v_q(\gamma)\|\,\|v_p(\gamma)\|\qquad\text{for almost every }\gamma . \tag{4.1}

In the proof of Theorem 5.1, τq,p(γ)\tau_{q,p}(\gamma) becomes ⟨x(γ)vq(γ),vp(γ)⟩\langle x(\gamma)v_q(\gamma),v_p(\gamma)\rangle for the field xx that represents TT. So (4.1) is the bound ∥x(γ)∥≤∥T∥\|x(\gamma)\|\leq\|T\|, tested on one pair of vectors. The difficulty is that TT only gives integrated information. The proof localizes to the set where (4.1) fails, with weights chosen so that the two sides of the Cauchy–Schwarz bound can be compared pointwise.

Proof. Put r=∥vq(⋅)∥r=\|v_q(\cdot)\| and s=∥vp(⋅)∥s=\|v_p(\cdot)\|. These are bounded measurable functions. Note that w1/2vq=∑lqle~lw^{1/2}v_q=\sum_lq_l\tilde e_l, and similarly for pp.

Step 1: an integrated bound. Let g1,g2g_1,g_2 be bounded measurable functions. Since mg2∗=mg2‾m_{g_2}^*=m_{\overline{g_2}} commutes with TT, we have ⟨Tmg1a,mg2b⟩=⟨Tmg1g2‾a,b⟩\langle Tm_{g_1}a,m_{g_2}b\rangle=\langle Tm_{g_1\overline{g_2}}a,b\rangle for all vectors a,ba,b. Expanding w1/2vqw^{1/2}v_q and w1/2vpw^{1/2}v_p and applying (3.1) with f=g1g2‾f=g_1\overline{g_2} gives ⟨Tmg1(w1/2vq), mg2(w1/2vp)⟩=∑k,lpk‾ ql ⟨Tmg1g2‾e~l,e~k⟩=∫Γg1g2‾ τq,p dλ. \langle Tm_{g_1}(w^{1/2}v_q),\,m_{g_2}(w^{1/2}v_p)\rangle =\sum_{k,l}\overline{p_k}\,q_l\,\langle Tm_{g_1\overline{g_2}}\tilde e_l,\tilde e_k\rangle =\int_\Gamma g_1\overline{g_2}\,\tau_{q,p}\,d\lambda . Also ∥mg1(w1/2vq)∥2=∫∣g1∣2r2 dλ\|m_{g_1}(w^{1/2}v_q)\|^2=\int|g_1|^2r^2\,d\lambda and ∥mg2(w1/2vp)∥2=∫∣g2∣2s2 dλ\|m_{g_2}(w^{1/2}v_p)\|^2=\int|g_2|^2s^2\,d\lambda. Since ∣⟨Ta,b⟩∣≤∥T∥ ∥a∥ ∥b∥|\langle T a,b\rangle|\leq\|T\|\,\|a\|\,\|b\|, we get ∣∫Γg1g2‾ τq,p dλ∣≤∥T∥(∫Γ∣g1∣2r2 dλ)1/2(∫Γ∣g2∣2s2 dλ)1/2.(4.2) \Big|\int_\Gamma g_1\overline{g_2}\,\tau_{q,p}\,d\lambda\Big| \leq\|T\|\Big(\int_\Gamma|g_1|^2r^2\,d\lambda\Big)^{1/2}\Big(\int_\Gamma|g_2|^2s^2\,d\lambda\Big)^{1/2}. \tag{4.2}

Step 2: weights supported where (4.1) fails. Let B={∣τq,p∣>∥T∥rs}B=\{|\tau_{q,p}|>\|T\|rs\}. Let φ\varphi be the measurable function with ∣φ∣=1|\varphi|=1 and φ τq,p=∣τq,p∣\varphi\,\tau_{q,p}=|\tau_{q,p}|; take φ=1\varphi=1 where τq,p=0\tau_{q,p}=0. Choose g1=1Bsφg_1=1_Bs\varphi and g2=1Brg_2=1_Br. Then g1g2‾ τq,p=1B rs ∣τq,p∣g_1\overline{g_2}\,\tau_{q,p}=1_B\,rs\,|\tau_{q,p}|, so the left side of (4.2) is ∫Brs ∣τq,p∣ dλ\int_Brs\,|\tau_{q,p}|\,d\lambda. Both integrals on the right of (4.2) equal ∫Br2s2 dλ\int_Br^2s^2\,d\lambda, so the right side is ∥T∥∫Br2s2 dλ\|T\|\int_Br^2s^2\,d\lambda. Hence ∫Brs (∣τq,p∣−∥T∥rs) dλ≤0. \int_B rs\,\big(|\tau_{q,p}|-\|T\|rs\big)\,d\lambda\leq0 . On BB the integrand is ≥0\geq0, and its second factor is >0>0. So the integrand vanishes almost everywhere on BB, and therefore rs=0rs=0 almost everywhere on BB.

Step 3: τq,p\tau_{q,p} vanishes wherever rs=0rs=0. Suppose r(γ)=0r(\gamma)=0. Then ql=0q_l=0 for every l≤n(γ)l\leq n(\gamma), and for l>n(γ)l>n(\gamma) we have tkl(γ)=0t_{kl}(\gamma)=0 by Lemma 3.1(3). So every term of τq,p(γ)\tau_{q,p}(\gamma) is zero. The case s(γ)=0s(\gamma)=0 is the same, with kk in place of ll. On BB we have τq,p≠0\tau_{q,p}\neq0, so rs>0rs>0 at every point of BB. With Step 2, λ(B)=0\lambda(B)=0, so μ(B)=0\mu(B)=0. □\square

5. Decomposable means commuting with the diagonal algebra

Theorem 5.1 (Commutant of the diagonal algebra). A bounded operator TT on H\mathcal H commutes with every diagonal operator if and only if TT is decomposable. In that case T=∫⊕xT=\int^\oplus x for a measurable field xx with ∥x(γ)∥≤∥T∥\|x(\gamma)\|\leq\|T\| for every γ\gamma. Then ∥T∥=ess sup⁡γ∥x(γ)∥\|T\|=\operatorname*{ess\,sup}_\gamma\|x(\gamma)\|, and xx is unique up to equality almost everywhere.

Reference: [Takesaki I, Corollary IV.8.16]. For a constant fibre, [Takesaki I, Theorem IV.7.10] allows the fibre to be nonseparable but needs a locally compact base with a Radon measure; here the fibres are separable and the base is any σ\sigma-finite measure space.

Proof. If TT is decomposable, it commutes with every mfm_f, since decomposable operators commute with diagonal operators. Conversely, let T∈A′T\in\mathcal A'. Take ww, e~k\tilde e_k and tklt_{kl} from Lemma 3.1 and τq,p\tau_{q,p} from Lemma 4.1.

Step 1: one null set. For p,q∈Qp,q\in\mathcal Q, the set {∣τq,p∣>∥T∥ ∥vq∥ ∥vp∥}\{|\tau_{q,p}|>\|T\|\,\|v_q\|\,\|v_p\|\} is measurable, and it is null by Lemma 4.1. Let NN be the union of these countably many sets. It is a measurable null set.

Step 2: the fibre operators. Fix γ∉N\gamma\notin N. Let D(γ)D(\gamma) be the linear span of the ek(γ)e_k(\gamma) with k≤n(γ)k\leq n(\gamma); it is dense in H(γ)H(\gamma). Every v∈D(γ)v\in D(\gamma) is the finite sum ∑l≤n(γ)⟨v,el(γ)⟩el(γ)\sum_{l\leq n(\gamma)}\langle v,e_l(\gamma)\rangle e_l(\gamma). On D(γ)D(\gamma) define βγ(v,v′)=∑k,l≤n(γ)⟨v′,ek(γ)⟩‾ ⟨v,el(γ)⟩ tkl(γ), \beta_\gamma(v,v')=\sum_{k,l\leq n(\gamma)}\overline{\langle v',e_k(\gamma)\rangle}\,\langle v,e_l(\gamma)\rangle\,t_{kl}(\gamma), a finite sum. It is linear in vv and conjugate-linear in v′v'. Suppose all coordinates of vv and v′v' are Gaussian rationals. Then v=vq(γ)v=v_q(\gamma) and v′=vp(γ)v'=v_p(\gamma) for some p,q∈Qp,q\in\mathcal Q supported in {k≤n(γ)}\{k\leq n(\gamma)\}, and βγ(v,v′)=τq,p(γ)\beta_\gamma(v,v')=\tau_{q,p}(\gamma). As γ∉N\gamma\notin N, this gives ∣βγ(v,v′)∣≤∥T∥ ∥v∥ ∥v′∥|\beta_\gamma(v,v')|\leq\|T\|\,\|v\|\,\|v'\|. Now fix a finite m≤n(γ)m\leq n(\gamma). On the span of e1(γ),…,em(γ)e_1(\gamma),\ldots,e_m(\gamma), both sides of the inequality are continuous functions of the 2m2m coordinates. Gaussian-rational coordinates are dense, so the inequality holds on the whole span. Every pair of vectors of D(γ)D(\gamma) lies in such a span. Hence βγ\beta_\gamma is bounded by ∥T∥\|T\| on D(γ)D(\gamma). A bounded sesquilinear form on a dense subspace extends uniquely to the whole space with the same bound, and a bounded sesquilinear form on a Hilbert space is given by a unique bounded operator (see Background used without proof). So there is a unique x(γ)∈B(H(γ))x(\gamma)\in B(H(\gamma)) with ⟨x(γ)v,v′⟩=βγ(v,v′)\langle x(\gamma)v,v'\rangle=\beta_\gamma(v,v') for v,v′∈D(γ)v,v'\in D(\gamma), and ∥x(γ)∥≤∥T∥\|x(\gamma)\|\leq\|T\|. For γ∈N\gamma\in N, put x(γ)=0x(\gamma)=0.

Step 3: measurability. For all k,lk,l and every γ\gamma, ⟨x(γ)el(γ),ek(γ)⟩=1Γ∖N(γ) tkl(γ).(5.1) \langle x(\gamma)e_l(\gamma),e_k(\gamma)\rangle=1_{\Gamma\setminus N}(\gamma)\,t_{kl}(\gamma). \tag{5.1} Indeed, for γ∉N\gamma\notin N and k,l≤n(γ)k,l\leq n(\gamma) this is the definition of βγ\beta_\gamma. If k>n(γ)k>n(\gamma) or l>n(γ)l>n(\gamma), the left side is 00 because ek(γ)=0e_k(\gamma)=0 or el(γ)=0e_l(\gamma)=0, and tkl(γ)=0t_{kl}(\gamma)=0 by Lemma 3.1(3). For γ∈N\gamma\in N both sides are 00. The right side of (5.1) is measurable, because NN is measurable. A section is measurable as soon as its inner products with the members of one fundamental sequence are measurable (the testing criterion). Applied to the section xelxe_l and the fundamental sequence (ek)(e_k), this gives xel∈Mxe_l\in\mathfrak M for every ll. An operator field that maps every member of a fundamental sequence to a measurable section is measurable (testing operator fields). So xx is a measurable field.

Step 4: T=∫⊕xT=\int^\oplus x. Put X=∫⊕xX=\int^\oplus x. Since ∥x(γ)∥≤∥T∥\|x(\gamma)\|\leq\|T\| for every γ\gamma, the norm formula shows that XX is bounded with ∥X∥≤∥T∥\|X\|\leq\|T\|. For bounded measurable ff, (5.1), the fact that NN is null, and (3.1) give ⟨Xmfe~l,e~k⟩=∫Γf w ⟨xel,ek⟩ dμ=∫Γf tkl dλ=⟨Tmfe~l,e~k⟩. \langle Xm_f\tilde e_l,\tilde e_k\rangle=\int_\Gamma f\,w\,\langle xe_l,e_k\rangle\,d\mu=\int_\Gamma f\,t_{kl}\,d\lambda=\langle Tm_f\tilde e_l,\tilde e_k\rangle . Both XX and TT commute with every mgm_g: XX because it is decomposable, TT by hypothesis. So for bounded measurable f,gf,g, ⟨Xmfe~l,mge~k⟩=⟨Xmfgˉe~l,e~k⟩=⟨Tmfgˉe~l,e~k⟩=⟨Tmfe~l,mge~k⟩. \langle Xm_f\tilde e_l,m_g\tilde e_k\rangle=\langle Xm_{f\bar g}\tilde e_l,\tilde e_k\rangle=\langle Tm_{f\bar g}\tilde e_l,\tilde e_k\rangle=\langle Tm_f\tilde e_l,m_g\tilde e_k\rangle . By Lemma 3.1(2), the vectors mfe~lm_f\tilde e_l span a dense subspace. Sesquilinearity and continuity give ⟨Xξ,η⟩=⟨Tξ,η⟩\langle X\xi,\eta\rangle=\langle T\xi,\eta\rangle for all ξ,η\xi,\eta, so T=XT=X. The identity ∥T∥=ess sup⁡γ∥x(γ)∥\|T\|=\operatorname*{ess\,sup}_\gamma\|x(\gamma)\| is the norm formula. The field xx is unique up to equality almost everywhere, because two fields that define the same operator agree almost everywhere. □\square

Remark 5.2 (What the proof uses). In the arguments of this lesson, σ\sigma-finiteness enters once, through the weight ww of Lemma 3.1(1). It makes λ\lambda finite and the Radon–Nikodym step available. The norm formula and the uniqueness of fields, which we take from the lesson on direct integrals, also use it. Separability of the fibres enters through the countable sequence (ek)(e_k) and the countable set Q\mathcal Q. Nothing else is used: no completeness of μ\mu, no standard Borel structure, no countably generated σ\sigma-algebra, and no separability of H\mathcal H. For example, let Γ={0,1}I\Gamma=\{0,1\}^I for an uncountable set II, with the product σ\sigma-algebra and the product of the fair-coin measures, and let H(γ)=CH(\gamma)=\mathbb C. The functions γ↦2γi−1\gamma\mapsto2\gamma_i-1, i∈Ii\in I, are orthonormal in L2(Γ,μ)L^2(\Gamma,\mu), so H=L2(Γ,μ)\mathcal H=L^2(\Gamma,\mu) is not separable. The theorem still applies. Every choice in the proof is countable: the fibre operators are defined outside one null set NN, a countable union of null sets. In particular the proof needs no lifting of L∞(Γ,μ)L^\infty(\Gamma,\mu), that is, no linear and multiplicative choice of one representative in every class.

6. Intertwiners between two direct integrals

Proposition 6.1. Let (H(γ)),M(H(\gamma)),\mathfrak M and (K(γ)),N(K(\gamma)),\mathfrak N be measurable fields over the same base, with direct integrals H\mathcal H and K\mathcal K. Write mfHm^H_f and mfKm^K_f for their diagonal operators. A bounded operator T:H→KT:\mathcal H\to\mathcal K satisfies TmfH=mfKTTm^H_f=m^K_fT for every bounded measurable ff if and only if T=∫⊕xT=\int^\oplus x for a measurable field xx of bounded operators from H(γ)H(\gamma) to K(γ)K(\gamma) with essentially bounded norm. The field can be chosen with ∥x(γ)∥≤∥T∥\|x(\gamma)\|\leq\|T\| for every γ\gamma.

Proof. If T=∫⊕xT=\int^\oplus x, then x(γ)(f(γ)v)=f(γ)x(γ)vx(\gamma)(f(\gamma)v)=f(\gamma)x(\gamma)v pointwise, so TT intertwines. For the converse, let L(γ)=H(γ)⊕K(γ)L(\gamma)=H(\gamma)\oplus K(\gamma) be the direct-sum field, whose measurable sections are the pairs (ξ,η)(\xi,\eta) with ξ∈M\xi\in\mathfrak M and η∈N\eta\in\mathfrak N. Let L\mathcal L be its direct integral. A measurable pair (ξ,η)(\xi,\eta) is square integrable exactly when both components are, since ∥(ξ,η)∥2=∥ξ∥2+∥η∥2\|(\xi,\eta)\|^2=\|\xi\|^2+\|\eta\|^2. It vanishes almost everywhere exactly when both components do. So W(ξ,η)=(ξ,η)W(\xi,\eta)=(\xi,\eta) is a unitary from L\mathcal L onto H⊕K\mathcal H\oplus\mathcal K, and WmfLW∗=mfH⊕mfKWm^L_fW^*=m^H_f\oplus m^K_f. Put T~=W∗(00T0)W. \tilde T=W^*\begin{pmatrix}0&0\\ T&0\end{pmatrix}W . Both T~mfL\tilde Tm^L_f and mfLT~m^L_f\tilde T send W∗(ξ,η)W^*(\xi,\eta) to W∗(0,TmfHξ)=W∗(0,mfKTξ)W^*(0,Tm^H_f\xi)=W^*(0,m^K_fT\xi). So T~\tilde T commutes with the diagonal algebra of L\mathcal L. By Theorem 5.1, T~=∫⊕z\tilde T=\int^\oplus z with ∥z(γ)∥≤∥T~∥=∥T∥\|z(\gamma)\|\leq\|\tilde T\|=\|T\| for every γ\gamma. Let x(γ)x(\gamma) be the lower-left block of z(γ)z(\gamma): x(γ)vx(\gamma)v is the second component of z(γ)(v,0)z(\gamma)(v,0). It is a measurable field, because a field of operators on a direct-sum field is measurable exactly when its four matrix blocks are. Moreover ∥x(γ)∥≤∥z(γ)∥≤∥T∥\|x(\gamma)\|\leq\|z(\gamma)\|\leq\|T\|. For ξ∈H\xi\in\mathcal H, TξT\xi is the second component of WT~W∗(ξ,0)W\tilde TW^*(\xi,0), which is xξx\xi. So T=∫⊕xT=\int^\oplus x. □\square

7. Commutants, von Neumann algebras and the centre

Theorem 7.1.

  1. A′=D\mathcal A'=\mathcal D and D′=A\mathcal D'=\mathcal A.
  2. A\mathcal A and D\mathcal D are von Neumann algebras on H\mathcal H: A′′=A\mathcal A''=\mathcal A and D′′=D\mathcal D''=\mathcal D. In particular, both are closed in the weak operator topology.
  3. The centre D∩D′\mathcal D\cap\mathcal D' of D\mathcal D is A\mathcal A.
  4. The following are equivalent: (a) A\mathcal A is maximal abelian, that is, A′=A\mathcal A'=\mathcal A; (b) D\mathcal D is abelian; (c) dim⁡H(γ)≤1\dim H(\gamma)\leq1 for almost every γ\gamma.
  5. For every σ\sigma-finite measure space (Γ,Σ,μ)(\Gamma,\Sigma,\mu), the multiplication operators by functions in L∞(Γ,μ)L^\infty(\Gamma,\mu) form a von Neumann algebra on L2(Γ,μ)L^2(\Gamma,\mu) that is maximal abelian.

Proof. (1) The identity A′=D\mathcal A'=\mathcal D is Theorem 5.1. For the second identity, A⊆D′\mathcal A\subseteq\mathcal D' by Proposition 2.2(2). The idea for the converse inclusion is this: a decomposable operator that commutes with countably many decomposable operators has fibres that commute with the corresponding fibre operators almost everywhere, and commuting with the matrix units ek1e_{k1} alone already forces a fibre to be a scalar. In detail, let S∈D′S\in\mathcal D'. Since A⊆D\mathcal A\subseteq\mathcal D, we have S∈A′=DS\in\mathcal A'=\mathcal D, so S=∫⊕sS=\int^\oplus s for a measurable field ss with essentially bounded norm. For each kk, SS commutes with the matrix unit Ek1E_{k1} of Proposition 2.2(5). So the fields sek1se_{k1} and ek1se_{k1}s define the same operator, and by uniqueness they agree outside a null set NkN_k: s(γ)ek1(γ)=ek1(γ)s(γ)s(\gamma)e_{k1}(\gamma)=e_{k1}(\gamma)s(\gamma) for γ∉Nk\gamma\notin N_k. Fix γ∉⋃kNk\gamma\notin\bigcup_kN_k with n(γ)≥1n(\gamma)\geq1, and drop γ\gamma from the notation. For k≤n(γ)k\leq n(\gamma), sek=sek1e1=ek1se1=⟨se1,e1⟩ ek. se_k=se_{k1}e_1=e_{k1}se_1=\langle se_1,e_1\rangle\,e_k . So ss multiplies each basis vector eke_k by the same number c=⟨se1,e1⟩c=\langle se_1,e_1\rangle. Being bounded, ss agrees with c1c1 on the closed span of the basis, that is, s=c1s=c1. If n(γ)=0n(\gamma)=0, then s(γ)s(\gamma) is a scalar trivially. So s(γ)s(\gamma) is a scalar for almost every γ\gamma, and Proposition 2.2(3) gives S∈AS\in\mathcal A.

(2) By (1), A′′=D′=A\mathcal A''=\mathcal D'=\mathcal A and D′′=A′=D\mathcal D''=\mathcal A'=\mathcal D. Both are ∗*-subalgebras by Proposition 2.2(1). Each is the commutant of a set closed under adjoints, namely A=D′\mathcal A=\mathcal D' and D=A′\mathcal D=\mathcal A', so both are weakly closed by Lemma 1.1.

(3) D∩D′=D∩A=A\mathcal D\cap\mathcal D'=\mathcal D\cap\mathcal A=\mathcal A, because A⊆D\mathcal A\subseteq\mathcal D.

(4) If A′=A\mathcal A'=\mathcal A, then D=A′=A\mathcal D=\mathcal A'=\mathcal A is abelian. If D\mathcal D is abelian, then D⊆D′=A⊆D\mathcal D\subseteq\mathcal D'=\mathcal A\subseteq\mathcal D, so A=D=A′\mathcal A=\mathcal D=\mathcal A'. This proves (a)⇔\Leftrightarrow(b). Assume (c), and let xx be a measurable field with essentially bounded norm. At almost every γ\gamma the fibre has dimension 00 or 11, so x(γ)x(\gamma) is a scalar. By Proposition 2.2(3), ∫⊕x∈A\int^\oplus x\in\mathcal A. So D=A\mathcal D=\mathcal A is abelian. Conversely, suppose μ({n≥2})>0\mu(\{n\geq2\})>0. Where n(γ)≥2n(\gamma)\geq2, the operator e12e21(γ)e_{12}e_{21}(\gamma) sends e1(γ)e_1(\gamma) to e1(γ)e_1(\gamma), while e21e12(γ)e_{21}e_{12}(\gamma) sends it to 00. So the fields e12e21e_{12}e_{21} and e21e12e_{21}e_{12} differ on a set of positive measure. By uniqueness they define different operators, so E12E21≠E21E12E_{12}E_{21}\neq E_{21}E_{12}, and D\mathcal D is not abelian.

(5) Take H(γ)=CH(\gamma)=\mathbb C for every γ\gamma, with the measurable functions as measurable sections. This is the constant field with fibre C\mathbb C. Then H=L2(Γ,μ)\mathcal H=L^2(\Gamma,\mu), mfm_f is multiplication by ff, and n≡1n\equiv1. Apply (4) and (2). □\square

8. Dimension strata, constant fields and unitary transfer

Proposition 8.1.

  1. (Central strata) For each d∈{0,1,2,…,∞}d\in\{0,1,2,\ldots,\infty\}, Pd=m1ΓdP_d=m_{1_{\Gamma_d}} is a projection in the centre of D\mathcal D. Moreover PdPd′=0P_dP_{d'}=0 for d≠d′d\neq d', P0=0P_0=0, and ∑dPdξ=ξ\sum_dP_d\xi=\xi for every ξ∈H\xi\in\mathcal H.
  2. (Unitary transfer) Let (K(γ)),N(K(\gamma)),\mathfrak N be another measurable field over the same base, with direct integral K\mathcal K. Let vv be a measurable field of unitaries v(γ):H(γ)→K(γ)v(\gamma):H(\gamma)\to K(\gamma). Then V=∫⊕vV=\int^\oplus v is a unitary from H\mathcal H onto K\mathcal K, with VmfHV∗=mfKVm^H_fV^*=m^K_f for every ff and VDHV∗=DKV\mathcal D_HV^*=\mathcal D_K.
  3. (Constant fields) Let Γ′∈Σ\Gamma'\in\Sigma and d∈{1,2,…,∞}d\in\{1,2,\ldots,\infty\}. Give Γ′\Gamma' the restrictions of Σ\Sigma and μ\mu, and consider the constant field ℓd2\ell^2_d over Γ′\Gamma', generated by the constant sections εk\varepsilon_k; its measurable sections are the maps with measurable coordinates. A field yy of bounded operators on ℓd2\ell^2_d is measurable exactly when every matrix entry γ↦⟨y(γ)εl,εk⟩\gamma\mapsto\langle y(\gamma)\varepsilon_l,\varepsilon_k\rangle is measurable. Consequently, an operator on L2(Γ′,μ;ℓd2)L^2(\Gamma',\mu;\ell^2_d) commutes with every diagonal operator if and only if it is ∫⊕y\int^\oplus y for such a yy with essentially bounded norm.

Proof. (1) PdP_d lies in A\mathcal A, which is the centre of D\mathcal D by Theorem 7.1(3). It is a self-adjoint idempotent, because 1Γd1_{\Gamma_d} is real-valued and equal to its square, and f↦mff\mapsto m_f is a ∗*-homomorphism (diagonal operators). For d≠d′d\neq d', PdPd′=m1Γd∩Γd′=0P_dP_{d'}=m_{1_{\Gamma_d\cap\Gamma_{d'}}}=0. Every fibre over Γ0\Gamma_0 is zero, so 1Γ0ξ=01_{\Gamma_0}\xi=0 for every section, and P0=0P_0=0. For a finite set FF of dimensions, ∥ξ−∑d∈FPdξ∥2=∫Γ∖⋃d∈FΓd∥ξ∥2 dμ\|\xi-\sum_{d\in F}P_d\xi\|^2=\int_{\Gamma\setminus\bigcup_{d\in F}\Gamma_d}\|\xi\|^2\,d\mu. This tends to 00 as FF increases to all dimensions, by dominated convergence, because the strata partition Γ\Gamma.

(2) Adjoints of measurable operator fields are measurable, so v∗v^* is a measurable field, and both norm functions are at most 11. Since ∫⊕\int^\oplus is multiplicative and compatible with adjoints (decomposable operators), V∗V=∫⊕v∗v=1V^*V=\int^\oplus v^*v=1 and VV∗=∫⊕vv∗=1VV^*=\int^\oplus vv^*=1. The identity VmfH=mfKVVm^H_f=m^K_fV holds pointwise. Let xx be a measurable field on (H(γ))(H(\gamma)) with essentially bounded norm. Composites of measurable operator fields are measurable, so vxv∗vxv^* is a measurable field on (K(γ))(K(\gamma)). It has the same norm function, and V(∫⊕x)V∗=∫⊕vxv∗V(\int^\oplus x)V^*=\int^\oplus vxv^* because ∫⊕\int^\oplus is multiplicative (decomposable operators). So VDHV∗⊆DKV\mathcal D_HV^*\subseteq\mathcal D_K. The same argument with v∗v^* gives the reverse inclusion.

(3) The constant sections εl\varepsilon_l form a fundamental sequence. By testing on a fundamental sequence, yy is measurable exactly when every yεly\varepsilon_l is a measurable section. In the constant field, a section is measurable exactly when all its coordinates are measurable. So yy is measurable exactly when every coordinate ⟨yεl,εk⟩\langle y\varepsilon_l,\varepsilon_k\rangle is measurable. The last sentence is Theorem 5.1 for this field. □\square

By the constant-field example of the lesson on direct integrals, L2(Γ′,μ;ℓd2)L^2(\Gamma',\mu;\ell^2_d) is L2(Γ′,μ)⊗ℓd2L^2(\Gamma',\mu)\otimes\ell^2_d, and the diagonal operators become the operators mf⊗1m_f\otimes1. So (3) describes the commutant of the operators mf⊗1m_f\otimes1 on L2(Γ′,μ)⊗ℓd2L^2(\Gamma',\mu)\otimes\ell^2_d: it consists of the operators ∫⊕y\int^\oplus y given by fields yy with measurable matrix entries and essentially bounded norm.

Remark 8.2 (Reduction to constant fields). The constant-field case of Theorem 5.1 already implies the general case. Suppose V(γ):H(γ)→K0V(\gamma):H(\gamma)\to\mathcal K_0 are isometries into one separable space K0\mathcal K_0 and form a measurable field. For instance, V(γ)v=∑k⟨v,ek(γ)⟩εkV(\gamma)v=\sum_k\langle v,e_k(\gamma)\rangle\varepsilon_k maps H(γ)H(\gamma) isometrically into ℓ2(N)\ell^2(\mathbb N), because the nonzero ek(γ)e_k(\gamma) form an orthonormal basis, and VξV\xi has the measurable coordinates ⟨ξ,ek⟩\langle\xi,e_k\rangle. Then V=∫⊕V(γ)V=\int^\oplus V(\gamma) is an isometry into L2(Γ,μ;K0)L^2(\Gamma,\mu;\mathcal K_0) with Vmf=mf0VVm_f=m^0_fV, where mf0m^0_f are the diagonal operators there. Taking adjoints gives V∗mf0=mfV∗V^*m^0_f=m_fV^*. Let T∈A′T\in\mathcal A'. Then mf0 VTV∗=VmfTV∗=VTmfV∗=VTV∗ mf0, m^0_f\,VTV^*=Vm_fTV^*=VTm_fV^*=VTV^*\,m^0_f , so VTV∗VTV^* commutes with the constant field's diagonal algebra. By the constant-field case, VTV∗=∫⊕yVTV^*=\int^\oplus y. Since V∗V=1V^*V=1, we get T=V∗(VTV∗)V=∫⊕V(γ)∗y(γ)V(γ)T=V^*(VTV^*)V=\int^\oplus V(\gamma)^*y(\gamma)V(\gamma). The integrand is a measurable field, since adjoints and composites of measurable operator fields are measurable. Alternatively, use the stratified form, in which the maps are unitaries onto ℓd2\ell^2_d on each Γd\Gamma_d. Then Proposition 8.1(1) splits TT along the strata, Proposition 8.1(2) moves each piece to a constant field, and gluing along the partition (Γd)(\Gamma_d) reassembles the field. Either way, the constant-field case implies the general one. Theorem 5.1 proves the general case directly, so we do not need this reduction.

9. Examples

Example 9.1 (Atoms: every point counts). Let Γ\Gamma be countable, Σ\Sigma all subsets, and 0<μ({γ})<∞0<\mu(\{\gamma\})<\infty for every γ\gamma. Let the fibres H(γ)H(\gamma) be arbitrary separable spaces, some possibly zero, as in the countable-base example of the lesson on direct integrals. Every section is measurable, so every family of operators is a measurable field. Only the empty set is null, so "almost every" means "every". H\mathcal H is the Hilbert sum of the H(γ)H(\gamma), and m1{γ}m_{1_{\{\gamma\}}} is the projection onto the γ\gamma-th summand. An operator TT that commutes with these projections maps each summand into itself. So it acts by a family x(γ)∈B(H(γ))x(\gamma)\in B(H(\gamma)) with ∥x(γ)∥≤∥T∥\|x(\gamma)\|\leq\|T\|. This is Theorem 5.1 with no measure theory left in it. Here D\mathcal D is the algebra of bounded families of operators, A\mathcal A is the algebra of bounded families of scalars, and A\mathcal A is the centre, as Theorem 7.1(3) says. By Theorem 7.1(4), A\mathcal A is maximal abelian exactly when every fibre has dimension at most 11. A point with H(γ)=0H(\gamma)=0 contributes nothing: the value f(γ)f(\gamma) there does not affect mfm_f.

Example 9.2 (One-dimensional fibres, and a symmetry that is not decomposable). Let Γ=[0,1]\Gamma=[0,1] with Lebesgue measure on the Borel sets, and H(γ)=CH(\gamma)=\mathbb C. Then H=L2[0,1]\mathcal H=L^2[0,1], and D=A\mathcal D=\mathcal A is maximal abelian by Theorem 7.1(4)–(5). Let (Rξ)(γ)=ξ(1−γ)(R\xi)(\gamma)=\xi(1-\gamma). Then RR is unitary, R=R∗=R−1R=R^*=R^{-1}, and RmfR=mf∘ρRm_fR=m_{f\circ\rho} with ρ(γ)=1−γ\rho(\gamma)=1-\gamma. So RR commutes with mfm_f exactly when f(1−γ)=f(γ)f(1-\gamma)=f(\gamma) for almost every γ\gamma. Thus RR commutes with every diagonal operator given by a symmetric function. It does not commute with mfm_f for f(γ)=γf(\gamma)=\gamma, so it is not decomposable. Commuting with a proper subalgebra of A\mathcal A is not enough.

Example 9.3 (Dimension kk on the kk-th interval). Continue the varying-dimension example of the lesson on direct integrals: Γ=(0,1]\Gamma=(0,1] with Lebesgue measure, Γk=(1k+1,1k]\Gamma_k=(\tfrac1{k+1},\tfrac1k], and H(γ)=Cd(γ)H(\gamma)=\mathbb C^{d(\gamma)} with d(γ)=kd(\gamma)=k on Γk\Gamma_k. The given sections ξk\xi_k (the kk-th standard basis vector where k≤d(γ)k\leq d(\gamma), else 00) are orthonormal where nonzero, and ξk(γ)≠0\xi_k(\gamma)\neq0 exactly for k≤d(γ)k\leq d(\gamma). So the recursion that produces an orthonormal fundamental sequence returns ek=ξke_k=\xi_k. By Proposition 8.1(3) on each stratum and the norm formula, D\mathcal D is isomorphic to the algebra of sequences (yk)(y_k) with yk∈L∞(Γk;Mk(C))y_k\in L^\infty(\Gamma_k;M_k(\mathbb C)) and sup⁡k∥yk∥∞<∞\sup_k\|y_k\|_\infty<\infty. Every fibre is nonzero, so the centre is A≅L∞((0,1])\mathcal A\cong L^\infty((0,1]) by Theorem 7.1(3) and Proposition 2.2(4). The matrix unit E12E_{12} is 00 over Γ1\Gamma_1, where e2=0e_2=0. From e21e12=e22e_{21}e_{12}=e_{22} and e12e21=1{n≥2}e11e_{12}e_{21}=1_{\{n\geq2\}}e_{11}, it is a partial isometry from the range of ∫⊕e22\int^\oplus e_{22} onto the range of m1(0,1/2]∫⊕e11m_{1_{(0,1/2]}}\int^\oplus e_{11}. Neither projection is central. Indeed e22e12=0e_{22}e_{12}=0 while e12e22=e12e_{12}e_{22}=e_{12}, and e12e11=0e_{12}e_{11}=0 while e11e12=e12e_{11}e_{12}=e_{12}; and e12e_{12} is nonzero on (0,12](0,\tfrac12]. The central projections Pk=m1ΓkP_k=m_{1_{\Gamma_k}} of Proposition 8.1(1) cut D\mathcal D into the pieces L∞(Γk;Mk(C))L^\infty(\Gamma_k;M_k(\mathbb C)).

Example 9.4 (Zero fibres on a set of positive measure). Let Γ=[0,2]\Gamma=[0,2] with Lebesgue measure, H(γ)=CH(\gamma)=\mathbb C for γ≤1\gamma\leq1, and H(γ)=0H(\gamma)=0 for γ>1\gamma>1. The single section ξ1=1[0,1]\xi_1=1_{[0,1]} has measurable Gram function 1[0,1]1_{[0,1]} and is total in every fibre. A sequence of sections with measurable Gram functions that is total in every fibre generates exactly one measurable field containing it. Here the measurable sections of that field are the functions that are measurable on [0,1][0,1] and 00 on (1,2](1,2]. So H=L2[0,1]\mathcal H=L^2[0,1], the stratum Γ0=(1,2]\Gamma_0=(1,2] has positive measure, and P0=0P_0=0. The map f↦mff\mapsto m_f from L∞[0,2]L^\infty[0,2] onto A\mathcal A has the nonzero kernel {f=0 a.e. on [0,1]}\{f=0\text{ a.e. on }[0,1]\}, as Proposition 2.2(4) predicts. Theorem 7.1 holds with A≅L∞[0,1]\mathcal A\cong L^\infty[0,1], not L∞[0,2]L^\infty[0,2]. So "the diagonal algebra" always means the image algebra A\mathcal A on H\mathcal H.

10. Exercises

Exercise 10.1 (A generating algebra of sets is enough). Let C⊆Σ\mathcal C\subseteq\Sigma be an algebra of sets such that every set in Σ\Sigma differs by a null set from a set in the σ\sigma-algebra σ(C)\sigma(\mathcal C) generated by C\mathcal C. Show that T∈B(H)T\in B(\mathcal H) is decomposable exactly when Tm1C=m1CTTm_{1_C}=m_{1_C}T for every C∈CC\in\mathcal C. Deduce that on Γ=[0,1]\Gamma=[0,1] with Lebesgue measure, it suffices that TT commute with m1[0,t)m_{1_{[0,t)}} for every rational tt.

Solution. Necessity holds because decomposable operators commute with every diagonal operator. For sufficiency, let G={B∈Σ: Tm1B=m1BT}\mathcal G=\{B\in\Sigma:\ Tm_{1_B}=m_{1_B}T\}. It contains C\mathcal C. Let Bj∈GB_j\in\mathcal G increase or decrease to BB. For ξ∈H\xi\in\mathcal H, ∥m1Bξ−m1Bjξ∥2=∫B△Bj∥ξ∥2 dμ→0\|m_{1_B}\xi-m_{1_{B_j}}\xi\|^2=\int_{B\triangle B_j}\|\xi\|^2\,d\mu\to0 by dominated convergence. So Tm1Bξ=lim⁡jTm1Bjξ=lim⁡jm1BjTξ=m1BTξTm_{1_B}\xi=\lim_jTm_{1_{B_j}}\xi=\lim_jm_{1_{B_j}}T\xi=m_{1_B}T\xi, and B∈GB\in\mathcal G. Thus G\mathcal G is a Dynkin class (it also contains Γ, and B ∖ C whenever C ⊆ B both lie in it, since m1B∖C = m1B − m1C), the algebra 𝒞 is closed under finite intersections, and the monotone class theorem gives σ(C)⊆G\sigma(\mathcal C)\subseteq\mathcal G. If BB differs from B′∈σ(C)B'\in\sigma(\mathcal C) by a null set, then m1B=m1B′m_{1_B}=m_{1_{B'}}. So G=Σ\mathcal G=\Sigma. By linearity TT commutes with mfm_f for simple ff. Every bounded measurable ff is a uniform limit of simple functions fjf_j, and ∥mf−mfj∥≤sup⁡∣f−fj∣\|m_f-m_{f_j}\|\leq\sup|f-f_j| (diagonal operators). So TT commutes with every mfm_f, and Theorem 5.1 finishes the proof.

For the example, the sets BB with m1B∈{T}′m_{1_B}\in\{T\}' form an algebra of sets, because m1B∩C=m1Bm1Cm_{1_{B\cap C}}=m_{1_B}m_{1_C} and m1Γ∖B=1−m1Bm_{1_{\Gamma\setminus B}}=1-m_{1_B}. So they include the algebra generated by the intervals [0,t)[0,t) with tt rational. That algebra generates the Borel σ\sigma-algebra of [0,1][0,1]. Every Lebesgue measurable set differs from a Borel set by a null set. The first part applies.

Exercise 10.2 (Invariant subspaces are subfields). Let L⊆HL\subseteq\mathcal H be a closed subspace. Show that mfL⊆Lm_fL\subseteq L for every ff if and only if there is a measurable field of subspaces K(γ)⊆H(γ)K(\gamma)\subseteq H(\gamma), spanned at each point by the values of a sequence of measurable sections, such that L={ξ∈H: ξ(γ)∈K(γ) for almost every γ}.L=\{\xi\in\mathcal H:\ \xi(\gamma)\in K(\gamma)\ \text{for almost every }\gamma\}.

Solution. If LL has this form, then f(γ)ξ(γ)∈K(γ)f(\gamma)\xi(\gamma)\in K(\gamma), so mfL⊆Lm_fL\subseteq L. Conversely, let PP be the projection onto LL. Invariance gives mfP=PmfPm_fP=Pm_fP for every ff. Applying this to fˉ\bar f and taking adjoints gives Pmf=PmfPPm_f=Pm_fP. So PP commutes with A\mathcal A, and Theorem 5.1 gives P=∫⊕pP=\int^\oplus p. From P=P∗PP=P^*P and uniqueness, p(γ)=p(γ)∗p(γ)p(\gamma)=p(\gamma)^*p(\gamma) outside a measurable null set; set p(γ)=0p(\gamma)=0 there, which does not change PP. Now every p(γ)p(\gamma) satisfies p=p∗pp=p^*p. Taking adjoints gives p∗=pp^*=p, and then p2=p∗p=pp^2=p^*p=p, so p(γ)p(\gamma) is an orthogonal projection. The sections pekpe_k are measurable. At each γ\gamma they span a dense subspace of K(γ)=p(γ)H(γ)K(\gamma)=p(\gamma)H(\gamma), since p(γ)p(\gamma) is continuous and the ek(γ)e_k(\gamma) are total. So (K(γ))(K(\gamma)) is a subspace field, and p(γ)p(\gamma) is the projection onto K(γ)K(\gamma). Finally, for ξ∈H\xi\in\mathcal H: ξ∈L\xi\in L iff Pξ=ξP\xi=\xi iff p(γ)ξ(γ)=ξ(γ)p(\gamma)\xi(\gamma)=\xi(\gamma) for almost every γ\gamma iff ξ(γ)∈K(γ)\xi(\gamma)\in K(\gamma) for almost every γ\gamma. So LL is the direct integral of the subfield (K(γ))(K(\gamma)).

Exercise 10.3 (The dimension function is an invariant). Let (H(γ))(H(\gamma)) and (K(γ))(K(\gamma)) be measurable fields over the same base. Let V:H→KV:\mathcal H\to\mathcal K be a unitary with VmfH=mfKVVm^H_f=m^K_fV for every ff. Show that V=∫⊕vV=\int^\oplus v with v(γ)v(\gamma) unitary for almost every γ\gamma, and hence dim⁡H(γ)=dim⁡K(γ)\dim H(\gamma)=\dim K(\gamma) for almost every γ\gamma.

Solution. By Proposition 6.1, V=∫⊕vV=\int^\oplus v, and V∗=∫⊕v∗V^*=\int^\oplus v^* because ∫⊕\int^\oplus is compatible with adjoints (decomposable operators). Then ∫⊕v∗v=V∗V=1=∫⊕1\int^\oplus v^*v=V^*V=1=\int^\oplus1, so v(γ)∗v(γ)=1v(\gamma)^*v(\gamma)=1 for almost every γ\gamma, by uniqueness. In the same way, v(γ)v(γ)∗=1v(\gamma)v(\gamma)^*=1 almost everywhere. So v(γ)v(\gamma) is unitary for almost every γ\gamma, and unitaries preserve dimension. Thus, up to null sets, the dimension function is fixed by H\mathcal H together with the action f↦mff\mapsto m_f. This is the first step toward the uniqueness of disintegrations.

Exercise 10.4 (Central projections). Show that the projections in the centre of D\mathcal D are exactly the operators m1Bm_{1_B} with B∈ΣB\in\Sigma. Show also that m1B=m1B′m_{1_B}=m_{1_{B'}} if and only if (B△B′)∩{n≥1}(B\triangle B')\cap\{n\geq1\} is null.

Solution. By Theorem 7.1(3), a central projection is mfm_f for some f∈L∞f\in L^\infty. From mf=mf∗mf=m∣f∣2m_f=m_f^*m_f=m_{|f|^2} and Proposition 2.2(4), f=∣f∣2f=|f|^2 almost everywhere on {n≥1}\{n\geq1\}. A complex number with z=∣z∣2z=|z|^2 is 00 or 11. Fix a representative ff and put B={f=1}B=\{f=1\}. Then f=1Bf=1_B almost everywhere on {n≥1}\{n\geq1\}, so mf=m1Bm_f=m_{1_B} by Proposition 2.2(4). Conversely, every m1Bm_{1_B} is a self-adjoint idempotent in A\mathcal A, the centre. The last claim is Proposition 2.2(4) applied to 1B−1B′1_B-1_{B'}.

Background used without proof

Besides the lesson on direct integrals and basic measure theory (dominated convergence, the Cauchy–Schwarz inequality in L2L^2), the proofs use four standard facts.

Where this leads

References

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